OAS

(redirected from Option adjusted spread)
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Related to Option adjusted spread: Effective duration
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30 allows users to calculate the Option Adjusted Spread (OAS) given the value of any segment of their mortgage assets.
Treasury notes and a +2 Agency Option Adjusted Spread (OAS).
Further explaining the added benefits of the new product, Gyan Sinha, head of Bear Stearns Asset-Backed Securities and CDO Research, added, "We are applying valuation frameworks such as Option Adjusted Spread (OAS) which are routinely used by investors in the mortgage markets to better understand the risks and rewards in the tranching of credit risk.
Treasury notes and a -2 Agency Option Adjusted Spread (OAS).
Linked to Bear Stearns' option adjusted spread model, the prepayment model allows investors to differentiate and value the prepayment uncertainty inherent in home equity securities with very diverse loan and borrower attributes.