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%% Determine the Mortgage-Backed Security Price Using a Customized |PrePaytMatrix| %% % This example shows how to determine the mortgage-backed security price, % given a mortgage-backed security, and |PrePaytMatrix| with the following % characteristics: Yield = 0.0725; Settle = datenum('15-Apr-2002'); Maturity = datenum('1 Jan 2030'); IssueDate = datenum('1-Jan-2000'); GrossRate = 0.08125; PrepayMatrix = 0.005*ones(360,1); [Price AccrInt] = mbsprice(Yield, Settle, Maturity, IssueDate,... GrossRate, PrepayMatrix)