Compute psa benchmarked prepayment metrics in matlab

The following Matlab project contains the source code and Matlab examples used for compute psa benchmarked prepayment metrics. Functions CPRPSA and SMMPSA compute PSA-benchmarked conditional prepayment and single month mortality rates.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
cprpsa.m 705
mgpmt.m 573
smmpsa.m 737