问题如下:
The option value of a callable bond is equal to:
选项:
A.Z-spread minus I-spread.
B.Option-adjusted spread minus Z-spread.
C.Z-spread minus option-adjusted spread.
解释:
C is correct.
By definition, the option value of a callable bond is equal to Z-spread minus option-adjusted spread.
老师,请问一下这道题的原理是?谢谢!