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- Option-adjusted_spread abstract "Option-adjusted spread (OAS) is the yield spread which has to be added to a benchmark yield curve to discount a security's payments to match its market price, using a dynamic pricing model that accounts for embedded options. OAS is hence model-dependent. This concept can be applied to a mortgage-backed security (MBS), or another bond with embedded options, or any other interest rate derivative or option.In the context of an MBS or callable bond, the option relates primarily to the borrower's right to refinance the debt at a lower interest rate. These securities must therefore pay higher yields than noncallable debt, and their values are more fairly compared by OAS than by yield. OAS is usually measured in basis points (bp).For a security whose cash flows are independent of future interest rates, OAS is the same as Z-spread.".
- Option-adjusted_spread wikiPageExternalLink option_spread.pdf.
- Option-adjusted_spread wikiPageID "30870778".
- Option-adjusted_spread wikiPageLength "4685".
- Option-adjusted_spread wikiPageOutDegree "37".
- Option-adjusted_spread wikiPageRevisionID "645388249".
- Option-adjusted_spread wikiPageWikiLink Basis_point.
- Option-adjusted_spread wikiPageWikiLink Behavioral_economics.
- Option-adjusted_spread wikiPageWikiLink Bond_(finance).
- Option-adjusted_spread wikiPageWikiLink Bond_convexity.
- Option-adjusted_spread wikiPageWikiLink Callable_bond.
- Option-adjusted_spread wikiPageWikiLink Category:Bonds_(finance).
- Option-adjusted_spread wikiPageWikiLink Category:Fixed_income_analysis.
- Option-adjusted_spread wikiPageWikiLink Discounting.
- Option-adjusted_spread wikiPageWikiLink Economic_model.
- Option-adjusted_spread wikiPageWikiLink Embedded_option.
- Option-adjusted_spread wikiPageWikiLink Expected_value.
- Option-adjusted_spread wikiPageWikiLink Finance.
- Option-adjusted_spread wikiPageWikiLink Floating_rate_note.
- Option-adjusted_spread wikiPageWikiLink I-spread.
- Option-adjusted_spread wikiPageWikiLink Interest_rate.
- Option-adjusted_spread wikiPageWikiLink Interest_rate_derivative.
- Option-adjusted_spread wikiPageWikiLink Interpolation.
- Option-adjusted_spread wikiPageWikiLink Monte_Carlo_methods_for_option_pricing.
- Option-adjusted_spread wikiPageWikiLink Mortgage-backed_security.
- Option-adjusted_spread wikiPageWikiLink Mortgage_loan.
- Option-adjusted_spread wikiPageWikiLink Net_present_value.
- Option-adjusted_spread wikiPageWikiLink Option_(finance).
- Option-adjusted_spread wikiPageWikiLink Prepayment_of_loan.
- Option-adjusted_spread wikiPageWikiLink Price.
- Option-adjusted_spread wikiPageWikiLink Refinancing.
- Option-adjusted_spread wikiPageWikiLink Reinvestment_risk.
- Option-adjusted_spread wikiPageWikiLink Security_(finance).
- Option-adjusted_spread wikiPageWikiLink Society_of_Actuaries.
- Option-adjusted_spread wikiPageWikiLink Stochastic.
- Option-adjusted_spread wikiPageWikiLink Volatility_(finance).
- Option-adjusted_spread wikiPageWikiLink Yield_(finance).
- Option-adjusted_spread wikiPageWikiLink Yield_curve.
- Option-adjusted_spread wikiPageWikiLink Yield_spread.
- Option-adjusted_spread wikiPageWikiLink Z-spread.
- Option-adjusted_spread wikiPageWikiLinkText "Option-adjusted spread".
- Option-adjusted_spread wikiPageWikiLinkText "option-adjusted spread".
- Option-adjusted_spread hasPhotoCollection Option-adjusted_spread.
- Option-adjusted_spread wikiPageUsesTemplate Template:Bond_market.
- Option-adjusted_spread wikiPageUsesTemplate Template:Cite_book.
- Option-adjusted_spread wikiPageUsesTemplate Template:Cite_web.
- Option-adjusted_spread subject Category:Bonds_(finance).
- Option-adjusted_spread subject Category:Fixed_income_analysis.
- Option-adjusted_spread hypernym Spread.
- Option-adjusted_spread type Food.
- Option-adjusted_spread type Field.
- Option-adjusted_spread comment "Option-adjusted spread (OAS) is the yield spread which has to be added to a benchmark yield curve to discount a security's payments to match its market price, using a dynamic pricing model that accounts for embedded options. OAS is hence model-dependent.".
- 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=645388249.
- Option-adjusted_spread isPrimaryTopicOf Option-adjusted_spread.