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CUSIP - Term Structure Model is required.
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CUSIP - CUSIP is required.
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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
MBS
Term Structure Model
Stochastic Vol
Shifted Log-normal Stochastic Vol
Discounting
Treasury
SOFR
CUSIP
Load
MBS Type
UMBS30
GN30
UMBS15
GN15
ARM
Valuation Date
Settlement Date
Term Structure Model is required.
MBS Attributes
Coupon (%)
WAC
WALA
WAM
Loan Size
FICO
LTV
MBS ARM Attributes
Coupon Margin (%)
WAC Margin (%)
Initial Fixed Rate Period (Month)
Reset Period (Month)
Percentage
Purchase(%)
Refi(%)
Investor(%)
Vacation(%)
Primary Residence(%)
1 Unit(%)
Multi Units(%)
TPO(%)
State Percentage
NY(%)
FL(%)
TX(%)
CA(%)
Shocks to the Yield Curve (Optional)
Add Shocks
Select analytics to calculate
MBS
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)
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