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Evaluate debt instrument's cash flows

version 1.0 (5.92 KB) by

(given their symbolic definition)

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

Comments and Ratings (3)

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

Dimitri Shvorob

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

Anton n/a

Any chance of adding an MBS example?

Updates

1.0

BSD

cosmetic revision

minor revision

MATLAB Release
MATLAB 7.2 (R2006a)
Acknowledgements

Inspired: Model a mortgage-backed security

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