data of OAS on high yield - wilmott.com

Serving the Quantitative Finance Community

Post Reply


Aman: Posts: 0; Joined: May 1st, 2004, 6:20 am

data of OAS on high yield

Quote
#1

February 10th, 2005, 5:47 pm

How can I get the data of option adjusted spread on high yield?if you know, thanks in advance,


sizzla: Posts: 0; Joined: May 13th, 2004, 12:08 pm

data of OAS on high yield

Quote
#2

February 10th, 2005, 9:45 pm

On Bloomberg, type:IND + GoSelect 1 + GoThen select your index and go to "Historical Data Download" and choose "OAS"