Mortgage backed security - calculate the next survival factor - PSA
Introduced in release: 1.0 Component: US MBS Purpose:
Given a survival factor and assuming the CPR prepayment method calculate the survival factor for the next period.
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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