**G spread**: the

**spread**over or under a government bond rate, also known as the nominal

**spread**. For example, suppose a 10-year, 8%-coupon bond is selling at $104.19, yielding 7.40%. The 10-year Treasury bond (6% coupon rate) has a YTM of 6.00%. Therefore, the

**G spread**is 7.40% - 6.00% = 1.40%, or 140 basis points.

Also, what is the I spread?

The Interpolated

**Spread**or I-**spread**or ISPRD of a bond is the difference between its yield to maturity and the linearly interpolated yield for the same maturity on an appropriate reference yield curve. The I-**spread**is often a rough indication of the risk premium for an investment product.What is an ASW spread?

Definition

**ASW**. The difference between the yield of a bond and the LIBOR curve, expressed in basis points. The**asset-swap spread**is designed to show the credit risk associated with the bond.What is OAS spread?

Option-adjusted

**spread**(**OAS**) is the yield**spread**which has to be added to a benchmark yield curve to discount a security's payments to match its market price, using a dynamic pricing model that accounts for embedded options.**OAS**is hence model-dependent.