Model a mortgage-backed security
Updated 4 Apr 2016
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.
Dimitri Shvorob (2023). Model a mortgage-backed security (https://www.mathworks.com/matlabcentral/fileexchange/16570-model-a-mortgage-backed-security), MATLAB Central File Exchange. Retrieved .
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Inspired by: Evaluate debt instrument's cash flows, Compute PSA-benchmarked prepayment metrics
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