Calculating Historical CPR

There is a newer post that replaces the amortization schedule to calculate historic PSA with a UDF: http://pistulka.com/Other/?p=2964   Back in December of 2014 I wrote a post and Excel spreadsheet called Reverse Engineering Constant Prepayment Rate (CPR). I called it that because instead of giving a CPR to a model, we could do the reverse and calculate the […]