Mortgage backed security - calculate "N" month's SMM, CPR, and % PSA
Introduced in release: 1.0 Component: US MBS Purpose:
Calculates the SMM, CPR, and % PSA for any number of months period, given the starting and ending pool factors
Results:
The SMM, CPR and % PSA are returned in 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.
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