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Compute PSA-benchmarked prepayment metrics

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Compute PSA-benchmarked prepayment metrics

by Dimitri Shvorob

 

23 Sep 2007 (Updated 24 Sep 2007)

(CPR and SMM)

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Description

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

Acknowledgements

Mort, Mortgage, Calculator, Interest Rate, Amortization, Financial Modeling, 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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analysis(2), benchmark, cpr, finance, financial modeling, modeling, mortgage prepayment, psa, smm
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