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From: Philippe H. <phi...@ex...> - 2020-10-20 13:16:38
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Are there any 3rd party analytics vendors specialized in MBS? In particular, I'd be interested in both cash flow modeling and OAS, the latter requiring a stochastic rate model. For a number of reasons, I'd like such a vendor to be somehow compatible with QL although it's not 100% clear what that even means, short of being based on QL an open source, which probably doesn't exist. Philippe Hatstadt -- Brokerage services offered through Exos Securities LLC, member of SIPC <http://www.sipc.org/> / FINRA <http://www.finra.org/>. For important disclosures, click here <https://www.exosfinancial.com/disclosures>. |