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Evaluate debt instrument's cash flows

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Evaluate debt instrument's cash flows

by Dimitri Shvorob

 

04 Jun 2007 (Updated 17 Oct 2007)

(given their symbolic definition)

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Description

Please see CFEVALDEMO1, by following link 'Published m-files' below.
Acknowledgements
This submission has inspired the following:
Model a mortgage-backed security
MATLAB release MATLAB 7.2 (R2006a)
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Comments and Ratings (3)
10 Jun 2007 Anton n/a

Any chance of adding an MBS example?
12 Jun 2007 Dimitri Shvorob

Actually, yes; probably some very simple IO/PO valuation stuff.
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
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Updates
26 Sep 2007

minor revision
26 Sep 2007

cosmetic revision
17 Oct 2007

cosmetic revision
Tag Activity for this File
Tag Applied By Date/Time
finance Dimitri Shvorob 22 Oct 2008 09:14:34
modeling Dimitri Shvorob 22 Oct 2008 09:14:34
analysis Dimitri Shvorob 22 Oct 2008 09:14:34
structured Cristina McIntire 06 Feb 2009 10:33:18
bond Cristina McIntire 06 Feb 2009 10:33:18
cdo Cristina McIntire 06 Feb 2009 10:33:18
cash Cristina McIntire 06 Feb 2009 10:33:18
flow Cristina McIntire 06 Feb 2009 10:33:18

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