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cnmb_sf_smmcnmb_sf_smm (routine)
Canadian mortgage backed security - calculate the survival factor using % SMM model
Introduced in release: 1.391
Component: Non-US (developed mkts)
Purpose:
Calculate the monthly survival factors and the monthly survival rates using a Single Monthly Mortality (SMM) model
Results:
The following values for each month are calculated and returned in arrays, with the first element of the array containing the value for the first month:
surv_fctr : Survival factor array
surv_rates : Survival rates array
All results are 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.
| Last Mod Date: 07/23/1999 | © 2001 TIPS, Inc. | Doc Version: 5.0 |