| Mortgaged-Backed Security Functions |
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| THImbsai |
Accrued interest |
| THImbscf |
Computes amortization and outputs the cashflows |
| THImbscpr |
Constant repayment rate |
| THImbsdur |
Modified duration |
| THImbseconv |
Effective convexity |
| THImbsedur |
Effective duration |
| THImbssfact |
Factor at the end of the nth flow |
| THImbsint |
Interest component of the nth flow |
| THImbsisp |
Implied speed between two periods |
| THImbspr |
Price given yield |
| THImbspre |
Prepayment component of the nth flow |
| THImbssmm |
Single monthly mortality |
| THImbssp |
Implied speed given price and yield |
| THImbssprin |
Scheduled principal component of the nth flow |
| THImbstpay |
Nth total flow |
| THImbstprin |
Total principal component of the nth flow |
| THImbswal |
Weighted average life |
| THImbsyld |
Mortgage (cash flow) yield |
| THImbszpr |
Price given Z-spread |
| THImbszspread |
Z-spread given price |
| THImbsver |
Return mbs module version information |