Serving the Quantitative Finance Community

 
User avatar
edult
Topic Author
Posts: 0
Joined: October 31st, 2007, 8:24 pm

agency MBS OAS

April 9th, 2008, 3:37 am

I would like to compare OAS for agency MBS in the last year. Is any of this information available publicly with the prepayment assumptions they are using?Thanks
 
User avatar
JinhuaColin
Posts: 3
Joined: May 30th, 2013, 4:33 pm

Re: agency MBS OAS

April 9th, 2018, 8:52 pm

Bloomberg would have the OAS
 
User avatar
bearish
Posts: 5906
Joined: February 3rd, 2011, 2:19 pm

Re: agency MBS OAS

April 9th, 2018, 11:02 pm

Bloomberg would have the OAS
As well as the assumptions behind, but at $24,000 pa, not exactly "public".