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- 2011-7-11
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- 2014-8-4
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This is the stuff that is "must know"
CPR is an annual rate
100PSA is standard - at 100PSA, CPR=.2% per month for up to 30 months. After 30 months CPR increases to 6% per month until maturity
And these are the calculations:
CPR for month 20 will be 20*.002=.04 this is 100PSA for month 20
200 PSA would be 2*.04=.08 |
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发表于 2011-7-13 16:42
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