Path-dependent Prepayment Function

To be able to apply path-dependent prepayment functions in the valuation model we have implemented an augmented state-space approach.


This feature is currently available through the function rw_TSCalcBondPD.

This approach allows us to use Pool- or BurnOut factors in the prepayment function. This figure illustrates the OAValue as a function of parallel shifts in the yield curve using the new approach compared to just keeping the pool-factor constant. Also the price found by keeping the OAS constant is included.



More information regarding the method can be found in:
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup