Conventional
Fannie/Freddie 30- and 15-year fixed. The full channel decomposition: turnover, refi, equity take-out, curtailment.
Octant Analytics
Octant Analytics builds quantitative models for fixed-income investors. The first is the Octant Prepay Model (OPM): a structural, loan-level prepayment and credit suite covering seven agency and government mortgage products, fitted on billions of loan-months, decomposing each CPR into the channels that drive it. The forecaster on this page is a live demonstration — enter a loan and see the model’s output under your own scenario.
Read the OPM whitepaper — methodology, data & validation →
See the validation report — predicted vs actual speeds, every month on record →
A 6-digit code is sent to your address to verify it. After the first sign-in you may set a password and skip the code on future visits.
One email, one 6-digit code. The address is used only to know who has been evaluating the tool.
$300,000 30-year, 24 months seasoned, 80 LTV, 740 FICO, Purchase, Primary, national blend — run from 2026-06 at each book’s own current market rate, no rate shock, 5-year horizon.
The same loan run through all six models.
This is OPM's own output for the loan described above, produced by the same engine the tool runs — no smoothing, no illustrative numbers. Sign in and the first thing you can do is change the loan.
Model build v89.87_nopiwband · fha_v1.25 · va_v2.19 · usda_v1.10 · arm_v2.4 · arm_gov_v1.0 · sample computed 2026-09-14.
Inside OPM: six fitted models, not one model with six switches
Each book is fitted on its own data with its own channels and its own era behaviour. A VA IRRRL does not prepay like a USDA loan, and neither of them prepays like a conventional 30-year.
Fannie/Freddie 30- and 15-year fixed. The full channel decomposition: turnover, refi, equity take-out, curtailment.
Ginnie FHA, with the MIP ledger, the streamline channel and the distressed-sale path.
Ginnie VA, with the IRRRL S-curve and the shoulder behaviour that makes VA the fastest book in the market.
GN USDA — a small book that behaves like nothing else, and is usually modelled as if it were FHA.
Conventional hybrid ARMs on the reset clock: teaser, first reset, and the floater behaviour after it.
Ginnie FHA/VA hybrids under the real 1/1/5 contract — the only forecast here whose coupon actually resets.
Not a single CPR number — the four (or five) channels that sum to it, for every month of the horizon. This is what a single-number vendor curve cannot provide.
The same loan at −200 through +200 basis points, run over its whole remaining life, showing where the S-curve bends for that specific loan rather than for a cohort average.
Rate path, housing activity, HPA and refi capacity are all yours to set. The factor paths are shown, so you can see what the scenario did to the answer.
Every month, every channel, exported to your own spreadsheet.