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| R2012a Documentation → Fixed-Income Toolbox | |
Learn more about Fixed-Income Toolbox |
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| Contents | Index |
[CFlowAmounts, CFlowDates, TFactors, Factors, Payment, Principal,... Interest, Prepayment] = mbscfamounts(Settle, Maturity, IssueDate, GrossRate,... CouponRate, Delay, PrepaySpeed, PrepayMatrix)
| Settle | Settlement date. A serial date number or date string. Settle must be earlier than Maturity. |
| Maturity | Maturity date. A serial date number or date string. |
| IssueDate | Issue date. A serial date number or date string. |
| GrossRate | Gross coupon rate (including fees), in decimal. |
| CouponRate | (Optional) Net coupon rate, in decimal. Default = GrossRate. |
Delay | (Optional) Delay in days. Default is 0 (no delay). |
| PrepaySpeed | (Optional) Relation of the conditional payment rate (CPR) to the benchmark model. Default = 0. If you input a customized prepayment matrix, set PrepaySpeed to []. |
| PrepayMatrix | (Optional) Used only when PrepaySpeed is
unspecified. Customized prepayment vector. A NaN-padded
matrix of size |
All inputs (except PrepayMatrix) are number of mortgage-backed securities (NMBS)-by-1 vectors.
[CFlowAmounts, CFLowDates, TFactors, Factors, Payment, Principal, Interest, Prepayment] = mbscfamounts(Settle, Maturity, IssueDate, GrossRate, CouponRate, Delay, PrepaySpeed, PrepayMatrix) computes cash flows between settle and maturity dates, the corresponding time factors in months from settle, and the mortgage factor (the fraction of loan principal outstanding).
CFlowAmounts is a vector of cash flows starting from Settle through end of the last month (Maturity).
CFlowDates indicates when cash flows occur, including at Settle. A negative number at Settle indicates accrued interest is due.
TFactors is a vector of times in months from Settle, corresponding to each cash flow.
Factors is a vector of mortgage factors (the fraction of the balance still outstanding at the end of each month).
Payment is a NMBS-by-P matrix of total monthly payment.
Principal is a NMBS-by-P matrix of principal portion of the payment
Interest is a NMBS-by-P matrix of interest portion of the payment.
Prepayment is a NMBS-by-P matrix of unscheduled payment of principal.
Given a mortgage with the following characteristics, compute the cash flow amounts and dates, the time factors, and the mortgage factors.
Define the mortgage characteristics.
Settle = datenum('17-April-2002'); Maturity = datenum('1-Jan-2030'); IssueDate = datenum('1-Jan-2000'); GrossRate = 0.08125; CouponRate = 0.075; Delay = 14; PrepaySpeed = 100;
Use mbscfamonts to evaluate the mortgage.
[CFlowAmounts, CFLowDates, TFactors, Factors] = ... mbscfamounts(Settle, Maturity, IssueDate, GrossRate, ... CouponRate, Delay, PrepaySpeed)
CFlowAmounts =
Columns 1 through 7
-0.0033 0.0118 0.0120 0.0121 0.0120 0.0119 0.0119
Columns 8 through 14
0.0118 0.0117 0.0117 0.0116 0.0115 0.0115 0.0114
Columns 15 through 21
0.0114 0.0113 0.0112 0.0112 0.0111 0.0110 0.0110
Columns 22 through 28
0.0109 0.0109 0.0108 0.0107 0.0107 0.0106 0.0106
Columns 29 through 35
0.0105 0.0105 0.0104 0.0103 0.0103 0.0102 0.0102
Columns 36 through 42
0.0101 0.0101 0.0100 0.0099 0.0099 0.0098 0.0098
Columns 43 through 49
0.0097 0.0097 0.0096 0.0096 0.0095 0.0095 0.0094
Columns 50 through 56
0.0094 0.0093 0.0093 0.0092 0.0092 0.0091 0.0090
Columns 57 through 63
0.0090 0.0089 0.0089 0.0088 0.0088 0.0087 0.0087
Columns 64 through 70
0.0087 0.0086 0.0086 0.0085 0.0085 0.0084 0.0084
Columns 71 through 77
0.0083 0.0083 0.0082 0.0082 0.0081 0.0081 0.0080
Columns 78 through 84
0.0080 0.0079 0.0079 0.0079 0.0078 0.0078 0.0077
Columns 85 through 91
0.0077 0.0076 0.0076 0.0075 0.0075 0.0075 0.0074
Columns 92 through 98
0.0074 0.0073 0.0073 0.0073 0.0072 0.0072 0.0071
Columns 99 through 105
0.0071 0.0070 0.0070 0.0070 0.0069 0.0069 0.0068
Columns 106 through 112
0.0068 0.0068 0.0067 0.0067 0.0066 0.0066 0.0066
Columns 113 through 119
0.0065 0.0065 0.0065 0.0064 0.0064 0.0063 0.0063
Columns 120 through 126
0.0063 0.0062 0.0062 0.0062 0.0061 0.0061 0.0061
Columns 127 through 133
0.0060 0.0060 0.0059 0.0059 0.0059 0.0058 0.0058
Columns 134 through 140
0.0058 0.0057 0.0057 0.0057 0.0056 0.0056 0.0056
Columns 141 through 147
0.0055 0.0055 0.0055 0.0054 0.0054 0.0054 0.0053
Columns 148 through 154
0.0053 0.0053 0.0052 0.0052 0.0052 0.0052 0.0051
Columns 155 through 161
0.0051 0.0051 0.0050 0.0050 0.0050 0.0049 0.0049
Columns 162 through 168
0.0049 0.0048 0.0048 0.0048 0.0048 0.0047 0.0047
Columns 169 through 175
0.0047 0.0046 0.0046 0.0046 0.0046 0.0045 0.0045
Columns 176 through 182
0.0045 0.0044 0.0044 0.0044 0.0044 0.0043 0.0043
Columns 183 through 189
0.0043 0.0043 0.0042 0.0042 0.0042 0.0041 0.0041
Columns 190 through 196
0.0041 0.0041 0.0040 0.0040 0.0040 0.0040 0.0039
Columns 197 through 203
0.0039 0.0039 0.0039 0.0038 0.0038 0.0038 0.0038
Columns 204 through 210
0.0037 0.0037 0.0037 0.0037 0.0036 0.0036 0.0036
Columns 211 through 217
0.0036 0.0035 0.0035 0.0035 0.0035 0.0035 0.0034
Columns 218 through 224
0.0034 0.0034 0.0034 0.0033 0.0033 0.0033 0.0033
Columns 225 through 231
0.0033 0.0032 0.0032 0.0032 0.0032 0.0031 0.0031
Columns 232 through 238
0.0031 0.0031 0.0031 0.0030 0.0030 0.0030 0.0030
Columns 239 through 245
0.0030 0.0029 0.0029 0.0029 0.0029 0.0029 0.0028
Columns 246 through 252
0.0028 0.0028 0.0028 0.0028 0.0027 0.0027 0.0027
Columns 253 through 259
0.0027 0.0027 0.0026 0.0026 0.0026 0.0026 0.0026
Columns 260 through 266
0.0025 0.0025 0.0025 0.0025 0.0025 0.0024 0.0024
Columns 267 through 273
0.0024 0.0024 0.0024 0.0024 0.0023 0.0023 0.0023
Columns 274 through 280
0.0023 0.0023 0.0023 0.0022 0.0022 0.0022 0.0022
Columns 281 through 287
0.0022 0.0021 0.0021 0.0021 0.0021 0.0021 0.0021
Columns 288 through 294
0.0020 0.0020 0.0020 0.0020 0.0020 0.0020 0.0020
Columns 295 through 301
0.0019 0.0019 0.0019 0.0019 0.0019 0.0019 0.0018
Columns 302 through 308
