Main Content
Agency OAS Models
Calculate price and spread for Agency OAS
Calculate the price and spread using the Agency OAS model.
Functions
agencyoas | Determine option-adjusted spread of callable bond using Agency OAS model |
agencyprice | Price callable bond using Agency OAS model |
Topics
- Agency Option-Adjusted Spreads
Option-adjusted spread (OAS) is the standard measure for valuing bonds with embedded options.
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