Web Analytics

Option-adjusted spread

(OAS) Constant spread that, when added to all the one-period forward rates on the interest rate tree, makes the arbitrage-free value of the bond equal to its market price.

Level II

Sign Up For Updates

Sign up and be the first to receive updates on upcoming product availability and latest offers.

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

By pressing "Submit", you agree to the Terms of Service

Loading…