问题如下:
A pool consists of three mortgages:
1. USD 100,000 mortgage with 330 months to maturity and a 4% rate
2. USD 200,000 mortgage with 310 months to maturity and a 5% rate
3. USD 300,000 mortgage with 290 months to maturity and a 6% rate
Calculate the WAC and WAM.
解释:
WAC is
100/600×4%+200/600×5%+300/600×6% = 5.33%
WAL (months) is
100/600×330+200/600×310+300/600×290 = 303.33