- CFA Exams
- CFA Level I Exam
- Topic 6. Fixed Income
- Learning Module 28. Valuation and Analysis of Bonds with Embedded Options
- Subject 4. Option-Adjusted Spread
CFA Practice Question
Given the following interest rate tree, the value of a 2-year, 6% coupon, callable bond (in one year at 100) should be 101.92. However, the market price is actually 101.21. What is the OAS?
B. 50 bp
C. 100 bp

A. -25 bp
B. 50 bp
C. 100 bp
Correct Answer: B
Let's add 50 bp to each of the 1 year rates in the tree and re-calculate the value of the bond.

If the spread of 50 bp is added to each of the 1-year rates in the tree, the value of this bond will equal its market price of 101.211.
OAS: the spread added to each node that makes the calculated value equal to the market value (Know this!!!)
User Contributed Comments 5
User | Comment |
---|---|
kodali | Can be found only by trial and error |
vi2009 | OAS is the "plug" that makes the bond = the market price ... |
REITboy | What am I doing wrong here? Upper: $105.755/1.043796=$101.318 Lower: $106/1.043796=$101.552 Avg: $101.435 |
arudkov | 2 REITboy - got the same result. |
NIKKIZ | Upper:106/1.0676=99.288
Lower:106/1.0514=100.82 (callable at 100) [{(99.288+100)/2}+6]/1.0438=101.21 I added 50 basis points to the discount rates given. |