0.0018 0.0018 0.0018 0.0018 0.0018 0.0017 0.0017
Columns 309 through 315
0.0017 0.0017 0.0017 0.0017 0.0017 0.0016 0.0016
Columns 316 through 322
0.0016 0.0016 0.0016 0.0016 0.0016 0.0015 0.0015
Columns 323 through 329
0.0015 0.0015 0.0015 0.0015 0.0015 0.0014 0.0014
Columns 330 through 334
0.0014 0.0014 0.0014 0.0014 0.0014
CFLowDates =
Columns 1 through 6
731323 731337 731368 731398 731429 731460
Columns 7 through 12
731490 731521 731551 731582 731613 731641
Columns 13 through 18
731672 731702 731733 731763 731794 731825
Columns 19 through 24
731855 731886 731916 731947 731978 732007
Columns 25 through 30
732038 732068 732099 732129 732160 732191
Columns 31 through 36
732221 732252 732282 732313 732344 732372
Columns 37 through 42
732403 732433 732464 732494 732525 732556
Columns 43 through 48
732586 732617 732647 732678 732709 732737
Columns 49 through 54
732768 732798 732829 732859 732890 732921
Columns 55 through 60
732951 732982 733012 733043 733074 733102
Columns 61 through 66
733133 733163 733194 733224 733255 733286
Columns 67 through 72
733316 733347 733377 733408 733439 733468
Columns 73 through 78
733499 733529 733560 733590 733621 733652
Columns 79 through 84
733682 733713 733743 733774 733805 733833
Columns 85 through 90
733864 733894 733925 733955 733986 734017
Columns 91 through 96
734047 734078 734108 734139 734170 734198
Columns 97 through 102
734229 734259 734290 734320 734351 734382
Columns 103 through 108
734412 734443 734473 734504 734535 734563
Columns 109 through 114
734594 734624 734655 734685 734716 734747
Columns 115 through 120
734777 734808 734838 734869 734900 734929
Columns 121 through 126
734960 734990 735021 735051 735082 735113
Columns 127 through 132
735143 735174 735204 735235 735266 735294
Columns 133 through 138
735325 735355 735386 735416 735447 735478
Columns 139 through 144
735508 735539 735569 735600 735631 735659
Columns 145 through 150
735690 735720 735751 735781 735812 735843
Columns 151 through 156
735873 735904 735934 735965 735996 736024
Columns 157 through 162
736055 736085 736116 736146 736177 736208
Columns 163 through 168
736238 736269 736299 736330 736361 736390
Columns 169 through 174
736421 736451 736482 736512 736543 736574
Columns 175 through 180
736604 736635 736665 736696 736727 736755
Columns 181 through 186
736786 736816 736847 736877 736908 736939
Columns 187 through 192
736969 737000 737030 737061 737092 737120
Columns 193 through 198
737151 737181 737212 737242 737273 737304
Columns 199 through 204
737334 737365 737395 737426 737457 737485
Columns 205 through 210
737516 737546 737577 737607 737638 737669
Columns 211 through 216
737699 737730 737760 737791 737822 737851
Columns 217 through 222
737882 737912 737943 737973 738004 738035
Columns 223 through 228
738065 738096 738126 738157 738188 738216
Columns 229 through 234
738247 738277 738308 738338 738369 738400
Columns 235 through 240
738430 738461 738491 738522 738553 738581
Columns 241 through 246
738612 738642 738673 738703 738734 738765
Columns 247 through 252
738795 738826 738856 738887 738918 738946
Columns 253 through 258
738977 739007 739038 739068 739099 739130
Columns 259 through 264
739160 739191 739221 739252 739283 739312
Columns 265 through 270
739343 739373 739404 739434 739465 739496
Columns 271 through 276
739526 739557 739587 739618 739649 739677
Columns 277 through 282
739708 739738 739769 739799 739830 739861
Columns 283 through 288
739891 739922 739952 739983 740014 740042
Columns 289 through 294
740073 740103 740134 740164 740195 740226
Columns 295 through 300
740256 740287 740317 740348 740379 740407
Columns 301 through 306
740438 740468 740499 740529 740560 740591
Columns 307 through 312
740621 740652 740682 740713 740744 740773
Columns 313 through 318
740804 740834 740865 740895 740926 740957
Columns 319 through 324
740987 741018 741048 741079 741110 741138
Columns 325 through 330
741169 741199 741230 741260 741291 741322
Columns 331 through 334
741352 741383 741413 741444
TFactors =
Columns 1 through 7
0 0.9333 1.9333 2.9333 3.9333 4.9333 5.9333
Columns 8 through 14
6.9333 7.9333 8.9333 9.9333 10.9333 11.9333 12.9333
Columns 15 through 21
13.9333 14.9333 15.9333 16.9333 17.9333 18.9333 19.9333
Columns 22 through 28
20.9333 21.9333 22.9333 23.9333 24.9333 25.9333 26.9333
Columns 29 through 35
27.9333 28.9333 29.9333 30.9333 31.9333 32.9333 33.9333
Columns 36 through 42
34.9333 35.9333 36.9333 37.9333 38.9333 39.9333 40.9333
Columns 43 through 49
41.9333 42.9333 43.9333 44.9333 45.9333 46.9333 47.9333
Columns 50 through 56
48.9333 49.9333 50.9333 51.9333 52.9333 53.9333 54.9333
Columns 57 through 63
55.9333 56.9333 57.9333 58.9333 59.9333 60.9333 61.9333
Columns 64 through 70
62.9333 63.9333 64.9333 65.9333 66.9333 67.9333 68.9333
Columns 71 through 77
69.9333 70.9333 71.9333 72.9333 73.9333 74.9333 75.9333
Columns 78 through 84
76.9333 77.9333 78.9333 79.9333 80.9333 81.9333 82.9333
Columns 85 through 91
83.9333 84.9333 85.9333 86.9333 87.9333 88.9333 89.9333
Columns 92 through 98
90.9333 91.9333 92.9333 93.9333 94.9333 95.9333 96.9333
Columns 99 through 105
97.9333 98.9333 99.9333 100.9333 101.9333 102.9333 103.9333
Columns 106 through 112
104.9333 105.9333 106.9333 107.9333 108.9333 109.9333 110.9333
Columns 113 through 119
111.9333 112.9333 113.9333 114.9333 115.9333 116.9333 117.9333
Columns 120 through 126
118.9333 119.9333 120.9333 121.9333 122.9333 123.9333 124.9333
Columns 127 through 133
125.9333 126.9333 127.9333 128.9333 129.9333 130.9333 131.9333
Columns 134 through 140
132.9333 133.9333 134.9333 135.9333 136.9333 137.9333 138.9333
Columns 141 through 147
139.9333 140.9333 141.9333 142.9333 143.9333 144.9333 145.9333
Columns 148 through 154
146.9333 147.9333 148.9333 149.9333 150.9333 151.9333 152.9333
Columns 155 through 161
153.9333 154.9333 155.9333 156.9333 157.9333 158.9333 159.9333
Columns 162 through 168
160.9333 161.9333 162.9333 163.9333 164.9333 165.9333 166.9333
Columns 169 through 175
