Andrew Davidson & Co. Inc., New York, and Compass Analytics LLC, San Francisco, have announced the integration of the Andrew Davidson prepayment model for mortgage-backed securities into Compass's mortgage analytics system, CompassPoint.The two companies' customers will now have access to the MBS prepayment model through CompassPoint for derivation of option-adjusted durations and mortgage cash flow valuation and analysis. The integration "will significantly augment Compass's mortgage valuation and trading analytics designed to seamlessly integrate the valuation process from mapping of loan data through whole-loan or structured whole-loan cash flow valuations," said Rob Kessel, managing partner of Compass Analytics. The companies can be found online at http://www.ad-co.com and http://www.compass-analytics.com.

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