Option-adjusted Spread - See Also

See Also

  • Z-spread
  • I-spread
  • Convertible bonds must pay a similar increased yield (over the standard corporate bond) when they are callable by the issuing company.
  • Monte Carlo techniques are used to derive the Option adjusted spread.

Read more about this topic:  Option-adjusted Spread

Famous quotes containing the word see:

    See, see where Christ’s blood streams in the firmament!
    One drop would save my soul—half a drop! ah, my Christ!—
    Ah, rend not my heart for naming of my Christ!—
    Yet will I call on him!—O, spare me, Lucifer!—
    Where is it now? ‘T is gone; and see where God
    Stretcheth out his arm, and bends his ireful brows!—
    Mountains and hills, come, come and fall on me,
    And hide me from the heavy wrath of God!
    Christopher Marlowe (1564–1593)