167.9333 168.9333 169.9333 170.9333 171.9333 172.9333 173.9333
Columns 176 through 182
174.9333 175.9333 176.9333 177.9333 178.9333 179.9333 180.9333
Columns 183 through 189
181.9333 182.9333 183.9333 184.9333 185.9333 186.9333 187.9333
Columns 190 through 196
188.9333 189.9333 190.9333 191.9333 192.9333 193.9333 194.9333
Columns 197 through 203
195.9333 196.9333 197.9333 198.9333 199.9333 200.9333 201.9333
Columns 204 through 210
202.9333 203.9333 204.9333 205.9333 206.9333 207.9333 208.9333
Columns 211 through 217
209.9333 210.9333 211.9333 212.9333 213.9333 214.9333 215.9333
Columns 218 through 224
216.9333 217.9333 218.9333 219.9333 220.9333 221.9333 222.9333
Columns 225 through 231
223.9333 224.9333 225.9333 226.9333 227.9333 228.9333 229.9333
Columns 232 through 238
230.9333 231.9333 232.9333 233.9333 234.9333 235.9333 236.9333
Columns 239 through 245
237.9333 238.9333 239.9333 240.9333 241.9333 242.9333 243.9333
Columns 246 through 252
244.9333 245.9333 246.9333 247.9333 248.9333 249.9333 250.9333
Columns 253 through 259
251.9333 252.9333 253.9333 254.9333 255.9333 256.9333 257.9333
Columns 260 through 266
258.9333 259.9333 260.9333 261.9333 262.9333 263.9333 264.9333
Columns 267 through 273
265.9333 266.9333 267.9333 268.9333 269.9333 270.9333 271.9333
Columns 274 through 280
272.9333 273.9333 274.9333 275.9333 276.9333 277.9333 278.9333
Columns 281 through 287
279.9333 280.9333 281.9333 282.9333 283.9333 284.9333 285.9333
Columns 288 through 294
286.9333 287.9333 288.9333 289.9333 290.9333 291.9333 292.9333
Columns 295 through 301
293.9333 294.9333 295.9333 296.9333 297.9333 298.9333 299.9333
Columns 302 through 308
300.9333 301.9333 302.9333 303.9333 304.9333 305.9333 306.9333
Columns 309 through 315
307.9333 308.9333 309.9333 310.9333 311.9333 312.9333 313.9333
Columns 316 through 322
314.9333 315.9333 316.9333 317.9333 318.9333 319.9333 320.9333
Columns 323 through 329
321.9333 322.9333 323.9333 324.9333 325.9333 326.9333 327.9333
Columns 330 through 334
328.9333 329.9333 330.9333 331.9333 332.9333
Factors =
Columns 1 through 7
1.0000 0.9944 0.9887 0.9828 0.9769 0.9711 0.9653
Columns 8 through 14
0.9595 0.9538 0.9481 0.9424 0.9368 0.9311 0.9255
Columns 15 through 21
0.9199 0.9144 0.9089 0.9034 0.8979 0.8925 0.8871
Columns 22 through 28
0.8817 0.8763 0.8710 0.8657 0.8604 0.8552 0.8499
Columns 29 through 35
0.8447 0.8396 0.8344 0.8293 0.8242 0.8191 0.8140
Columns 36 through 42
0.8090 0.8040 0.7990 0.7941 0.7892 0.7842 0.7794
Columns 43 through 49
0.7745 0.7697 0.7649 0.7601 0.7553 0.7506 0.7458
Columns 50 through 56
0.7411 0.7365 0.7318 0.7272 0.7226 0.7180 0.7134
Columns 57 through 63
0.7089 0.7044 0.6999 0.6954 0.6910 0.6865 0.6821
Columns 64 through 70
0.6777 0.6734 0.6690 0.6647 0.6604 0.6561 0.6519
Columns 71 through 77
0.6476 0.6434 0.6392 0.6350 0.6309 0.6267 0.6226
Columns 78 through 84
0.6185 0.6144 0.6104 0.6063 0.6023 0.5983 0.5943
Columns 85 through 91
0.5903 0.5864 0.5825 0.5785 0.5747 0.5708 0.5669
Columns 92 through 98
0.5631 0.5593 0.5555 0.5517 0.5479 0.5442 0.5405
Columns 99 through 105
0.5368 0.5331 0.5294 0.5257 0.5221 0.5185 0.5149
Columns 106 through 112
0.5113 0.5077 0.5042 0.5006 0.4971 0.4936 0.4901
Columns 113 through 119
0.4866 0.4832 0.4797 0.4763 0.4729 0.4695 0.4661
Columns 120 through 126
0.4628 0.4594 0.4561 0.4528 0.4495 0.4462 0.4430
Columns 127 through 133
0.4397 0.4365 0.4333 0.4301 0.4269 0.4237 0.4205
Columns 134 through 140
0.4174 0.4143 0.4111 0.4080 0.4049 0.4019 0.3988
Columns 141 through 147
0.3958 0.3927 0.3897 0.3867 0.3837 0.3808 0.3778
Columns 148 through 154
0.3748 0.3719 0.3690 0.3661 0.3632 0.3603 0.3574
Columns 155 through 161
0.3546 0.3517 0.3489 0.3461 0.3433 0.3405 0.3377
Columns 162 through 168
0.3350 0.3322 0.3295 0.3267 0.3240 0.3213 0.3186
Columns 169 through 175
0.3160 0.3133 0.3106 0.3080 0.3054 0.3027 0.3001
Columns 176 through 182
0.2975 0.2950 0.2924 0.2898 0.2873 0.2847 0.2822
Columns 183 through 189
0.2797 0.2772 0.2747 0.2722 0.2698 0.2673 0.2649
Columns 190 through 196
0.2624 0.2600 0.2576 0.2552 0.2528 0.2504 0.2480
Columns 197 through 203
0.2457 0.2433 0.2410 0.2386 0.2363 0.2340 0.2317
Columns 204 through 210
0.2294 0.2271 0.2249 0.2226 0.2204 0.2181 0.2159
Columns 211 through 217
0.2137 0.2115 0.2093 0.2071 0.2049 0.2027 0.2005
Columns 218 through 224
0.1984 0.1962 0.1941 0.1920 0.1899 0.1877 0.1856
Columns 225 through 231
0.1836 0.1815 0.1794 0.1773 0.1753 0.1732 0.1712
Columns 232 through 238
0.1692 0.1671 0.1651 0.1631 0.1611 0.1591 0.1572
Columns 239 through 245
0.1552 0.1532 0.1513 0.1493 0.1474 0.1455 0.1436
Columns 246 through 252
0.1416 0.1397 0.1378 0.1359 0.1341 0.1322 0.1303
Columns 253 through 259
0.1285 0.1266 0.1248 0.1229 0.1211 0.1193 0.1175
Columns 260 through 266
0.1157 0.1139 0.1121 0.1103 0.1085 0.1068 0.1050
Columns 267 through 273
0.1032 0.1015 0.0998 0.0980 0.0963 0.0946 0.0929
Columns 274 through 280
0.0912 0.0895 0.0878 0.0861 0.0844 0.0827 0.0811
Columns 281 through 287
0.0794 0.0778 0.0761 0.0745 0.0728 0.0712 0.0696
Columns 288 through 294
0.0680 0.0664 0.0648 0.0632 0.0616 0.0600 0.0584
Columns 295 through 301
0.0568 0.0553 0.0537 0.0522 0.0506 0.0491 0.0476
Columns 302 through 308
0.0460 0.0445 0.0430 0.0415 0.0400 0.0385 0.0370
Columns 309 through 315
0.0355 0.0340 0.0325 0.0311 0.0296 0.0281 0.0267
Columns 316 through 322
0.0252 0.0238 0.0223 0.0209 0.0195 0.0180 0.0166
Columns 323 through 329
0.0152 0.0138 0.0124 0.0110 0.0096 0.0082 0.0068
Columns 330 through 334
0.0055 0.0041 0.0027 0.0014 0
The result is contained in four 334-element row vectors.
Given a portfolio of mortgage-backed securities, use mbscfamounts to compute the cash flows and other factors from the portfolio.
Define characteristics for a mortgage portfolio.
Settle = datenum(['13-Jan-2000';'17-Apr-2002';'17-May-2002']); Maturity = datenum('1-Jan-2030'); IssueDate = datenum('1-Jan-2000'); GrossRate = 0.08125; CouponRate = [0.075; 0.07875; 0.0775]; Delay = 14; PrepaySpeed = 100;
Use mbscfamonts to evaluate the mortgage.
