Model a mortgage-backed security

(Application of CFEVAL)
2.6K Downloads
Updated 4 Apr 2016

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CFEVALDEMO2 illustrates how CFEVAL (available from FEX) can be used to model a mortgage, a mortgage passthrough, or a collateralized mortgage obligation.
To run the code, you will need to download the FEX submissions listed in 'Acknowledgements' section below.

Cite As

Dimitri Shvorob (2024). Model a mortgage-backed security (https://www.mathworks.com/matlabcentral/fileexchange/16570-model-a-mortgage-backed-security), MATLAB Central File Exchange. Retrieved .

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

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cfevaldemo2/html/

Version Published Release Notes
1.0.0.0

BSD
cosmetic revision