文件名称:CMO-cashflow-analysis
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CMO是一种基于住房抵押债券而衍生出的金融工具，不计违约风险，其风险主要源于利率风险。该代码通过蒙特卡洛模拟，计算CMO产品的最适价格。-CMO is a kind of financial tool derived the collateral mortgage securities.This series of codes will analyze the pricing process by the perspective of interest rate risk.
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下载文件列表
CMO现金流分析
.............\ABCDcf.m
.............\CMO_VAR.m
.............\CMO_VAR2.m
.............\CMO_linprog.m
.............\CMO_notes.m
.............\CMO_temp1.m
.............\CMO_weight.mat
.............\CMOcf.m
.............\CMOcf2.m
.............\CMOdeleteNaN.m
.............\FRM_CMO.m
.............\PAC_p.mat
.............\PACcf.m
.............\calDur.m
.............\cal_PSA.m
.............\rateTerm.m
.............\shicuo.m
.............\国债数据.xlsx