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See searches and references containing OPTION ADJUSTED-SPREAD!OPTION ADJUSTED-SPREAD
Type of yield spread
Option-adjusted spread (OAS) is the yield spread which has to be added to a benchmark yield curve to discount a security's payments to match its market
Option-adjusted_spread
Investment strategy
finance, a credit spread, or net credit spread is an options strategy that involves a purchase of one option and a sale of another option in the same class
Credit_spread_(options)
Difference in percentage rate of return of two investments
spread relative to a benchmark yield curve, including interpolated spread (I-spread), zero-volatility spread (Z-spread), and option-adjusted spread (OAS)
Yield_spread
Z bonds
often requires the more realistic (and more complicated) option-adjusted spread (OAS). The Z-spread of a bond is the number of basis points (bp, or 0.01%)
Z-spread
Topics referred to by the same term
Credit spread (bond), on bonds Option-adjusted spread, on mortgage backed securities where the borrower has the right to repay in full Options spread, building
Spread
Measure of a fixed-income instrument's sensitivity to interest rates
under a constant option-adjusted spread. Under that convention the sum of the key rate DV01s is approximately equal to the option-adjusted duration for a
Duration_(finance)
Hungarian-American mathematician
also made numerous contributions to the quantitative analysis of option-adjusted spread (OAS), interest rate derivatives, and mortgage-backed securities
Andrew_Kalotay
Bond and yield
the maturity. Asset swap spread Option-adjusted spread Z-spread O'Kane, Dominic; Sen, Saurav (March 2004). "Credit Spreads Explained" (PDF). Lehman Brothers
I-spread
Bond issued by a corporation
be compensated through an increased credit spread. This explains, for example, the Option Adjusted Spread on a Ginnie Mae mortgage backed security relative
Corporate_bond
Concept in mathematical finance
measure Constant maturity swap (CMS) instruments (swaps, caps/floors) Option-adjusted spread (OAS) analysis for mortgage-backed securities or other callable
Convexity_(finance)
Early repayment of a loan by a borrower
attractive investments. (This is the embedded "option cost" that results in a lower option-adjusted spread.) Similar issues arise for callable bonds in
Prepayment_of_loan
Measurement of risk in a portfolio
curve; return due to credit shifts; other sources of return, such as option-adjusted spread (OAS), liquidity, inflation, paydown, etc. To calculate the return
Fixed-income_attribution
Topics referred to by the same term
aged 65 or older Option-adjusted spread, the yield-curve spread of a fixed-income security, adjusted for the cost of embedded options Oas, Albay, municipality
OAS
Stated value or face value of a financial instrument
Convexity Coupon Credit spread Current yield Dirty price Duration I-spread Mortgage yield Nominal yield Option-adjusted spread Risk-free bond Weighted-average
Par_value
Type of financial instrument
market, there can be a substantial call premium. Thus, the issuer has an option which it pays for by offering a higher coupon rate. If interest rates in
Callable_bond
Date on which the final payment is due on a loan or other financial instrument
Convexity Coupon Credit spread Current yield Dirty price Duration I-spread Mortgage yield Nominal yield Option-adjusted spread Risk-free bond Weighted-average
Maturity_(finance)
Overview of finance and finance-related topics
valuation § Relative price approach Yield spread I-spread Option-adjusted spread Z-spread Asset swap spread Credit spread (bond) Bond credit rating Altman Z-score
Outline_of_finance
Fair price of a bond
Asset swap spread Bond convexity Bond duration Bond option Clean price Nominal yield Current yield Dirty price I-spread Option-adjusted spread Yield to
Bond_valuation
Arbitrage strategy
Convexity Coupon Credit spread Current yield Dirty price Duration I-spread Mortgage yield Nominal yield Option-adjusted spread Risk-free bond Weighted-average
Basis_trading
Rate of return of an investment
Bond duration Coupon rate Compound interest I-spread Asset swap spread Option-adjusted spread Z-spread Thau, Annette (2001). The Bond Book (Revised ed
Yield_to_maturity
Financial markets concept
(bid) for stocks, futures contracts, options, or currency pairs in some auction scenario. The size of the bid–ask spread in a security is one measure of the
Bid–ask_spread
Accounting principle
Convexity Coupon Credit spread Current yield Dirty price Duration I-spread Mortgage yield Nominal yield Option-adjusted spread Risk-free bond Weighted-average
Deferred_financing_cost
embedded put option. The holder of the puttable bond has the right, but not the obligation, to demand early repayment of the principal. The put option is exercisable
Puttable_bond
Offensive scheme in American and Canadian football
to cover the entire field from sideline to sideline. Many spread teams use the read option running play to put pressure on both sides of the defense.
