Talk:Option-adjusted spread

Need OAS Calculation for a Plain Fixed Coupon Bond

Please provide an example for an OAS calculation for a Plain Fixed Coupon bond such as 8% per year for 10 years when compared to a 6% per year risk free treasury bond with the same maturity. Both would be non-callable for the example. —Preceding unsigned comment added by 24.149.211.131 (talk) 16:22, 4 November 2009 (UTC)

Need to discuss the interpretation of OAS —Preceding unsigned comment added by 66.108.19.92 (talk) 03:55, 30 May 2008 (UTC)

Belated thanks. These points are (somewhat) addressed in the current version of the article. —Patrug (talk) 07:32, 30 March 2017 (UTC)

Old comments

The comment(s) below were originally left at Talk:Option-adjusted spread/Comments, and are posted here for posterity. Following several discussions in past years, these subpages are now deprecated. The comments may be irrelevant or outdated; if so, please feel free to remove this section.

OAS is not just over the treasury curve. Increasingly the swap curve is used. And in practice, people build a curve of securities from the same issuer. For instance, they compare a callable Fannie Mae against the curve built from Fannie Mae bullets. That's comparing apples with apples. —141.228.106.136 at 17:04, 3 February 2009.

Last edited at 01:44, 1 January 2012 (UTC). Substituted at 01:55, 30 April 2016 (UTC)

Belated thanks. These points are addressed in the current version of the article. —Patrug (talk) 07:32, 30 March 2017 (UTC)