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mbs_pool_ppr

mbs_pool_ppr (routine)

Mortgage backed security pool - 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 for a pool of MBS

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.

Last Mod Date: 04/04/1990© 2001 TIPS, Inc.Doc Version: 5.0