Plutus Analytics
Better Analytics for Risk Management
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MBS
Single Security
Multiple Securities
Past Results
Custom SCurve
Single Security
Multiple Securities
Past Results
Whole Loan
Single Security
Multiple Securities
Past Results
CMO
Sequential
Single Security
Multiple Securities
Past Results
Custom SCurve
Single Security
Multiple Securities
Past Results
PAC
IO
IIO
CMBS
Other ABS
Model Performance
Research
Prepayment Model
CMO Sequential
Term Structure Model
Stochastic Vol
Shifted Log-normal Stochastic Vol
Discounting
Treasury
SOFR
Valuation Date
Settlement Date
Coupon (%)
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Given price, solve for OAS
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Given OAS, solve for price
OAS
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OAD
OAC
WAL
Sprd Dur
ZV Spread
Vol Up 10
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