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Evaluate debt instrument's cash flows

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Evaluate debt instrument's cash flows

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04 Jun 2007 (Updated )

(given their symbolic definition)

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Description

Please see CFEVALDEMO1, by following link 'Published m-files' below.

Acknowledgements

This file inspired Model A Mortgage Backed Security.

MATLAB release MATLAB 7.2 (R2006a)
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Comments and Ratings (3)
26 Sep 2007 Dimitri Shvorob

.. In the event, I decided to spin off MBS stuff (albeit not including an IO/PO example) into a separate submission. Please see CFEVALDEMO2 at http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=16570&objectType=FILE

12 Jun 2007 Dimitri Shvorob

Actually, yes; probably some very simple IO/PO valuation stuff.

10 Jun 2007 Anton n/a

Any chance of adding an MBS example?

Updates
26 Sep 2007

minor revision

26 Sep 2007

cosmetic revision

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