BharatSHarma
New Member
Hi David,
Got couple of questions on OAS:
1) Can you please explain the difference between Z spread & OAS?
2) Can you help me understand the inverse relationship between OAS & prepayment for Premium tranches and how it is helpful for investor holding them?
Thanks
Bharat
Got couple of questions on OAS:
1) Can you please explain the difference between Z spread & OAS?
2) Can you help me understand the inverse relationship between OAS & prepayment for Premium tranches and how it is helpful for investor holding them?
Thanks
Bharat