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  • reitsbyziggy reitsbyziggy Mar 25, 2010 3:06 PM Flag

    Graff's downside - part 1 of 2

    Thanks for these numbers. Can I get these numbers somewhere? I presume the average life is lower than 100 divided by the CPR because of monthly principal amortization. I also want to be able to look up MBS market prices and swap rates to learn. Thanks again.

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