Compute PSA-benchmarked prepayment metrics

(CPR and SMM)

You are now following this Submission

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 .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0

BSD