(redirected from Option adjusted spread)
Also found in: Dictionary, Financial, Acronyms, Wikipedia.
Related to Option adjusted spread: Effective duration
Graphic Thesaurus  🔍
Display ON
Animation ON
  • noun

Synonyms for OAS

References in periodicals archive ?
Despite the theoretical and computational advantages of the price-process model, and despite the fact that the large cross-sectional time-series variation in the fitted option adjusted spreads of interest-rate-process models create serious conceptual problems in understanding and explaining market prices (Ho, 1997), the simulation-based, interest-rate-process model represents an earlier model whose more widespread usage by traders might result in substantial buy and sell orders that could artificially push mortgage market prices in the direction of their values computed using that model (Davidson et al.