Main Content
Mortgage-Backed Securities
Mortgage pass-through cash flows, CMO instrument pricing
A mortgage-backed security (MBS) is a type of asset-backed security that is secured by a mortgage, or more commonly a “pool” of mortgages. This toolbox provides functionality to price, compute sensitivity, calculate cash flow, and perform prepayment analysis for an MBS ("pass-through”) and a collateralized mortgage obligation (CMO).
Categories
- Mortgage Pass-Through
Determine cash flows, convexity, and duration for mortgage pools, compute option-adjusted spreads, and model prepayment speeds
- Collateralized Mortgage Obligations
Cash flow generation, pricing, and sensitivity analysis for CMO
You can also select a web site from the following list
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)
Asia Pacific
- Australia (English)
- India (English)
- New Zealand (English)
- 中国
- 日本Japanese (日本語)
- 한국Korean (한국어)