[CFlowAmounts, CFlowDates, TFactors, Factors] = ... mbscfamounts(Settle, Maturity, IssueDate, GrossRate, ... CouponRate, Delay, PrepaySpeed)
CFlowAmounts =
Columns 1 through 10
-0.0033 0.0118 0.0120 0.0121 0.0120 0.0119 0.0119 0.0118 0.0117 0.0117
Columns 11 through 20
0.0116 0.0115 0.0115 0.0114 0.0114 0.0113 0.0112 0.0112 0.0111 0.0110
Columns 21 through 30
0.0110 0.0109 0.0109 0.0108 0.0107 0.0107 0.0106 0.0106 0.0105 0.0105
Columns 31 through 40
0.0104 0.0103 0.0103 0.0102 0.0102 0.0101 0.0101 0.0100 0.0099 0.0099
Columns 41 through 50
0.0098 0.0098 0.0097 0.0097 0.0096 0.0096 0.0095 0.0095 0.0094 0.0094
Columns 51 through 60
0.0093 0.0093 0.0092 0.0092 0.0091 0.0090 0.0090 0.0089 0.0089 0.0088
Columns 61 through 70
0.0088 0.0087 0.0087 0.0087 0.0086 0.0086 0.0085 0.0085 0.0084 0.0084
Columns 71 through 80
0.0083 0.0083 0.0082 0.0082 0.0081 0.0081 0.0080 0.0080 0.0079 0.0079
Columns 81 through 90
0.0079 0.0078 0.0078 0.0077 0.0077 0.0076 0.0076 0.0075 0.0075 0.0075
Columns 91 through 100
0.0074 0.0074 0.0073 0.0073 0.0073 0.0072 0.0072 0.0071 0.0071 0.0070
Columns 101 through 110
0.0070 0.0070 0.0069 0.0069 0.0068 0.0068 0.0068 0.0067 0.0067 0.0066
Columns 111 through 120
0.0066 0.0066 0.0065 0.0065 0.0065 0.0064 0.0064 0.0063 0.0063 0.0063
Columns 121 through 130
0.0062 0.0062 0.0062 0.0061 0.0061 0.0061 0.0060 0.0060 0.0059 0.0059
Columns 131 through 140
0.0059 0.0058 0.0058 0.0058 0.0057 0.0057 0.0057 0.0056 0.0056 0.0056
Columns 141 through 150
0.0055 0.0055 0.0055 0.0054 0.0054 0.0054 0.0053 0.0053 0.0053 0.0052
Columns 151 through 160
0.0052 0.0052 0.0052 0.0051 0.0051 0.0051 0.0050 0.0050 0.0050 0.0049
Columns 161 through 170
0.0049 0.0049 0.0048 0.0048 0.0048 0.0048 0.0047 0.0047 0.0047 0.0046
Columns 171 through 180
0.0046 0.0046 0.0046 0.0045 0.0045 0.0045 0.0044 0.0044 0.0044 0.0044
Columns 181 through 190
0.0043 0.0043 0.0043 0.0043 0.0042 0.0042 0.0042 0.0041 0.0041 0.0041
Columns 191 through 200
0.0041 0.0040 0.0040 0.0040 0.0040 0.0039 0.0039 0.0039 0.0039 0.0038
Columns 201 through 210
0.0038 0.0038 0.0038 0.0037 0.0037 0.0037 0.0037 0.0036 0.0036 0.0036
Columns 211 through 220
0.0036 0.0035 0.0035 0.0035 0.0035 0.0035 0.0034 0.0034 0.0034 0.0034
Columns 221 through 230
0.0033 0.0033 0.0033 0.0033 0.0033 0.0032 0.0032 0.0032 0.0032 0.0031
Columns 231 through 240
0.0031 0.0031 0.0031 0.0031 0.0030 0.0030 0.0030 0.0030 0.0030 0.0029
Columns 241 through 250
0.0029 0.0029 0.0029 0.0029 0.0028 0.0028 0.0028 0.0028 0.0028 0.0027
Columns 251 through 260
0.0027 0.0027 0.0027 0.0027 0.0026 0.0026 0.0026 0.0026 0.0026 0.0025
Columns 261 through 270
0.0025 0.0025 0.0025 0.0025 0.0024 0.0024 0.0024 0.0024 0.0024 0.0024
Columns 271 through 280
0.0023 0.0023 0.0023 0.0023 0.0023 0.0023 0.0022 0.0022 0.0022 0.0022
Columns 281 through 290
0.0022 0.0021 0.0021 0.0021 0.0021 0.0021 0.0021 0.0020 0.0020 0.0020
Columns 291 through 300
0.0020 0.0020 0.0020 0.0020 0.0019 0.0019 0.0019 0.0019 0.0019 0.0019
Columns 301 through 310
0.0018 0.0018 0.0018 0.0018 0.0018 0.0018 0.0017 0.0017 0.0017 0.0017
Columns 311 through 320
0.0017 0.0017 0.0017 0.0016 0.0016 0.0016 0.0016 0.0016 0.0016 0.0016
Columns 321 through 330
0.0015 0.0015 0.0015 0.0015 0.0015 0.0015 0.0015 0.0014 0.0014 0.0014
Columns 331 through 334
0.0014 0.0014 0.0014 0.0014
CFLowDates =
Columns 1 through 8
731323 731337 731368 731398 731429 731460 731490 731521
Columns 9 through 16
731551 731582 731613 731641 731672 731702 731733 731763
Columns 17 through 24
731794 731825 731855 731886 731916 731947 731978 732007
Columns 25 through 32
732038 732068 732099 732129 732160 732191 732221 732252
Columns 33 through 40
732282 732313 732344 732372 732403 732433 732464 732494
Columns 41 through 48
732525 732556 732586 732617 732647 732678 732709 732737
Columns 49 through 56
732768 732798 732829 732859 732890 732921 732951 732982
Columns 57 through 64
733012 733043 733074 733102 733133 733163 733194 733224
Columns 65 through 72
733255 733286 733316 733347 733377 733408 733439 733468
Columns 73 through 80
733499 733529 733560 733590 733621 733652 733682 733713
Columns 81 through 88
733743 733774 733805 733833 733864 733894 733925 733955
Columns 89 through 96
733986 734017 734047 734078 734108 734139 734170 734198
Columns 97 through 104
734229 734259 734290 734320 734351 734382 734412 734443
Columns 105 through 112
734473 734504 734535 734563 734594 734624 734655 734685
Columns 113 through 120
734716 734747 734777 734808 734838 734869 734900 734929
Columns 121 through 128
734960 734990 735021 735051 735082 735113 735143 735174
Columns 129 through 136
735204 735235 735266 735294 735325 735355 735386 735416
Columns 137 through 144
735447 735478 735508 735539 735569 735600 735631 735659
Columns 145 through 152
735690 735720 735751 735781 735812 735843 735873 735904
Columns 153 through 160
735934 735965 735996 736024 736055 736085 736116 736146
Columns 161 through 168
736177 736208 736238 736269 736299 736330 736361 736390
Columns 169 through 176
736421 736451 736482 736512 736543 736574 736604 736635
Columns 177 through 184
736665 736696 736727 736755 736786 736816 736847 736877
Columns 185 through 192
736908 736939 736969 737000 737030 737061 737092 737120
Columns 193 through 200
737151 737181 737212 737242 737273 737304 737334 737365
Columns 201 through 208
737395 737426 737457 737485 737516 737546 737577 737607
Columns 209 through 216
737638 737669 737699 737730 737760 737791 737822 737851
Columns 217 through 224
737882 737912 737943 737973 738004 738035 738065 738096
Columns 225 through 232
738126 738157 738188 738216 738247 738277 738308 738338
Columns 233 through 240
738369 738400 738430 738461 738491 738522 738553 738581
