API Status: Operational
Fixed Income API
Professional-grade fixed income calculations and MBS pricing - all via simple REST endpoints.
<100ms
Avg Response
REST
JSON API
24/7
Availability
Protected API
Sign in with your API key to view documentation
Capabilities
MBS/Pool Pricing
MUDC model for calculating price, yield, and WAL given prepayment assumptions and pool characteristics.
Open Calculator →Conversions
CPR/SMM prepay conversions and Decimal/Ticks price conversions with standard bond math formulas.
Open Converter →Leverage Calculator
Calculate levered spread and yield given repo advance rates, financing costs, and asset spreads.
Open Calculator →RESTful Design
Clean JSON responses and straightforward authentication via API key.
Endpoints
GET
/convert/cpr/{value}
CPR to SMM conversion
GET
/convert/smm/{value}
SMM to CPR conversion
POST
/leverage
Calculate levered spread & yield
POST
/mudc
MBS price/yield/WAL calculation
Quick Start
Request
curl
# MUDC Pricing curl -X POST https://fiapplab.com/mudc \ -H "Content-Type: application/json" \ -H "X-API-Key: YOUR_KEY" \ -d '{ "gwac": 5.5, "sfee": 25, "wam": 240, "cpr": 15, "anchor_type": "yield", "anchor_value": 5.5 }'
Response
json
{
"input": {
"gwac_pct": 5.5,
"net_coupon_pct": 5.25,
"cpr_pct": 15
},
"output": {
"price": 98.9181,
"yield_bey_pct": 5.5,
"wal_years": 4.82
}
}