MBS Functions
Highlights


Mortgaged-Backed Security Functions
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


Adjustable Rate Mortgage Functions
THIsetarm Specify an ARM structure
THIarmai Accrued interest
THIarmcf Computes amortization and outputs the cashflows
THIarmdm Discount Margin
THIarmdur Modified duration
THIarmfact Factor at the end of the nth flow
THIarmpr Price given yield
THIarmpre Prepayment component of the nth flow
THIarmsprin Scheduled principal component of the nth flow
THIarmtpay Nth total flow
THIarmtprin Total principal portion of the nth flow
THIarmwal Weighted average life
THIarmyld Mortgage (cash flow) yield