1 Q - Fixed Income - 【CFA学习交流讨论】 - CFA论坛

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发表于 2011-7-13 15:23 | 显示全部帖子

March:

Prepayment = SMM * (Balance - Scheduled Principal) = 0.003 * (250m - 3m) = 0.741m

April:

Opening Balance = 250m - 3m - 0.741m = 246.259m

Prepayment = 0.003 * (246.259m - 3m) = 0.729m

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