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Collateralized Mortgage Obligations

Cash flow generation, pricing and sensitivity analysis for CMO

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For information about CMO functions, see the CMO Workflow.

Functions

cmoseqcf Generate cash flows for sequential collateralized mortgage obligation (CMO)
cmoschedcf Generate cash flows for scheduled collateralized mortgage obligation (CMO) using PAC or TAC model
cmosched Generate principal balance schedule for planned amortization class (PAC) or targeted amortization class (TAC) bond
mbscfamounts Cash flow and time mapping for mortgage pool
cfspread Compute spread over yield curve for cash flow
cfprice Compute price for cash flow given yield to maturity
cfyield Compute yield to maturity for cash flow given price

Examples and How To

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