Columns 241 through 248
738612 738642 738673 738703 738734 738765 738795 738826
Columns 249 through 256
738856 738887 738918 738946 738977 739007 739038 739068
Columns 257 through 264
739099 739130 739160 739191 739221 739252 739283 739312
Columns 265 through 272
739343 739373 739404 739434 739465 739496 739526 739557
Columns 273 through 280
739587 739618 739649 739677 739708 739738 739769 739799
Columns 281 through 288
739830 739861 739891 739922 739952 739983 740014 740042
Columns 289 through 296
740073 740103 740134 740164 740195 740226 740256 740287
Columns 297 through 304
740317 740348 740379 740407 740438 740468 740499 740529
Columns 305 through 312
740560 740591 740621 740652 740682 740713 740744 740773
Columns 313 through 320
740804 740834 740865 740895 740926 740957 740987 741018
Columns 321 through 328
741048 741079 741110 741138 741169 741199 741230 741260
Columns 329 through 334
741291 741322 741352 741383 741413 741444
TFactors =
Columns 1 through 10
0 0.9333 1.9333 2.9333 3.9333 4.9333 5.9333 6.9333 7.9333 8.9333
Columns 11 through 20
9.9333 10.9333 11.9333 12.9333 13.9333 14.9333 15.9333 16.9333 17.9333 18.9333
Columns 21 through 30
19.9333 20.9333 21.9333 22.9333 23.9333 24.9333 25.9333 26.9333 27.9333 28.9333
Columns 31 through 40
29.9333 30.9333 31.9333 32.9333 33.9333 34.9333 35.9333 36.9333 37.9333 38.9333
Columns 41 through 50
39.9333 40.9333 41.9333 42.9333 43.9333 44.9333 45.9333 46.9333 47.9333 48.9333
Columns 51 through 60
49.9333 50.9333 51.9333 52.9333 53.9333 54.9333 55.9333 56.9333 57.9333 58.9333
Columns 61 through 70
59.9333 60.9333 61.9333 62.9333 63.9333 64.9333 65.9333 66.9333 67.9333 68.9333
Columns 71 through 80
69.9333 70.9333 71.9333 72.9333 73.9333 74.9333 75.9333 76.9333 77.9333 78.9333
Columns 81 through 90
79.9333 80.9333 81.9333 82.9333 83.9333 84.9333 85.9333 86.9333 87.9333 88.9333
Columns 91 through 100
89.9333 90.9333 91.9333 92.9333 93.9333 94.9333 95.9333 96.9333 97.9333 98.9333
Columns 101 through 110
99.9333 100.9333 101.9333 102.9333 103.9333 104.9333 105.9333 106.9333 107.9333 108.9333
Columns 111 through 120
109.9333 110.9333 111.9333 112.9333 113.9333 114.9333 115.9333 116.9333 117.9333 118.9333
Columns 121 through 130
119.9333 120.9333 121.9333 122.9333 123.9333 124.9333 125.9333 126.9333 127.9333 128.9333
Columns 131 through 140
129.9333 130.9333 131.9333 132.9333 133.9333 134.9333 135.9333 136.9333 137.9333 138.9333
Columns 141 through 150
139.9333 140.9333 141.9333 142.9333 143.9333 144.9333 145.9333 146.9333 147.9333 148.9333
Columns 151 through 160
149.9333 150.9333 151.9333 152.9333 153.9333 154.9333 155.9333 156.9333 157.9333 158.9333
Columns 161 through 170
159.9333 160.9333 161.9333 162.9333 163.9333 164.9333 165.9333 166.9333 167.9333 168.9333
Columns 171 through 180
169.9333 170.9333 171.9333 172.9333 173.9333 174.9333 175.9333 176.9333 177.9333 178.9333
Columns 181 through 190
179.9333 180.9333 181.9333 182.9333 183.9333 184.9333 185.9333 186.9333 187.9333 188.9333
Columns 191 through 200
189.9333 190.9333 191.9333 192.9333 193.9333 194.9333 195.9333 196.9333 197.9333 198.9333
Columns 201 through 210
199.9333 200.9333 201.9333 202.9333 203.9333 204.9333 205.9333 206.9333 207.9333 208.9333
Columns 211 through 220
209.9333 210.9333 211.9333 212.9333 213.9333 214.9333 215.9333 216.9333 217.9333 218.9333
Columns 221 through 230
219.9333 220.9333 221.9333 222.9333 223.9333 224.9333 225.9333 226.9333 227.9333 228.9333
Columns 231 through 240
229.9333 230.9333 231.9333 232.9333 233.9333 234.9333 235.9333 236.9333 237.9333 238.9333
Columns 241 through 250
239.9333 240.9333 241.9333 242.9333 243.9333 244.9333 245.9333 246.9333 247.9333 248.9333
Columns 251 through 260
249.9333 250.9333 251.9333 252.9333 253.9333 254.9333 255.9333 256.9333 257.9333 258.9333
Columns 261 through 270
259.9333 260.9333 261.9333 262.9333 263.9333 264.9333 265.9333 266.9333 267.9333 268.9333
Columns 271 through 280
269.9333 270.9333 271.9333 272.9333 273.9333 274.9333 275.9333 276.9333 277.9333 278.9333
Columns 281 through 290
279.9333 280.9333 281.9333 282.9333 283.9333 284.9333 285.9333 286.9333 287.9333 288.9333
Columns 291 through 300
289.9333 290.9333 291.9333 292.9333 293.9333 294.9333 295.9333 296.9333 297.9333 298.9333
Columns 301 through 310
299.9333 300.9333 301.9333 302.9333 303.9333 304.9333 305.9333 306.9333 307.9333 308.9333
Columns 311 through 320
309.9333 310.9333 311.9333 312.9333 313.9333 314.9333 315.9333 316.9333 317.9333 318.9333
Columns 321 through 330
319.9333 320.9333 321.9333 322.9333 323.9333 324.9333 325.9333 326.9333 327.9333 328.9333
Columns 331 through 334
329.9333 330.9333 331.9333 332.9333
Factors =
Columns 1 through 10
1.0000 0.9944 0.9887 0.9828 0.9769 0.9711 0.9653 0.9595 0.9538 0.9481
Columns 11 through 20
0.9424 0.9368 0.9311 0.9255 0.9199 0.9144 0.9089 0.9034 0.8979 0.8925
Columns 21 through 30
0.8871 0.8817 0.8763 0.8710 0.8657 0.8604 0.8552 0.8499 0.8447 0.8396
Columns 31 through 40
0.8344 0.8293 0.8242 0.8191 0.8140 0.8090 0.8040 0.7990 0.7941 0.7892
Columns 41 through 50
0.7842 0.7794 0.7745 0.7697 0.7649 0.7601 0.7553 0.7506 0.7458 0.7411
Columns 51 through 60
0.7365 0.7318 0.7272 0.7226 0.7180 0.7134 0.7089 0.7044 0.6999 0.6954
Columns 61 through 70
0.6910 0.6865 0.6821 0.6777 0.6734 0.6690 0.6647 0.6604 0.6561 0.6519
Columns 71 through 80
0.6476 0.6434 0.6392 0.6350 0.6309 0.6267 0.6226 0.6185 0.6144 0.6104
Columns 81 through 90
0.6063 0.6023 0.5983 0.5943 0.5903 0.5864 0.5825 0.5785 0.5747 0.5708
Columns 91 through 100
0.5669 0.5631 0.5593 0.5555 0.5517 0.5479 0.5442 0.5405 0.5368 0.5331
Columns 101 through 110
0.5294 0.5257 0.5221 0.5185 0.5149 0.5113 0.5077 0.5042 0.5006 0.4971
