CFA论坛 - Powered by Discuz! Board

标题: 求问关于OAS的理解 [打印本页]

作者: lyzhang01 时间: 2009-5-27 15:31 标题: 求问关于OAS的理解

option adjusted spread。

书上说是remove掉option之后同样的bond的spread。可我看第五本notes上第84页的例子，计算OAS，没有去掉option呀？

越想越糊涂。多谢了。

作者: likui 时间: 2009-5-27 22:18

Yes, I think so. That should be a Z-spread indeed. But, the example just shows us how to calculate the OAS, the same way as the calculation of Z-spread.

欢迎光临 CFA论坛 (http://forum.theanalystspace.com/)