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)