www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/WeightedAverageLifeMortgagePoolExample.m
%% Determine the Weighted Average Life of a Mortgage Pool % This example shows how to determine the weighted average life of a % mortgage pool, given a pass-through security with the following % characteristics. %% % Copyright 2015 The MathWorks, Inc. Settle = datenum('15-Apr-2002'); Maturity = datenum('1 Jan 2030'); IssueDate = datenum('1-Jan-2000'); GrossRate = 0.08125; CouponRate = 0.075; Delay = 14; Speed = 100; WAL = mbswal(Settle, Maturity, IssueDate, GrossRate, ... CouponRate, Delay, Speed)