Re: mortgage bond
Posted by Mike@SFE on May 06, 2011; 7:02pm
URL: http://quantlib.414.s1.nabble.com/mortgage-bond-tp12877p12882.html
Does anyone know if an OAS framework for mortgage product has been developed in QuanLib?
<quote author="Nathan Abbott">
Btw, if anybody is interested in residential prepayments/OAS calculations
and willing to implement that or is working on that, please contact me and
we can hopefully coordinate. Please note however that we have limited
(almost zero) expertise on that subject.