Re: [Quantlib-users] Option Adjusted Spread

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Re: [Quantlib-users] Option Adjusted Spread

Ferdinando M. Ametrano-3
On Tue, Jul 26, 2011 at 9:37 PM, peyman nayebvali <[hidden email]> wrote:
> I was wondering
> there is any function or worksheet available for calculating option adjusted
> spread.

no, unfortunately

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