返回列表 发帖
Hi

i don t understand the oas definition: "it measures the spread over a variety of possible interest rate paths, including the effects of embedded options". "It removes the effects of embedded options"..... (i am re-reading the level 1 stalla material, because I remember understanding it last year...and it doesn t help so much )
I feel like i am just missing a step in the reasoning, but I spent too much time reading stuff on google and confusing me more. Could someone please give me a simple answer ?

thanks

返回列表