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I am calculating oasd using implied vol of 15%.

What is relation between OASD vs Implied volatility in theory for various maturities. I am running using MMD curve.

If anyone recommend any good article on this; it would be helpful.

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  • $\begingroup$ What kind of securities are these, callable bonds, mortgage securities (and if so what kind?), other bonds? $\endgroup$ – Alex C Jun 13 '17 at 0:20
  • $\begingroup$ These are Muni callable bond $\endgroup$ – Ocean Jun 13 '17 at 1:10

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