Yield curve that is determined using treasuries that are on-the-run. Since these treasuries only have specific maturities, the yield of those that are located between the on-the-run treasuries needs to be interpolated. Can be determined by regressions or via bootstrapping.
Related information about interpolated yield curve (I curve):
- Interpolated Yield Curve (I Curve) Definition | Investopedia
A yield curve derived by using on-the-run treasuries. Because on-the-run treasuries are limited to specific maturities, the yield of maturities that lies between the ...
- Interpolated Yield Curve - I Curve: Definition from Answers.com
Interpolated Yield Curve - I Curve A yield curve derived by using on-the-run treasuries. Because on-the-run treasuries are limited to specific.
- What is interpolated yield curve - InvestorWords.com
Definition of interpolated yield curve (I curve): Yield curve that is determined using treasuries that are on-the-run. Since these treasuries only have specific ...
- What is Interpolated Yield Curve (I Curve)? definition and meaning
Definition of Interpolated Yield Curve (I Curve): A yield curve derived using on- the-run treasuries.
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interpolation. Interpolated Yield Curve (I Curve) · interpreter. Definitions (2). 1. Estimation of an unknown quantity between two known quantities (historical data) , ...