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Functions CPRPSA and SMMPSA compute PSA-benchmarked conditional prepayment and single month mortality rates.
Cite As
Dimitri Shvorob (2026). Compute PSA-benchmarked prepayment metrics (https://ch.mathworks.com/matlabcentral/fileexchange/16537-compute-psa-benchmarked-prepayment-metrics), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: All Purpose Mortgage Calculator including mortgage schedule, Mortgage
Inspired: Model a mortgage-backed security
General Information
- Version 1.0.0.0 (1.54 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 | BSD |
