Canadian mortgage backed security - calculate CPR given SMM
Introduced in release: 1.391 Component: Non-US (developed mkts) Purpose:
Calculate the annual Constant Prepayment Rate when given a Single Monthly Mortality rate
Results:
The result is returned as the value of the function, accurate to as many places as supported by a double precision value.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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