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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

The author wishes to acknowledge the following in the creation of this submission:
mort, mortgage, calculator, interest rate, amortization, financial modeling, All Purpose Mortgage Calculator including mortgage schedule, Mortgage
This submission has inspired the following:
Model a mortgage-backed security

MATLAB release MATLAB 7.2 (R2006a)
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Tag Activity for this File
Tag Applied By Date/Time
finance Dimitri Shvorob 22 Oct 2008 09:28:09
modeling Dimitri Shvorob 22 Oct 2008 09:28:09
analysis Dimitri Shvorob 22 Oct 2008 09:28:09
mortgage prepayment Dimitri Shvorob 22 Oct 2008 09:28:09
cpr Dimitri Shvorob 22 Oct 2008 09:28:10
financial modeling Dimitri Shvorob 22 Oct 2008 09:28:10
psa Dimitri Shvorob 22 Oct 2008 09:28:10
benchmark Dimitri Shvorob 22 Oct 2008 09:28:10
smm Dimitri Shvorob 22 Oct 2008 09:28:10
analysis Adela Martos Velasco 11 May 2011 10:07:33

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