Columns 111 through 120
0.4936 0.4901 0.4866 0.4832 0.4797 0.4763 0.4729 0.4695 0.4661 0.4628
Columns 121 through 130
0.4594 0.4561 0.4528 0.4495 0.4462 0.4430 0.4397 0.4365 0.4333 0.4301
Columns 131 through 140
0.4269 0.4237 0.4205 0.4174 0.4143 0.4111 0.4080 0.4049 0.4019 0.3988
Columns 141 through 150
0.3958 0.3927 0.3897 0.3867 0.3837 0.3808 0.3778 0.3748 0.3719 0.3690
Columns 151 through 160
0.3661 0.3632 0.3603 0.3574 0.3546 0.3517 0.3489 0.3461 0.3433 0.3405
Columns 161 through 170
0.3377 0.3350 0.3322 0.3295 0.3267 0.3240 0.3213 0.3186 0.3160 0.3133
Columns 171 through 180
0.3106 0.3080 0.3054 0.3027 0.3001 0.2975 0.2950 0.2924 0.2898 0.2873
Columns 181 through 190
0.2847 0.2822 0.2797 0.2772 0.2747 0.2722 0.2698 0.2673 0.2649 0.2624
Columns 191 through 200
0.2600 0.2576 0.2552 0.2528 0.2504 0.2480 0.2457 0.2433 0.2410 0.2386
Columns 201 through 210
0.2363 0.2340 0.2317 0.2294 0.2271 0.2249 0.2226 0.2204 0.2181 0.2159
Columns 211 through 220
0.2137 0.2115 0.2093 0.2071 0.2049 0.2027 0.2005 0.1984 0.1962 0.1941
Columns 221 through 230
0.1920 0.1899 0.1877 0.1856 0.1836 0.1815 0.1794 0.1773 0.1753 0.1732
Columns 231 through 240
0.1712 0.1692 0.1671 0.1651 0.1631 0.1611 0.1591 0.1572 0.1552 0.1532
Columns 241 through 250
0.1513 0.1493 0.1474 0.1455 0.1436 0.1416 0.1397 0.1378 0.1359 0.1341
Columns 251 through 260
0.1322 0.1303 0.1285 0.1266 0.1248 0.1229 0.1211 0.1193 0.1175 0.1157
Columns 261 through 270
0.1139 0.1121 0.1103 0.1085 0.1068 0.1050 0.1032 0.1015 0.0998 0.0980
Columns 271 through 280
0.0963 0.0946 0.0929 0.0912 0.0895 0.0878 0.0861 0.0844 0.0827 0.0811
Columns 281 through 290
0.0794 0.0778 0.0761 0.0745 0.0728 0.0712 0.0696 0.0680 0.0664 0.0648
Columns 291 through 300
0.0632 0.0616 0.0600 0.0584 0.0568 0.0553 0.0537 0.0522 0.0506 0.0491
Columns 301 through 310
0.0476 0.0460 0.0445 0.0430 0.0415 0.0400 0.0385 0.0370 0.0355 0.0340
Columns 311 through 320
0.0325 0.0311 0.0296 0.0281 0.0267 0.0252 0.0238 0.0223 0.0209 0.0195
Columns 321 through 330
0.0180 0.0166 0.0152 0.0138 0.0124 0.0110 0.0096 0.0082 0.0068 0.0055
Columns 331 through 334
0.0041 0.0027 0.0014 0Each output is a 3-by-361 element matrix padded with NaNs wherever elements are missing.
Given a mortgage with the following characteristics, compute payments, principal, interest, and prepayment.
Define the mortgage characteristics.
Settle = datenum('17-April-2002'); Maturity = datenum('1-Jan-2030'); IssueDate = datenum('1-Jan-2000'); GrossRate = 0.08125; CouponRate = 0.075; Delay = 14; PrepaySpeed = 100;
Use mbscfamonts to evaluate the mortgage.
[Payment, Principal, Interest, Prepayment] = ... mbscfamounts(Settle, Maturity, IssueDate, GrossRate, ... CouponRate, Delay, PrepaySpeed)
Payment =
Columns 1 through 8
-0.0033 0.0118 0.0120 0.0121 0.0120 0.0119 0.0119 0.0118
Columns 9 through 16
0.0117 0.0117 0.0116 0.0115 0.0115 0.0114 0.0114 0.0113
Columns 17 through 24
0.0112 0.0112 0.0111 0.0110 0.0110 0.0109 0.0109 0.0108
Columns 25 through 32
0.0107 0.0107 0.0106 0.0106 0.0105 0.0105 0.0104 0.0103
Columns 33 through 40
0.0103 0.0102 0.0102 0.0101 0.0101 0.0100 0.0099 0.0099
Columns 41 through 48
0.0098 0.0098 0.0097 0.0097 0.0096 0.0096 0.0095 0.0095
Columns 49 through 56
0.0094 0.0094 0.0093 0.0093 0.0092 0.0092 0.0091 0.0090
Columns 57 through 64
0.0090 0.0089 0.0089 0.0088 0.0088 0.0087 0.0087 0.0087
Columns 65 through 72
0.0086 0.0086 0.0085 0.0085 0.0084 0.0084 0.0083 0.0083
Columns 73 through 80
0.0082 0.0082 0.0081 0.0081 0.0080 0.0080 0.0079 0.0079
Columns 81 through 88
0.0079 0.0078 0.0078 0.0077 0.0077 0.0076 0.0076 0.0075
Columns 89 through 96
0.0075 0.0075 0.0074 0.0074 0.0073 0.0073 0.0073 0.0072
Columns 97 through 104
0.0072 0.0071 0.0071 0.0070 0.0070 0.0070 0.0069 0.0069
Columns 105 through 112
0.0068 0.0068 0.0068 0.0067 0.0067 0.0066 0.0066 0.0066
Columns 113 through 120
0.0065 0.0065 0.0065 0.0064 0.0064 0.0063 0.0063 0.0063
Columns 121 through 128
0.0062 0.0062 0.0062 0.0061 0.0061 0.0061 0.0060 0.0060
Columns 129 through 136
0.0059 0.0059 0.0059 0.0058 0.0058 0.0058 0.0057 0.0057
Columns 137 through 144
0.0057 0.0056 0.0056 0.0056 0.0055 0.0055 0.0055 0.0054
Columns 145 through 152
0.0054 0.0054 0.0053 0.0053 0.0053 0.0052 0.0052 0.0052
Columns 153 through 160
0.0052 0.0051 0.0051 0.0051 0.0050 0.0050 0.0050 0.0049
Columns 161 through 168
0.0049 0.0049 0.0048 0.0048 0.0048 0.0048 0.0047 0.0047
Columns 169 through 176
0.0047 0.0046 0.0046 0.0046 0.0046 0.0045 0.0045 0.0045
Columns 177 through 184
0.0044 0.0044 0.0044 0.0044 0.0043 0.0043 0.0043 0.0043
Columns 185 through 192
0.0042 0.0042 0.0042 0.0041 0.0041 0.0041 0.0041 0.0040
Columns 193 through 200
0.0040 0.0040 0.0040 0.0039 0.0039 0.0039 0.0039 0.0038
Columns 201 through 208
0.0038 0.0038 0.0038 0.0037 0.0037 0.0037 0.0037 0.0036
Columns 209 through 216
0.0036 0.0036 0.0036 0.0035 0.0035 0.0035 0.0035 0.0035
Columns 217 through 224
0.0034 0.0034 0.0034 0.0034 0.0033 0.0033 0.0033 0.0033
Columns 225 through 232
0.0033 0.0032 0.0032 0.0032 0.0032 0.0031 0.0031 0.0031
Columns 233 through 240
0.0031 0.0031 0.0030 0.0030 0.0030 0.0030 0.0030 0.0029
Columns 241 through 248
0.0029 0.0029 0.0029 0.0029 0.0028 0.0028 0.0028 0.0028
Columns 249 through 256
0.0028 0.0027 0.0027 0.0027 0.0027 0.0027 0.0026 0.0026
Columns 257 through 264
0.0026 0.0026 0.0026 0.0025 0.0025 0.0025 0.0025 0.0025
Columns 265 through 272
0.0024 0.0024 0.0024 0.0024 0.0024 0.0024 0.0023 0.0023
Columns 273 through 280
0.0023 0.0023 0.0023 0.0023 0.0022 0.0022 0.0022 0.0022
Columns 281 through 288
0.0022 0.0021 0.0021 0.0021 0.0021 0.0021 0.0021 0.0020
Columns 289 through 296
0.0020 0.0020 0.0020 0.0020 0.0020 0.0020 0.0019 0.0019
