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- 2010-5-27
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- 2013-10-9
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请教：CFA1级 原版书 Reading57 第36题
摘取部分题目如下：
Given a callable bond's price and relative to a given spot rate curve, more than one option-adjusted spread(OAS) might exist depending on the outcomes of the specific model used to generate the option-adjusted spread.
关于上面表述，答案解释为：
The statement is correct because OAS is model dependent.
请问老师，什么叫做 “OAS is model dependent” ? |
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发表于 2013-10-9 10:40
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