Spread_offense
US government security
Convexity Coupon Credit spread Current yield Dirty price Duration I-spread Mortgage yield Nominal yield Option-adjusted spread Risk-free bond Weighted-average
Agency_debt
Mortgage loan with an interest rate that changes based on credit markets
mortgage, adjustable-rate mortgage (ARM), or tracker mortgage is a mortgage loan with the interest rate on the note periodically adjusted based on an
Adjustable-rate_mortgage
Right to buy or sell a certain thing at a later date at an agreed price
Options backdating Options Clearing Corporation Options spread Options strategy Option symbol Real options analysis PnL Explained Pin risk (options)
Option_(finance)
Type of asset-backed security
projected mortgage rates. Given the market price, the model produces an option-adjusted spread, a valuation metric that takes into account the risks inherent in
Mortgage-backed_security
Capital budgeting analysis term
Real options valuation, also often termed real options analysis, (ROV or ROA) applies option valuation techniques to capital budgeting decisions. A real
Real_options_valuation
Overview of corporate finance and corporate finance-related topics
Embedded option – Contract feature giving the holder option-like rights within a host financial instrument Option-adjusted spread – Type of yield spread Management
Outline_of_corporate_finance
Benchmark for mortgage-backed securities
volatility) relative to risk-free government debt. Mortgage yield Option-adjusted spread "Mortgage Banking: Comptroller's Handbook" (PDF). Office of the
Constant_Maturity_Mortgage
date by the issuer based on an underlying stock. In effect it is a type of option on the maturity date where the bond can be converted to shares or cash.
Reverse convertible securities
Reverse_convertible_securities
Contractual right to service a mortgage loan
, to project the rates of prepayment and default activity), an option adjusted spread, and a discount rate methodology. For depository institutions, MSRs
Mortgage_servicing_rights
Financial exotic option with an all-or-nothing payoff
option is a financial exotic option in which the payoff is either some fixed monetary amount or nothing at all. The two main types of binary options are
Binary_option
Treasury basis trading: bond and futures arbitrage strategy
typically quoted either as an annualized percentage (e.g., 4.85%) or as a spread over a benchmark risk-free rate such as the Secured Overnight Financing
Treasury_basis_trade
Mathematical model of financial markets
hedge funds. The model is widely used, although often with some adjustments, by options market participants. The model's assumptions have been relaxed
Black–Scholes_model
Average time to repay loan captital
computed from multiple cash-flow scenarios, such as those from an option-adjusted spread model. WAL should not be confused with the following distinct concepts:
Weighted-average_life
Type of wagering where the pay-off is based on the accuracy of the wager
specified by the bookmaker, with even money for either option. An example: The bookmaker advertises a spread of 4 points in a certain game; If the gamblers bet
Spread_betting
Type of hybrid security
a type of hybrid security consisting of a straight bond and an embedded option to exchange the bond for the stock of a company other than the issuer (usually
Exchangeable_bond
Model parameters in mathematical finance
representing the sensitivity of the price of a derivative instrument such as an option to changes in one or more underlying parameters on which the value of an
Greeks_(finance)
Type of financial risk
are exploring the use of liquidity adjusted VAR, in which the holding periods in the risk assessment are adjusted by the length of time required to unwind
Liquidity_risk
Protection from financial loss
funeral and other final expenses. Life insurance policies often allow the option of having the proceeds paid to the beneficiary either in a lump sum cash
Insurance
Total amount of debt owed to lenders by a government/state
Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor Covered option Credit spread Debit spread Diagonal spread Fence
Government_debt
Topics referred to by the same term
organization's name. Specific meanings include: Adjusted basis, the net cost of an asset after adjusting for various tax-related items Basis point, 0.01%
Basis
Theoretical gross margin of a gas-fired power plant
Calculator: Spark Spread". Futures & Options Trading for Risk Management. CME Group. Retrieved 2 December 2023. "Conversion Calculator: Spark Spread". Futures
