MBS with Your Own SCurve - MBS Prepayment Dial, MBS Prepayment S Curve, Customized Prepayment Model

Term Structure Model

Discounting

CUSIP

Load

MBS Type

Valuation Date

Settlement Date

WAC

Coupon (%)

WALA

WAM

Upload SCurve

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

Shocks to the Yield Curve (Optional)

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)