Columns 297 through 304
0.0019 0.0019 0.0019 0.0019 0.0018 0.0018 0.0018 0.0018
Columns 305 through 312
0.0018 0.0018 0.0017 0.0017 0.0017 0.0017 0.0017 0.0017
Columns 313 through 320
0.0017 0.0016 0.0016 0.0016 0.0016 0.0016 0.0016 0.0016
Columns 321 through 328
0.0015 0.0015 0.0015 0.0015 0.0015 0.0015 0.0015 0.0014
Columns 329 through 334
0.0014 0.0014 0.0014 0.0014 0.0014 0.0014
Principal =
Columns 1 through 6
731323 731337 731368 731398 731429 731460
Columns 7 through 12
731490 731521 731551 731582 731613 731641
Columns 13 through 18
731672 731702 731733 731763 731794 731825
Columns 19 through 24
731855 731886 731916 731947 731978 732007
Columns 25 through 30
732038 732068 732099 732129 732160 732191
Columns 31 through 36
732221 732252 732282 732313 732344 732372
Columns 37 through 42
732403 732433 732464 732494 732525 732556
Columns 43 through 48
732586 732617 732647 732678 732709 732737
Columns 49 through 54
732768 732798 732829 732859 732890 732921
Columns 55 through 60
732951 732982 733012 733043 733074 733102
Columns 61 through 66
733133 733163 733194 733224 733255 733286
Columns 67 through 72
733316 733347 733377 733408 733439 733468
Columns 73 through 78
733499 733529 733560 733590 733621 733652
Columns 79 through 84
733682 733713 733743 733774 733805 733833
Columns 85 through 90
733864 733894 733925 733955 733986 734017
Columns 91 through 96
734047 734078 734108 734139 734170 734198
Columns 97 through 102
734229 734259 734290 734320 734351 734382
Columns 103 through 108
734412 734443 734473 734504 734535 734563
Columns 109 through 114
734594 734624 734655 734685 734716 734747
Columns 115 through 120
734777 734808 734838 734869 734900 734929
Columns 121 through 126
734960 734990 735021 735051 735082 735113
Columns 127 through 132
735143 735174 735204 735235 735266 735294
Columns 133 through 138
735325 735355 735386 735416 735447 735478
Columns 139 through 144
735508 735539 735569 735600 735631 735659
Columns 145 through 150
735690 735720 735751 735781 735812 735843
Columns 151 through 156
735873 735904 735934 735965 735996 736024
Columns 157 through 162
736055 736085 736116 736146 736177 736208
Columns 163 through 168
736238 736269 736299 736330 736361 736390
Columns 169 through 174
736421 736451 736482 736512 736543 736574
Columns 175 through 180
736604 736635 736665 736696 736727 736755
Columns 181 through 186
736786 736816 736847 736877 736908 736939
Columns 187 through 192
736969 737000 737030 737061 737092 737120
Columns 193 through 198
737151 737181 737212 737242 737273 737304
Columns 199 through 204
737334 737365 737395 737426 737457 737485
Columns 205 through 210
737516 737546 737577 737607 737638 737669
Columns 211 through 216
737699 737730 737760 737791 737822 737851
Columns 217 through 222
737882 737912 737943 737973 738004 738035
Columns 223 through 228
738065 738096 738126 738157 738188 738216
Columns 229 through 234
738247 738277 738308 738338 738369 738400
Columns 235 through 240
738430 738461 738491 738522 738553 738581
Columns 241 through 246
738612 738642 738673 738703 738734 738765
Columns 247 through 252
738795 738826 738856 738887 738918 738946
Columns 253 through 258
738977 739007 739038 739068 739099 739130
Columns 259 through 264
739160 739191 739221 739252 739283 739312
Columns 265 through 270
739343 739373 739404 739434 739465 739496
Columns 271 through 276
739526 739557 739587 739618 739649 739677
Columns 277 through 282
739708 739738 739769 739799 739830 739861
Columns 283 through 288
739891 739922 739952 739983 740014 740042
Columns 289 through 294
740073 740103 740134 740164 740195 740226
Columns 295 through 300
740256 740287 740317 740348 740379 740407
Columns 301 through 306
740438 740468 740499 740529 740560 740591
Columns 307 through 312
740621 740652 740682 740713 740744 740773
Columns 313 through 318
740804 740834 740865 740895 740926 740957
Columns 319 through 324
740987 741018 741048 741079 741110 741138
Columns 325 through 330
741169 741199 741230 741260 741291 741322
Columns 331 through 334
741352 741383 741413 741444
Interest =
Columns 1 through 8
0 0.9333 1.9333 2.9333 3.9333 4.9333 5.9333 6.9333
Columns 9 through 16
7.9333 8.9333 9.9333 10.9333 11.9333 12.9333 13.9333 14.9333
Columns 17 through 24
15.9333 16.9333 17.9333 18.9333 19.9333 20.9333 21.9333 22.9333
Columns 25 through 32
23.9333 24.9333 25.9333 26.9333 27.9333 28.9333 29.9333 30.9333
Columns 33 through 40
31.9333 32.9333 33.9333 34.9333 35.9333 36.9333 37.9333 38.9333
Columns 41 through 48
39.9333 40.9333 41.9333 42.9333 43.9333 44.9333 45.9333 46.9333
Columns 49 through 56
47.9333 48.9333 49.9333 50.9333 51.9333 52.9333 53.9333 54.9333
Columns 57 through 64
55.9333 56.9333 57.9333 58.9333 59.9333 60.9333 61.9333 62.9333
Columns 65 through 72
63.9333 64.9333 65.9333 66.9333 67.9333 68.9333 69.9333 70.9333
Columns 73 through 80
71.9333 72.9333 73.9333 74.9333 75.9333 76.9333 77.9333 78.9333
Columns 81 through 88
79.9333 80.9333 81.9333 82.9333 83.9333 84.9333 85.9333 86.9333
Columns 89 through 96
87.9333 88.9333 89.9333 90.9333 91.9333 92.9333 93.9333 94.9333
Columns 97 through 104
95.9333 96.9333 97.9333 98.9333 99.9333 100.9333 101.9333 102.9333
Columns 105 through 112
103.9333 104.9333 105.9333 106.9333 107.9333 108.9333 109.9333 110.9333
Columns 113 through 120
111.9333 112.9333 113.9333 114.9333 115.9333 116.9333 117.9333 118.9333
Columns 121 through 128
119.9333 120.9333 121.9333 122.9333 123.9333 124.9333 125.9333 126.9333
Columns 129 through 136
127.9333 128.9333 129.9333 130.9333 131.9333 132.9333 133.9333 134.9333
Columns 137 through 144
135.9333 136.9333 137.9333 138.9333 139.9333 140.9333 141.9333 142.9333
Columns 145 through 152
