I Spread


Function I Spread within Bond with keys Bond I Spread keysreturns the difference y - r, where:
y is the Yield of the given bond for the provided clean prices P.
r is the fair rate of an interest rate swap that references the index defined in key Index, starts at the given reference date Tˢ and ends at the bond's maturity.
Several values may be also returned here in the form of a 1D-array
The applicable interest rate swap can be produced with the function I Spread Swap Equiv