Mortgage backed security - calculates the current age PSA as a CPR
Introduced in release: 1.0 Component: US MBS Purpose:
Calculates a Constant Prepayment Rate for the given age, using the Public Securities Association model.
Results:
The result is returned as the value of the function, 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.
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