What does OAS stand for?

Option Adjusted Spread

This definition appears very rarely

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Samples in periodicals archive:

In contrast, the Office of Thrift Supervision (OTS) proposes using an option adjusted spread (OAS) model to calculate the institution's market value of portfolio equity (MVPE), assuming a 200 basis interest rate shock.

Interest rate risk proposals mean increased capital

Questions include: * What are copulas and how are they used in quantitative finance * What is option adjusted spread analysis, how many types of volatility are there?

Learn About the Martingale Approach to Pricing with these Frequently ...

30 allows users to calculate the Option Adjusted Spread (OAS) given the value of any segment of their mortgage assets.

Fiserv's IPS-Sendero Unit Announces New DecisionServ Release; Matrix ...