I appreciate your comments.

It’s always good to hear from people that have found my posts helpful.

God Bless

Don

This is great and very helpful – highly appreciated! Please would you share the VBA password ? – I will like to understand how the cash-flow is computed.

Many thanks

Ihedi

Seasonality and Burnout came from a firm that had experience with historical data. Seasoning and Base Factor are more arbitrary. The numbers I used is not really the point of the model. The point is to show how one might create a model that could be more precise, under certain conditions, than a simple CPR or PSA. The numbers can be whatever your experience with your portfolio tells you.

Don ]]>

Thanks in anticipation. ]]>

God bless

Don ]]>

I checked out your calculator for converting yields based on semi annual interest payments to yields based on monthly interest payments and found it to be very helpful. Thank you for all you do to help people like me to utilize Excel to solve problems. You are a true master at Financial Modelling.

GP ]]>

Spot rates are usually calculated on Treasury securities because they have maturities from 4-weeks out to 30-years. Typically, you need rates all along the curve to calculate spot rates. If you are asking to convert a semiannual rate to a monthly rate, you can use the calculator attached to this post:

http://pistulka.com/Other/?p=803

Don ]]>

Your models are awesome! Thank you for all the great insights. Would you be able to give me some guidance on how to use your excel formula to calculate the spot rate for a loan that pays interest monthly instead of semi annually? Any help would be greatly appreciated đź™‚

GP ]]>

I am having some medical issues at present, but I will take a look at it in a few weeks.

Don

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