I'm trying to determine the best way to calculate the future price of MBSs by pass through. That is, I am putting together a cash flow model where NP loans (mortgages) are purchased (sub par and par) and subsequently sold at a premium. The estimated time to getting them in an RPL state is something like 6 months. Hence the objective would be to estimate TBA prices at T+6. Any thoughts on best practices for doing this? Thanks
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