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Compute PSA-benchmarked prepayment metrics

  • cprpsa.mCPRPSA PSA-benchmarked conditional prepayment rate
  • mgpmt.mMGPMT Payment on a fixed-rate, fully amortized mortgage, per dollar loaned
  • smmpsa.mSMMPSA PSA-benchmarked single month mortality rate
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Compute PSA-benchmarked prepayment metrics



23 Sep 2007 (Updated )

(CPR and SMM)

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Functions CPRPSA and SMMPSA compute PSA-benchmarked conditional prepayment and single month mortality rates.


All Purpose Mortgage Calculator Including Mortgage Schedule and Mortgage inspired this file.

This file inspired Model A Mortgage Backed Security.

MATLAB release MATLAB 7.2 (R2006a)
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