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Determine option adjusted spread using Hull-White model

```
[OAS,OAD,OAC]
= oasbyhw(HWTree,Price,CouponRate,Settle,Maturity,OptSpec,Strike,ExerciseDates)
```

```
[OAS,OAD,OAC]
= oasbyhw(___,Name,Value)
```

[1] Fabozzi, F. *Handbook of Fixed Income Securities.* 7th
Edition. McGraw-Hill, , 2005.

[2] Windas, T. *Introduction to Option-Adjusted Spread
Analysis.* 3rd Edition. Bloomberg Press, 2007.

`hwprice`

| `hwtree`

| `instoptembnd`

| `oasbybdt`

| `oasbybk`

| `oasbyhjm`

| `optembndbyhw`

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