www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/BenchmarkDefaultRePerformBaOfMExample.m

    %% Compute the Benchmark Default Rates on the Performing Balance of Mortgage-Backed Securities Per PSA Benchmark Speed
% This example shows how to compute the benchmark default rates on the performing balance of mortgage-backed securities per PSA benchmark speed, given a
% mortgage-backed security with annual speed set at the PSA default benchmark.
%%

% Copyright 2015 The MathWorks, Inc.

DefaultSpeed = 100;

[ADRPSA, MDRPSA] = psaspeed2default(DefaultSpeed)