Main category
Economics (General Management)
Abstract
With respect to a closed commercial mortgage certificate, the transfer coupon rate is defined as an annualized, monthly compounded interest rate, such that the fair value of the closed mortgage certificate, from Treasury’s point of view, is par. The model calculates the transfer coupon rate for forward starting, closed Canadian commercial mortgage certificates.
Further reading
https://ia904709.us.archive.org/16/items/mortgageTransferCoupon/mortgageTransferCoupon.pdf
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