Model a mortgage-backed security
CFEVALDEMO2 illustrates how CFEVAL (available from FEX) can be used to model a mortgage, a mortgage passthrough, or a collateralized mortgage obligation.
To run the code, you will need to download the FEX submissions listed in 'Acknowledgements' section below.
Cita come
Dimitri Shvorob (2024). Model a mortgage-backed security (https://www.mathworks.com/matlabcentral/fileexchange/16570-model-a-mortgage-backed-security), MATLAB Central File Exchange. Recuperato .
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Windows macOS LinuxCategorie
- Computational Finance > Financial Toolbox >
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Mortgage-Backed Securities >
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Riconoscimenti
Ispirato da: Evaluate debt instrument's cash flows, Compute PSA-benchmarked prepayment metrics
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Versione | Pubblicato | Note della release | |
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1.0.0.0 | BSD
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