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OFRE000340 – Option Adjusted Spread
A measure of the difference between the average interest rates of underlying bond portfolio and related risk-free rates (appropriate for market and currency, e.g. US Treasury bonds or LIBOR money market/related replacement), expressed in basis points. Applicable to bond funds. Option-adjusted (net) figures. Calculation methodology should be in line with the standards of the asset manager and the resulting fixture should be aligned to other publications (e.g. Factsheets). The definition available on “Investopedia” can be used as a reference (https://www.investopedia.com/terms/c/creditspread.asp). This is applicable to traditional bond funds.
| Property | Value |
|---|---|
| OF-ID | OFRE000340 |
| Name | Option Adjusted Spread |
| Area | Fund ratios and exposures |
| Level | Fund |
| Format | Decimal number |
| Tags | Ratios and Exposures |
| Introduced in | openfunds 1.26 |
Values
Percentage described as decimal figure, rounded to maximal 7 digits after the decimal point.
Example
0.003 (instead of 0.3%)
FundsXML 4 mapping
FundsXML 4.2.11 has no element for this field. The converter keeps the value as CustomAttributes/Attribute named OF_OFRE000340 on the share class (or position), so FundsXML → openfunds restores it unchanged.
The field mapping table lists every field; openfunds to FundsXML explains the rules behind it.
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