Option-adjusted spread (OAS)

You are currently viewing Option-adjusted spread (OAS)

AddingAdjustedAffectAffectedAfterAssociatedAssumingBetweenBondCalculatedCalculatesCalculatingChangeComparableConvexityDecreaseDefinitionDemandDetermineDoesDueEstimateExpectationExpectationsExpectedFaceFallHigherIncludeIndicatesInterestIssuerLowerMarketMultiplyingNegativeOptionOptionalityPremiumPutableRegardlessReturnRisksSameSubtractingTendsTreasuryValueWhereasWhile