The analysis of mortgage (MBS) and asset backed securities (ABS) is complex. The valuation framework requires the investor to develop interest rate, prepayment, and cash flow models. The valaution framework views MBS and ABS cash flow as a series of zero coupon bonds. BondLab is an R package providing a suite of software utilities for the analysis and valuation of Mortgage and Asset Backed securities.
|Author||Glenn Schultz, CFA|
|Maintainer||Glenn Schultz <[email protected]>|
|Package repository||View on GitHub|
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