| Price, Yield, Duration and WAL -- fixed rate mortgages |
 |
| mbsai |
accrued interest |
| mbscf |
generates table of payment components and factors |
| mbsdur |
modified duration |
| mbseconv |
effective convexity |
| mbsedur |
effective duration |
| mbsfact |
remaining balance (factor) for remaining term n |
| mbsint |
coupon interest component of nth monthly payment |
| mbsisp |
implied speed |
| mbspr |
price given yield, speed and speed type |
| mbspre |
prepayment component of nth monthly payment |
| mbssp |
implied CPR, PSA or FHA speed given price and yield |
| mbssprin |
scheduled principal component of nth monthly payment |
| mbstpay |
total monthly payment size |
| mbstprin |
total principal component, scheduled amortization plus prepayment of nth monthly payment |
| mbswal |
weighted average life |
| mbsyld |
cash flow yield given price, speed and speed type |
| mbszpr* |
price given Z-spread |
| mbszspread* |
Z-spread |
| *in beta test |
