Compute PSA-benchmarked prepayment metrics
Version 1.0.0.0 (1.54 KB) by
Dimitri Shvorob
(CPR and SMM)
Functions CPRPSA and SMMPSA compute PSA-benchmarked conditional prepayment and single month mortality rates.
Cite As
Dimitri Shvorob (2026). Compute PSA-benchmarked prepayment metrics (https://www.mathworks.com/matlabcentral/fileexchange/16537-compute-psa-benchmarked-prepayment-metrics), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2006a
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Mortgage-Backed Securities >
Find more on Mortgage-Backed Securities in Help Center and MATLAB Answers
Tags
Acknowledgements
Inspired by: All Purpose Mortgage Calculator including mortgage schedule, Mortgage
Inspired: Model a mortgage-backed security
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psa/
| Version | Published | Release Notes | |
|---|---|---|---|
| 1.0.0.0 | BSD |
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