Matches in DBpedia 2016-04 for { <http://wikidata.dbpedia.org/resource/Q7098999> ?p ?o }
Showing triples 1 to 40 of
40
with 100 triples per page.
- Q7098999 subject Q6572311.
- Q7098999 subject Q8460854.
- Q7098999 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.".
- Q7098999 wikiPageExternalLink option_spread.pdf.
- Q7098999 wikiPageWikiLink Q1071239.
- Q7098999 wikiPageWikiLink Q10998070.
- Q7098999 wikiPageWikiLink Q11693.
- Q7098999 wikiPageWikiLink Q1210094.
- Q7098999 wikiPageWikiLink Q1429050.
- Q7098999 wikiPageWikiLink Q14491719.
- Q7098999 wikiPageWikiLink Q160151.
- Q7098999 wikiPageWikiLink Q169489.
- Q7098999 wikiPageWikiLink Q1751574.
- Q7098999 wikiPageWikiLink Q1783548.
- Q7098999 wikiPageWikiLink Q179179.
- Q7098999 wikiPageWikiLink Q187631.
- Q7098999 wikiPageWikiLink Q187860.
- Q7098999 wikiPageWikiLink Q192472.
- Q7098999 wikiPageWikiLink Q200125.
- Q7098999 wikiPageWikiLink Q205180.
- Q7098999 wikiPageWikiLink Q205257.
- Q7098999 wikiPageWikiLink Q2180497.
- Q7098999 wikiPageWikiLink Q2305975.
- Q7098999 wikiPageWikiLink Q43015.
- Q7098999 wikiPageWikiLink Q460189.
- Q7098999 wikiPageWikiLink Q5370008.
- Q7098999 wikiPageWikiLink Q545906.
- Q7098999 wikiPageWikiLink Q5967764.
- Q7098999 wikiPageWikiLink Q647525.
- Q7098999 wikiPageWikiLink Q6572311.
- Q7098999 wikiPageWikiLink Q6904701.
- Q7098999 wikiPageWikiLink Q7310443.
- Q7098999 wikiPageWikiLink Q750178.
- Q7098999 wikiPageWikiLink Q7552344.
- Q7098999 wikiPageWikiLink Q756115.
- Q7098999 wikiPageWikiLink Q8053548.
- Q7098999 wikiPageWikiLink Q8062844.
- Q7098999 wikiPageWikiLink Q8460854.
- Q7098999 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.".
- Q7098999 label "Option-adjusted spread".