NO.PZ2020011303000036
问题如下:
How is OAS defined for an MBS?
解释:
The OAS is the spread between the discount rate and the applicable Treasury rate that leads to the value of an MBS equaling its market price.
如何定义MBS的OAS?
OAS 是贴现率和适用的国债利率之间的差价,导致 MBS 的价值等于其市场价格。
老师好,课程里讲到:option cost=z-spread-oas-spread,红线是说的这个公式吗,贴现率就是option coast?或者红线是什么意思?