Compute PSA-benchmarked prepayment metrics

Version 1.0.0.0 (1.54 KB) by Dimitri Shvorob
(CPR and SMM)
3.0
(1)
2.2K Downloads
Updated 4 Apr 2016

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

Cite As

Dimitri Shvorob (2024). 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 Linux

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psa/

Version Published Release Notes
1.0.0.0

BSD