21. The option-adjusted spread (OAS) converts the cheapness or richness of a bond into a spread over

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21. The option-adjusted spread (OAS) converts the cheapness or richness of a bond into a spread over the future possible spot rate curves.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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Question Posted: Oct 23, 2024 10:00 AM

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21. The option-adjusted spread (OAS) converts the cheapness or richness of a bond into a spread over the future possible spot rate curves.
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21. The option-adjusted spread (OAS) converts the cheapness or richness of a bond into a spread over

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Measuring And Controlling Interest Rate And Credit Risk

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