Whole Loan with Default - Prepayment S curve, Mortgage default risk

Term Structure Model

Discounting

MBS Type

Valuation Date

Settlement Date

WAC

Servicing

WALA

WAM

Upload SCurve

Choose file... Here is the instruction on how to specify the SCurve. A sample file can be downloaded.

Upload Default Ramp

Choose file... A sample file can be downloaded.

Severity

Shocks to the Yield Curve (Optional)

Select analytics to calculate

Whole Loan

IO

PO

Given price, solve for OAS

Price

Given OAS, solve for price

OAS

Select All

OAD

OAC

WAL

Sprd Dur

Life CPR

ZV Spread

Vol Up 10

Yield (Constant Price)