Model a mortgage-backed security

(Application of CFEVAL)
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 (, MATLAB Central File Exchange. Retrieved .

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

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Version Published Release Notes

cosmetic revision