Spark_spread
Banking valuation adjustments
credit valuation adjustment, or CVA, is subtracted from this value (the logic: an institution insists on paying less for the option, knowing that the
XVA
Valuation in finance
textbooks from the 1950s onwards, starting in finance texts. Adjusted present value (APV): adjusted present value, is the net present value of a project if
Net_present_value
Type of gambling bet
bettor to combine his bets on two different games. The bettor can adjust the point spreads for the two games, but realizes a lower return on the bets in the
Teaser_(gambling)
United States tax law provision
if they exceed 10% of Adjusted Gross Income, as compared to 7.5% for regular tax. The bargain element of an incentive stock option when exercised and the
Alternative_minimum_tax
Option pricing model
volatility model, in mathematical finance and financial engineering, is an option pricing model that treats volatility as a function of both the current asset
Local_volatility
Difference between estimated transaction costs and the amount actually paid
consider the effect of executing a large order on the market and to adjust the bid-ask spread accordingly. They calculate the liquidity cost as the difference
Slippage_(finance)
may also be adjusted by other factors such as the participation rate and market value adjustments to cover bring the cost of the option into the budget
Equity-indexed_annuity
Sexually transmitted bacterial infection
urination, or pain and swelling of one or both testicles. The infection can spread to the upper genital tract in women, causing pelvic inflammatory disease
Chlamydia
Computer program for working with tabular data
spreadsheet program to recalculate values (nowadays typically the default option unless specifically 'switched off' for large spreadsheets, usually to improve
Spreadsheet
Season of the US television series
original on July 1, 2014. "Sunday Final Ratings: 'Wipeout' Adjusted Up; 'Reckless' Adjusted Down - Ratings - TVbytheNumbers.zap2it.com". TVbytheNumbers
Big Brother 16 (American season)
Big_Brother_16_(American_season)
Percentage of a sum of money charged for its use
even for large relative changes. The spread of interest rates is the lending rate minus the deposit rate. This spread covers operating costs for banks providing
Interest_rate
Step in the prepress printing process
which put pages directly onto printing plates; these plates cannot be adjusted with a sharp knife. In addition, an extremely high precision would be needed
Imposition
There are two options in common use: pot-limit and no-limit games usually use what is called the full bet rule, while fixed-limit and spread-limit games
Betting_in_poker
United States federal law of the New Deal era
The Agricultural Adjustment Act (AAA) of 1933 was a United States federal law of the New Deal era designed to boost agricultural prices by reducing surpluses
Agricultural_Adjustment_Act
2015). "Thursday Final Ratings: 'The Blacklist' Adjusted Up; 'Reign' Adjusted Down; No Adjustment to 'Scandal'". TV by the Numbers. Archived from the
List_of_Elementary_episodes
American action police procedural television series
' 'How I Met Your Mother,' 'Mad Love,' 'Mike & Molly' Adjusted Up; 'The Chicago Code' Adjusted Down". TV by the Numbers. Archived from the original on
Hawaii Five-0 (2010 TV series)
Hawaii_Five-0_(2010_TV_series)
Season of television series
Sara. "Thursday Final Ratings: 'Mistresses' Adjusted Up; 'Astronaut Wives Club' Adjusted Down + No Adjustment for 'Beauty and the Beast'". TV By The Numbers
Big Brother 17 (American season)
Big_Brother_17_(American_season)
2026 film by David Frankel
5 million in 2006, almost tripling its earnings or doubling them when adjusted for inflation. Outside of the United States and Canada, the film made $27
The_Devil_Wears_Prada_2
Alexander, Carol; Chen, Xi; Ward, Charles (2021). "Risk-adjusted valuation for real option decisions" (PDF). Journal of Economic Behavior & Organization
Datar–Mathews method for real option valuation
Datar–Mathews_method_for_real_option_valuation
Season of television series
2013). "Thursday Final Ratings: 'Grey's Anatomy' Adjusted Up; 'Rock Center' Adjusted Down, No Adjustment for 'American Idol'". TV by the Numbers. Archived
Grey's_Anatomy_season_9
Amortization method
minimum payment. Other minimum payment options include 1.95% or more. NegAM loans today are mostly straight adjustable rate mortgages (ARMs), meaning that
