【option-adjusted_spread】什么意思_英语option-adjusted_spread的翻译_音标_读音_用法_例句_在线翻译

option-adjusted spread

期权调整价差

下面是亚洲和美国的美元高收益债（垃圾债）的期权调整价差(OAS)对比情况：（期权调整价差(option-adjusted spread，OAS)是相对无风险利率的价差，期权调整价差可视为对投资者面临多种风险的补偿，例如流动性溢价、违约风险、模型风险。

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短语

Option Adjusted Spread 期权调整利差 ; 期权调整差额 ; 期权调整价差 ; 价差

经济学 | 管理学

·2,447,543篇论文数据，部分数据来源于NoteExpress

abstract: Option-adjusted spread (OAS) is the flat spread which has to be added to the Treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model-dependent.

以上来源于: WordNet

Now, it has three pricing modes of the MBS: the method of establishing a pre-payment model, the method of the option-adjusted spread and the method of the option pricing.

从目前国外学术界和业内基于债券定价原理对MBS的定价思路上，主要有三种定价模式：建立提前偿付模型法、期权调整价差法和期权定价法。

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更多双语例句

The option-adjusted yield spread is more like 57 basis points (hundredths of a percent), according to Bloomberg.

FORBES: Magazine Article

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