a. Build an Excel spreadsheet that calculates the fraction of a 360-month pool that prepays each month

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a. Build an Excel spreadsheet that calculates the fraction of a 360-month pool that prepays each month of the pool’s life for any PSA speed. Make sure that you are getting good calculations by checking several months for PSAs of 0, 100, and 400.

b. Calculate the scheduled amortization for the pool and the monthly interest payments.

c. Graph the total principal payments, total interest payments and their sum.

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 30, 2024 01:02 AM

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a. Build an Excel spreadsheet that calculates the fraction of a 360-month pool that prepays each month

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Introduction To Fixed Income Analytics

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