
- UID
- 223381
- 帖子
- 284
- 主题
- 60
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-6
|
^As he said - key is to remember that the OAS is just used for comparison purposes (and when developing a tree to use to find effective duration and maturity). The actual pricing of the bond is still done using the rates that are assumed by the binomial tree model. |
|