Mortgage backed security - calculates one month's SMM, CPR, and % PSA
Introduced in release: 1.0 Component: US MBS Purpose:
Calculates the SMM, CPR, and % PSA model for a one month period given the starting and ending factors.
Results:
The SMM, CPR and % PSA are returned in three separate variables, 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.
Main Index
TIPS Home