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标题: 请教:CFA1级 原版书 Reading57 第36题 [打印本页]

作者: sting_zhuang    时间: 2013-10-9 10:40     标题: 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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