Function i_spread
pub fn i_spread<C: YieldCurve<f64>>(
bond: &FixedRateBond,
swap: &C,
dirty: f64,
settlement: NaiveDate,
basis: YieldBasis,
) -> Result<f64, SpreadSolveError>Expand description
I-spread: the bond’s yield over the swap curve’s zero rate at its maturity.
spread_over_curve read against a swap curve — the same kernel as
g_spread with a different reference market.