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Option Adjusted Spread |
Also found in: Acronyms, Wikipedia | 0.01 sec. |
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Option Adjusted Spread In fixed-income securities with embedded options, the yield spread between two securities calculated as if the embedded options do not exist. Different models calculate the OAS slightly differently, but the basic equation is rendered as: OAS = yield spread - spread due to the options This is important in complex derivatives such as mortgage-backed securities. See also: Black-Scholes Model. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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