Negative_amortization
Underwater diving breathing gas supplied from the surface
cases the same components are used. Sensitivity of the lever can often be adjusted by the diver by turning a knob on the side of the demand valve. Lightweight
Surface-supplied_diving
Type of bond
an assumption of the underlying stock volatility to value the option and the credit spread for the fixed income portion that takes into account the firm's
Convertible_bond
about 15% of the Muslim population.[need quotation to verify] Islam first spread in southern Indian communities along the Arab coastal trade routes in Gujarat
Islam_in_India
"Wednesday Final Ratings: American Idol, Modern Family & Suburgatory Adjusted Up; Mixology Adjusted Down". TV by the Numbers. Archived from the original on March
List_of_The_100_episodes
Digital watch produced since 1989
currently in. The time or date is adjusted by pressing the lower left button three times to bring the watch to time adjustment mode. The top left button is
Casio_F-91W
Lunar lander variant of SpaceX Starship
Apollo 11 mission while receiving "substantially higher levels of funding" adjusted for inflation. Based on the HLS base period contract award date (May 2020)
Starship_HLS
Bookmakers' technique to level odds
needed] and gained popularity in the early 21st century. It is a form of spread betting. Handicaps typically range from one-quarter goal to several goals
Asian_handicap
Chair designed for use at an office
numerous adjustment options: The seat height is adjustable (with a lever that acts on a gas lift cylinder). The armrests are height adjustable, also in
Office_chair
Type of financial collateral used to cover credit risk
by the Chicago Mercantile Exchange in 1988, for calculating margins for options and futures. A margin account is a loan account with a broker which can
Margin_(finance)
Machine for applying ink under pressure
and the paper was rubbed by hand to transfer it. The invention and global spread of the printing press transformed book production and communication during
Printing_press
2025 legislation in the United States
levies as part of broad economic programmes Modified adjusted gross income is the sum of adjusted gross income and all gross income excluded as foreign
One_Big_Beautiful_Bill_Act
die. Investigation showed that the pilots' controls had been improperly adjusted during maintenance, and that the aircraft was overloaded due to outdated
List_of_Mayday_episodes
Political philosophy
Lists: List of countries by income equality List of countries by inequality-adjusted HDI Opposite tendencies: Accumulation by dispossession Primitive accumulation
Redistribution of income and wealth
Redistribution_of_income_and_wealth
2026 video game
or online, to play alongside. In co-op mode, the game's difficulty is adjusted depending on how many players are present. The Splatoon series takes place
Splatoon_Raiders
manager of the offensive team has the option of keeping the result of the play. He will not be given the option by the umpires and must explicitly declare
Glossary_of_baseball_terms
Web browser made by Mozilla
to balance memory consumption and performance. The process count can be adjusted, where more processes increase performance at the cost of memory, therefore
Firefox
Buying and selling financial instruments within the same trading day
same day in a margin account, covering a range of securities including options. An individual is considered a "pattern day trader" if they execute four
Day_trading
Type of securities offering in which a private company goes public
underwriting spread. The spread is calculated as a discount from the price of the shares sold (called the gross spread). Components of an underwriting spread in
Initial_public_offering
Area of study on conversion to Christianity
societal change. Sociology has also generated the theory that Christianity spread as a grassroots movement that grew from the bottom up; it includes ideas
Historiography of the Christianization of the Roman Empire
Historiography_of_the_Christianization_of_the_Roman_Empire
Facility for supporting saturation diving projects
operations, a hyperbaric habitat complex, known in the industry as a saturation spread, assembled on a surface platform, supported by a range of surface support
Saturation_diving_system
Cast of American crime drama TV series
Jersey. He was killed on Tony's orders by Gigi Cestone in retaliation for spreading rumors about Tony, shortly after the conflict between him and Junior.
