MortgageRate-class: An S4 class whose slots are functions used to propogate the...

Description Slots

Description

An S4 class whose slots are functions used to propogate the mortgage rate used to motivate the prepayment model

Slots

yr30

A function defining the 30-year mortgage rate as a function of the 2- and 10-year swap rate

yr15

A function defining the 15-year mortgage rate as a function of the 2- and 10-year swap rate


glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.