Whole Loan with Default
Users can use their own SCurve and default curve to price whole loans with credit risk. In addition to pass through, users are also able to price mortgage derivatives, i.e. IO, PO or MSR.
Users can use their own SCurve and default curve to price whole loans with credit risk. In addition to pass through, users are also able to price mortgage derivatives, i.e. IO, PO or MSR.