Best Loan Amortization Calculators
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Tools for computing amortization schedules with variable interest rates are quite uncommon as opposed to those for computing their fixed interest-rate counterpart.This code (hopefully) helps filling the gap. It is an .m file functionally written as: [Amorout,T,Ratio] =...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): Amortization schedule with variable interest rates Download |
The code is explained in the article: Okunev, Pavel, "Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model" (July 1, 2005). http://ssrn.com/abstract=758505 This implements one factor Gaussian model. [pd]=pdgs(L,w,p,LL,N) L =...
Platforms: Matlab
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