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

    %% Compute the Prepayment and Mortality Rates
% This example shows how to compute the prepayment and mortality rates,
% given a mortgage-backed security with annual speed set at the PSA default benchmark.
%%

% Copyright 2015 The MathWorks, Inc.

PSASpeed = [100 200];
 
[CPRPSA, SMMPSA]= psaspeed2rate(PSASpeed);

% view the plot of the output
psaspeed2rate(PSASpeed)