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Option Adjusted Spread OAS Definition Option adjusted Option Adjusted Spread OAS Definition Option adjusted

Option Adjusted Spread OAS Definition Option adjusted - PDF document

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Uploaded On 2015-04-23

Option Adjusted Spread OAS Definition Option adjusted - PPT Presentation

OAS can be viewed as the compensation an investor receives for assuming a variety of risks eg liquidity premium default risk model risk net of the cost of any embedded options General Applications 1 Evaluation of an interest sensitive fixed income s ID: 54129

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