DBC 2375 - Option-Adjusted Spread (OAS)
The Banking Tutor
Daily Banking Concept - 2375
Option-Adjusted
Spread (OAS)
The option-adjusted
spread (OAS) measures the spread between a bond's rate and the risk-free rate,
while adjusting for any embedded options like callables or mortgage-backed
securities.
posted by The Banking Tutor @ March 16, 2026
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