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option-adjusted-spread
@keith-mvs/ordinis1
0
Calculate option-adjusted spread for bonds with embedded options using binomial trees and Monte Carlo simulation. Handles callable bonds, putable bonds, and MBS. Requires numpy>=1.24.0, pandas>=2.0.0, scipy>=1.10.0. Use when valuing bonds with optionality, comparing yields across callable and non-callable securities.
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