ModelToCPR-class: An S4 class to hold CPRLife value
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
The CPRLife value is the CPR which equates the MBS yield to maturity to that
of the prepayment model
Slots
CPRLifeThe CPR which ties the MBS yield to maturity to that of the
prepayment vector yield to maturity
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description
The CPRLife value is the CPR which equates the MBS yield to maturity to that of the prepayment model
Slots
CPRLifeThe CPR which ties the MBS yield to maturity to that of the prepayment vector yield to maturity
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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