List of The Sopranos characters
List_of_The_Sopranos_characters
Raster and vector graphics editor
on MacOS X. During installation on Windows the user is presented with an option to install a PLD thumbnail preview driver which enables thumbnails of PLD
PhotoLine
Fifth generation of the Porsche 911 sports car
capable of accelerating from 0–97 km/h (0–60 mph) in 4.2 seconds. An X50 option, which included larger turbochargers and intercoolers along with revised
Porsche_911_(996)
Danny takes Linda to help Terry in the kitchen. Linda gets cream cheese spread over her and Terry's dress. Linda then blames Terry. Danny says his children
List of The Danny Thomas Show episodes
List_of_The_Danny_Thomas_Show_episodes
American adventure reality game show
(February 23, 2011). "Sunday Final Ratings: 'Amazing Race' Adjusted Up; 'The Simpsons' Adjusted Down". TV by the Numbers. Archived from the original on February
The Amazing Race (American TV series)
The_Amazing_Race_(American_TV_series)
Season of television series
(May 6, 2015). "Tuesday Final Ratings: 'The Voice' Adjusted Up; 'iZombie' Adjusted Down + No Adjustment for 'The Flash' or 'Person of Interest'". TV by the
Person_of_Interest_season_4
Degree of variation of a trading price series over time
from the market price of a market-traded derivative (in particular, an option). Volatility as described here refers to the actual volatility, more specifically:
Volatility_(finance)
five boys over. The Nelsons wind up with seventeen boys total after word spread. Ozzie wants to take the boys camping, but it starts to rain. They set up
List of The Adventures of Ozzie and Harriet episodes
List_of_The_Adventures_of_Ozzie_and_Harriet_episodes
(October 17, 2018). "The Conners, The Flash, and more adjust up, Splitting Up Together and Black-ish adjust down: Tuesday final ratings". TV by the Numbers
List_of_The_Rookie_episodes
Mental illness with multiple personality states
recognized as a diagnosis in DSM-III in 1975, an epidemic of the disorder spread across North America, closely tied to the satanic panic. Therapists began
Dissociative identity disorder
Dissociative_identity_disorder
Indian combat aircraft
later abandoned in favour of using a foreign developed radar as an interim option. The Israeli Elta EL/M-2032 multi-mode and EL/M-2052 Active electronically
HAL_Tejas
Abrahamic new religious movement originating in 1930s Jamaica
not because of the number of its adherents, but because of its global spread. Many Rastas nevertheless reject descriptions of Rastafari as a religion
Rastafari
Overstreet later confirmed this, but stated that his storyline had been adjusted to pair Sam with Quinn, as a result of the chemistry the producers detected
List_of_Glee_characters
Capital city of Canada
with eleven other municipalities to form a new City of Ottawa. The 1996 adjusted population of the amalgamated city published in the 2001 census was 721
Ottawa
OPTION ADJUSTED-SPREAD
OPTION ADJUSTED-SPREAD
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OPTION ADJUSTED-SPREAD
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OPTION ADJUSTED-SPREAD
OPTION ADJUSTED-SPREAD
OPTION ADJUSTED-SPREAD