Compute PSA-benchmarked prepayment metrics

Versione 1.0.0.0 (1,54 KB) da Dimitri Shvorob
(CPR and SMM)
3.0
(1)
2,2K download
Aggiornato 4 apr 2016

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

Cita come

Dimitri Shvorob (2025). Compute PSA-benchmarked prepayment metrics (https://www.mathworks.com/matlabcentral/fileexchange/16537-compute-psa-benchmarked-prepayment-metrics), MATLAB Central File Exchange. Recuperato .

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Versione Pubblicato Note della release
1.0.0.0

BSD