大同學(xué)
2020-08-13 09:27SMM = Prepayment for month / (Beginning mortgage balance for month - scheduled principal repayment for month) An SMM of 10% implies that 10% of a pool's beginning-of-month outstanding balance, less scheduled payments, will be prepaid during the month. 老師,這兩句話怎么理解?謝謝!
所屬:CFA Level I > Fixed Income 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
Danyi助教
2020-08-13 11:04
該回答已被題主采納
同學(xué)你好,
這一段首先是說了SMM的公式:SMM=月提前還款/(月初抵押余額-當(dāng)月計(jì)劃還本)
然后說SMM=10%的意思是:10%的資金池月初未償余額將在當(dāng)月預(yù)付。SMM他表示的是月提前還款率的意思
