Compute PSA-benchmarked prepayment metrics

(CPR and SMM)
Updated 4 Apr 2016

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Functions CPRPSA and SMMPSA compute PSA-benchmarked conditional prepayment and single month mortality rates.

Cite As

Dimitri Shvorob (2024). Compute PSA-benchmarked prepayment metrics (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2006a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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