首页 > 中量百晓生 > 百科分类 > Bonds-债券 > Zero Prepayment Assumption
共收录词条 12302
Zero Prepayment Assumption
词条创建者: 中国量化投资网 创建时间: 2013-3-29 阅览次数: 1696
分享:

The supposition that scheduled principal and interest will be paid off with no installments. This is typically done as a means of providing a benchmark to gauge other, more complex assumptions. By determining what a product or service will cost without financing, individuals or companies can better budget their resources and plan for future expenditures and/or revenue growth.

Prepayment assumptions are critical in valuing mortgage-backed securities with various models making assumptions about prepayment patterns under various interest rate changes. Thus, having an established standard can be helpful in determining the fair value of such investments.

 

下一篇:Zero-Coupon Bond
上一篇:Z-Tranche
相关词条:
您可能还会想了解这些词:
词条内容仅供参考,如果您需要解决具体问题
建议您咨询相关领域专业人士。