21 Daily Corporate Bond Series Added to FRED (2011-04-01)
The 21 new corporate bond series include 15 effective yields and 6 option adjusted spreads for various terms to maturity. These new series are from Bank of America Merrill Lynch’s US Corporate Master and High Yield Master II indexes. 9 Daily Corporate Bond Option-Adjusted Spreads Added to FRED (2011-03-24)
These 9 daily Option-Adjusted Spreads (OASs) from Bank of America Merrill Lynch are the calculated spreads between a computed OAS index of all corporate bonds in a given rating category and a spot Treasury curve based on corporate bonds weighted market capitalization.
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