Option adjusted spread

• Abbreviated OAS. (1) The spread over an issuer's spot rate curve, developed as a measure of the yield spread that can be used to convert dollar differences between theoretical value and market price. (2) The cost of the implied call embedded in a MBS, defined as additional basis-yield spread. When added to the base yield spread of an MBS without an operative call produces the option-adjusted spread.


Follow this link for all the terms related to optionspread.

 Embedded terms in definition
Implied call
Spot rate curve
Spot rate
Ted spread
 Related Terms
Abandonment option
Adjusted basis
Adjusted gross income
Adjusted present value
American option
American style option
Annuity form or option
Arbitrage free option pricing models
Asian option
Back spread or backspread
Bargain purchase price option
Bear spread
Bid asked spread
Binary option
Binomial option pricing model
Black option model
Black scholes option model
Black scholes option pricing model
Bull spread
Butterfly option spread
Buy a spread
Calendar spread
Call an option
Call option
Compound option
Covered or hedge option strategies
Crack spread
Credit spread
Crush spread
Currency option
Debit spread
Delta hedge of an option
Delta of an option
Diagonal spread
Doubling option
Down and in option
Down and out option
Effective spread
Elasticity of an option
Embedded option
European option
European style option
Exercise or option price
Exercising the option
Explicit option
Foreign currency option
Futures option
Gamma of an option
Garmen kohlhagen option pricing model
Greenshoe option
Gross spread
Ho lee option model
Horizontal spread
Implicit option
In the money option
Index and option market
Index option
Intermarket sector spread
Intermarket spread swaps
Intramarket sector spread
Intrinsic value of an option
Irrational call option
Liquid yield option note
Lookback option
Market maker spread
Maturity spread
Multi option financing facility
Naked option
Naked option position
Naked option strategies
Net adjusted present value
Neutral spread
Option adjusted duration
Option adjusted spread model
Option elasticity
Option models
Option not to deliver
Option premium
Option price
Option seller
Option trading strategies
Option type
Option writer
Out of the money option
Path dependent option
Postponement option
Prepayment option
Put an option
Put option
Quality option
Quality spread
Ratio spread
Relative yield spread
Rho of an option
Risk adjusted discount rate
Risk adjusted profitability
Risk adjusted return
Sell a spread
Seller's option
Short option minimum charge
Split fee option
Spread income
Spread strategy
Stock index option
Stock option
Swap option
Tax deferral option
Tax timing option
Ted spread
Time spread
Time value of an option
Timing option
Two state option pricing model
Vertical spread
Virtual currency option
Weighted spread
Wild card option
Yield curve option pricing models
Yield spread strategies
Yield to call, option or event date

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