|
- UID
- 218002
- 帖子
- 222
- 主题
- 129
- 注册时间
- 2011-5-25
- 最后登录
- 2012-9-12
|
| I will cpk, I just want to know if my initial understanding is correct. Specifically, is it correct to say if the speed is above 3xPSA you will get that much in prepayments, and your schedule of principal repayments will be shorter in duration? The support tranches take the hit if the speed is within 90-300PSA, if not you take the hit. |
|
发表于 2011-7-11 19:53
|