OAS approach [market]
AIM: Describe the OAS approach to value different types of CMOs and how to interpret the results relative to those provided by static analysis.
Plain-vanilla CMO
PAC/Support Bond Structure
Reverse PAC Deal
AIM: Describe the OAS approach to value different types of CMOs and how to interpret the results relative to those provided by static analysis.
Plain-vanilla CMO
PAC/Support Bond Structure
Reverse PAC Deal
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