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- 2011-7-11
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- 2013-9-9
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I dont have the book in front, but CPR for MBS is .2% increase for each of the first 30 months, then 6% after. Where did those numbers come from?
Once you have the CPR, you can calculate SMM = 1-(1-CPR*PSA)^(1/12). |
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发表于 2013-4-3 03:09
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