10.7.9.1 Prepayment Methodologies and Rules
You can use any of the following five methods in a Prepayment rule to model the prepayment behavior of instruments:
- Constant Prepayment method
- Prepayment Model method
- PSA method
- Arctangent method
- ADCo Prepayment method
Note:
For more information on the ADCo Prepayment method, see ADCo Prepayment Method.