Appendix 1: Notation
Part of the Guide to Terminology and Calculations for Mortgage-Backed Securities.
Appendix 2: Old Annualizing Formula
Part of the Guide to Terminology and Calculations for Mortgage-Backed Securities.
Appendix 3: Appropriateness of PPR and LQR
Part of the Guide to Terminology and Calculations for Mortgage-Backed Securities.
Appendix 4: Penalty Interest Payments in PCBOND
Part of the Guide to Terminology and Calculations for Mortgage-Backed Securities.
Calculating MBS Cash Flows
Part of the Guide to Terminology and Calculations for Mortgage-Backed Securities.
Calculating Prepayment Rates
Part of the Guide to Terminology and Calculations for Mortgage-Backed Securities.
Miscellaneous Formulas
Part of the Guide to Terminology and Calculations for Mortgage-Backed Securities.
Price Calculations
Part of the Guide to Terminology and Calculations for Mortgage-Backed Securities.
Risk Measures
Part of the Guide to Terminology and Calculations for Mortgage-Backed Securities.
Total Prepayment (UPP)
Part of the Guide to Terminology and Calculations for Mortgage-Backed Securities.
Tranche Payments
Part of the Guide to Terminology and Calculations for Mortgage-Backed Securities.
This reference guide by Roger D. Quick is courtesy of ScotiaMcLeod.