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- Option-adjusted_spread abstract "Option-adjusted spread (OAS) is the flat spread which has to be added to the Treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model-dependent. This concept can be applied to a mortgage-backed security (MBS), option, bond and any other interest rate derivative. In the context of an MBS, the option relates primarily to the right of property owners, whose mortgages back the MBS, to prepay the mortgage amount.".
- Option-adjusted_spread wikiPageExternalLink option_spread.pdf.
- Option-adjusted_spread wikiPageID "30870778".
- Option-adjusted_spread wikiPageRevisionID "567221970".
- Option-adjusted_spread hasPhotoCollection Option-adjusted_spread.
- Option-adjusted_spread subject Category:Fixed_income_analysis.
- Option-adjusted_spread subject Category:Structured_finance.
- Option-adjusted_spread comment "Option-adjusted spread (OAS) is the flat spread which has to be added to the Treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model-dependent. This concept can be applied to a mortgage-backed security (MBS), option, bond and any other interest rate derivative.".
- Option-adjusted_spread label "Option-adjusted spread".
- Option-adjusted_spread label "Option-adjusted spread".
- Option-adjusted_spread sameAs Option-adjusted_spread.
- Option-adjusted_spread sameAs m.0631hc.
- Option-adjusted_spread sameAs Q7098999.
- Option-adjusted_spread sameAs Q7098999.
- Option-adjusted_spread wasDerivedFrom Option-adjusted_spread?oldid=567221970.
- Option-adjusted_spread isPrimaryTopicOf Option-adjusted_spread.