143.9333 144.9333 145.9333 146.9333 147.9333 148.9333 149.9333 150.9333
Columns 153 through 160
151.9333 152.9333 153.9333 154.9333 155.9333 156.9333 157.9333 158.9333
Columns 161 through 168
159.9333 160.9333 161.9333 162.9333 163.9333 164.9333 165.9333 166.9333
Columns 169 through 176
167.9333 168.9333 169.9333 170.9333 171.9333 172.9333 173.9333 174.9333
Columns 177 through 184
175.9333 176.9333 177.9333 178.9333 179.9333 180.9333 181.9333 182.9333
Columns 185 through 192
183.9333 184.9333 185.9333 186.9333 187.9333 188.9333 189.9333 190.9333
Columns 193 through 200
191.9333 192.9333 193.9333 194.9333 195.9333 196.9333 197.9333 198.9333
Columns 201 through 208
199.9333 200.9333 201.9333 202.9333 203.9333 204.9333 205.9333 206.9333
Columns 209 through 216
207.9333 208.9333 209.9333 210.9333 211.9333 212.9333 213.9333 214.9333
Columns 217 through 224
215.9333 216.9333 217.9333 218.9333 219.9333 220.9333 221.9333 222.9333
Columns 225 through 232
223.9333 224.9333 225.9333 226.9333 227.9333 228.9333 229.9333 230.9333
Columns 233 through 240
231.9333 232.9333 233.9333 234.9333 235.9333 236.9333 237.9333 238.9333
Columns 241 through 248
239.9333 240.9333 241.9333 242.9333 243.9333 244.9333 245.9333 246.9333
Columns 249 through 256
247.9333 248.9333 249.9333 250.9333 251.9333 252.9333 253.9333 254.9333
Columns 257 through 264
255.9333 256.9333 257.9333 258.9333 259.9333 260.9333 261.9333 262.9333
Columns 265 through 272
263.9333 264.9333 265.9333 266.9333 267.9333 268.9333 269.9333 270.9333
Columns 273 through 280
271.9333 272.9333 273.9333 274.9333 275.9333 276.9333 277.9333 278.9333
Columns 281 through 288
279.9333 280.9333 281.9333 282.9333 283.9333 284.9333 285.9333 286.9333
Columns 289 through 296
287.9333 288.9333 289.9333 290.9333 291.9333 292.9333 293.9333 294.9333
Columns 297 through 304
295.9333 296.9333 297.9333 298.9333 299.9333 300.9333 301.9333 302.9333
Columns 305 through 312
303.9333 304.9333 305.9333 306.9333 307.9333 308.9333 309.9333 310.9333
Columns 313 through 320
311.9333 312.9333 313.9333 314.9333 315.9333 316.9333 317.9333 318.9333
Columns 321 through 328
319.9333 320.9333 321.9333 322.9333 323.9333 324.9333 325.9333 326.9333
Columns 329 through 334
327.9333 328.9333 329.9333 330.9333 331.9333 332.9333
Prepayment =
Columns 1 through 8
1.0000 0.9944 0.9887 0.9828 0.9769 0.9711 0.9653 0.9595
Columns 9 through 16
0.9538 0.9481 0.9424 0.9368 0.9311 0.9255 0.9199 0.9144
Columns 17 through 24
0.9089 0.9034 0.8979 0.8925 0.8871 0.8817 0.8763 0.8710
Columns 25 through 32
0.8657 0.8604 0.8552 0.8499 0.8447 0.8396 0.8344 0.8293
Columns 33 through 40
0.8242 0.8191 0.8140 0.8090 0.8040 0.7990 0.7941 0.7892
Columns 41 through 48
0.7842 0.7794 0.7745 0.7697 0.7649 0.7601 0.7553 0.7506
Columns 49 through 56
0.7458 0.7411 0.7365 0.7318 0.7272 0.7226 0.7180 0.7134
Columns 57 through 64
0.7089 0.7044 0.6999 0.6954 0.6910 0.6865 0.6821 0.6777
Columns 65 through 72
0.6734 0.6690 0.6647 0.6604 0.6561 0.6519 0.6476 0.6434
Columns 73 through 80
0.6392 0.6350 0.6309 0.6267 0.6226 0.6185 0.6144 0.6104
Columns 81 through 88
0.6063 0.6023 0.5983 0.5943 0.5903 0.5864 0.5825 0.5785
Columns 89 through 96
0.5747 0.5708 0.5669 0.5631 0.5593 0.5555 0.5517 0.5479
Columns 97 through 104
0.5442 0.5405 0.5368 0.5331 0.5294 0.5257 0.5221 0.5185
Columns 105 through 112
0.5149 0.5113 0.5077 0.5042 0.5006 0.4971 0.4936 0.4901
Columns 113 through 120
0.4866 0.4832 0.4797 0.4763 0.4729 0.4695 0.4661 0.4628
Columns 121 through 128
0.4594 0.4561 0.4528 0.4495 0.4462 0.4430 0.4397 0.4365
Columns 129 through 136
0.4333 0.4301 0.4269 0.4237 0.4205 0.4174 0.4143 0.4111
Columns 137 through 144
0.4080 0.4049 0.4019 0.3988 0.3958 0.3927 0.3897 0.3867
Columns 145 through 152
0.3837 0.3808 0.3778 0.3748 0.3719 0.3690 0.3661 0.3632
Columns 153 through 160
0.3603 0.3574 0.3546 0.3517 0.3489 0.3461 0.3433 0.3405
Columns 161 through 168
0.3377 0.3350 0.3322 0.3295 0.3267 0.3240 0.3213 0.3186
Columns 169 through 176
0.3160 0.3133 0.3106 0.3080 0.3054 0.3027 0.3001 0.2975
Columns 177 through 184
0.2950 0.2924 0.2898 0.2873 0.2847 0.2822 0.2797 0.2772
Columns 185 through 192
0.2747 0.2722 0.2698 0.2673 0.2649 0.2624 0.2600 0.2576
Columns 193 through 200
0.2552 0.2528 0.2504 0.2480 0.2457 0.2433 0.2410 0.2386
Columns 201 through 208
0.2363 0.2340 0.2317 0.2294 0.2271 0.2249 0.2226 0.2204
Columns 209 through 216
0.2181 0.2159 0.2137 0.2115 0.2093 0.2071 0.2049 0.2027
Columns 217 through 224
0.2005 0.1984 0.1962 0.1941 0.1920 0.1899 0.1877 0.1856
Columns 225 through 232
0.1836 0.1815 0.1794 0.1773 0.1753 0.1732 0.1712 0.1692
Columns 233 through 240
0.1671 0.1651 0.1631 0.1611 0.1591 0.1572 0.1552 0.1532
Columns 241 through 248
0.1513 0.1493 0.1474 0.1455 0.1436 0.1416 0.1397 0.1378
Columns 249 through 256
0.1359 0.1341 0.1322 0.1303 0.1285 0.1266 0.1248 0.1229
Columns 257 through 264
0.1211 0.1193 0.1175 0.1157 0.1139 0.1121 0.1103 0.1085
Columns 265 through 272
0.1068 0.1050 0.1032 0.1015 0.0998 0.0980 0.0963 0.0946
Columns 273 through 280
0.0929 0.0912 0.0895 0.0878 0.0861 0.0844 0.0827 0.0811
Columns 281 through 288
0.0794 0.0778 0.0761 0.0745 0.0728 0.0712 0.0696 0.0680
Columns 289 through 296
0.0664 0.0648 0.0632 0.0616 0.0600 0.0584 0.0568 0.0553
Columns 297 through 304
0.0537 0.0522 0.0506 0.0491 0.0476 0.0460 0.0445 0.0430
Columns 305 through 312
0.0415 0.0400 0.0385 0.0370 0.0355 0.0340 0.0325 0.0311
Columns 313 through 320
0.0296 0.0281 0.0267 0.0252 0.0238 0.0223 0.0209 0.0195
Columns 321 through 328
0.0180 0.0166 0.0152 0.0138 0.0124 0.0110 0.0096 0.0082
Columns 329 through 334
0.0068 0.0055 0.0041 0.0027 0.0014 0[1] PSA Uniform Practices, SF-4
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