Analyze high-yield bonds: yield to worst (call/put/maturity), spread to worst, duration to worst, and effective duration with embedded call options. Calculate the OAS vs. comparable duration Treasuries and assess relative value within HY market.
Enter the values for the scenario you are assessing. Analyze high-yield bonds: yield to worst (call/put/maturity), spread to worst, duration to worst, and effective duration with embedded call options. Calculate the OAS vs. comparable duration Treasuries and assess relative value within HY market. Use the high yield analytics result to inform your calculation.