PPC.Ramp: A function to calculate the PPC ramp

In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities

Description

A standard generic function for the calculation of the PPC ramp

Usage

PPC.Ramp(
  season.period = numeric(),
  begin.cpr = numeric(),
  end.cpr = numeric(),
  period = numeric()
)

Arguments

season.period	A numeric value the time to the peak PPC ramp
begin.cpr	A numeric value the starting CPR value
end.cpr	A numeric value the ending CPR value
period	A numeric value the current period (months from start date)

Examples

PPC.Ramp(season.period = 30, begin.cpr = .002, end.cpr = .06, period = 30) 

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