Miller, Tom (2007). Introduction to Option-Adjusted Spread Analysis. Bloomberg Press. ISBN 978-157660-241-6.
The Society of Actuaries review of the application of OAS to insurance, and other option adjustments. Society of Actuaries.
Option-Adjusted Spread (OAS)
For a security with an embedded option, the yield spread over a comparable Treasury security after deducting the cost of the option
Optional Principal Redemption Bond ...
Option-adjusted spread (OAS)
The spread over an issuer's spot rate curve, developed as a measure of the yield spread that can be used to convert dollar differences between theoretical value and market price.
Option premium ...
Related: Margin, Security deposit (initial) Option-adjusted spread (OAS)The spread over an issuer's spot rate curve, ...
 See also: Ted spread, Interest, Income, Interest Rate, Option
  
|
RSS
