See Also: Option-adjusted spread (OAS)(money)
Option adjusted spread (OAS)(finance)
Option spread(money)
Spread option(money)
Option spread(finance)
Spread option(finance)
Load spread option(money)
Load spread option(finance)
Butterfly option spread(finance)
rappel(dictionary)

Option adjusted spread (OAS) (finance) and rappel (oh)


Option adjusted spread (OAS) (finance)


1) The spread over an issuer's spot rate curve, developed as a measure of the yield spread that can be used to convert dollar differences between theoretical value and market prices. 2) The cost of the implied call embedded in an MBS, defined as additional basis-yield spread.





rappel (oh)



[I] AmE
[Date: 1900-2000; Language: French; Origin: rappeler 'to bring back to yourself']
to go down a cliff or rock by sliding down a rope and touching the rock or cliff with your feet
British Equivalent: abseil
-- rappel n [C]