Timeline for What is the difference between Option Adjusted Spread (OAS) and Z-spread?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 28, 2014 at 0:51 | comment | added | user7915 | You do get a larger discount for the call option. You are mixing up the Z-spread and OAS definitions. | |
| S May 21, 2013 at 8:28 | review | Late answers | |||
| May 21, 2013 at 11:15 | |||||
| S May 21, 2013 at 8:28 | review | First posts | |||
| May 22, 2013 at 14:41 | |||||
| May 21, 2013 at 8:08 | history | answered | Victor | CC BY-SA 3.0 |