What is the formula for OAS in CFA?

As a CFA candidate, I'm curious about the intricacies of calculating the Option-Adjusted Spread, commonly referred to as OAS. Could you elaborate on the specific formula for OAS? I understand it's a metric used to compare the yield of a bond with an embedded option to a benchmark yield, but I'm looking for the mathematical representation. I'm aiming to grasp the nuances of how it accounts for embedded options like call and put provisions, and how that ultimately affects the bond's true yield. Your insights would be invaluable in my pursuit of understanding this complex yet crucial concept in the world of finance.