| Accrued | A standard generic function to access the slot Accrued |
| Accrued-BondCashFlows-method | Method to get Accrued from S4 class BondCashFlows |
| Accrued-MortgageCashFlow-method | Method to extract Accrued from S4 class MortgageCashFlow |
| ActFactor | Act/Act day count |
| ActualFactor | Actual/Actual day count |
| AddMonths | Principal payment dates |
| AmortizationTerm | A standard generic function to access the slot... |
| AmortizationTerm-MBSDetails-method | Method to extract the slot Amortization Term from the class... |
| AmortizationType | A standard generic function to access the slot... |
| AmortizationType-MBSDetails-method | Method to extract the slot AmortizationType from the class... |
| BalloonDate | A standard generic function to access the slot BalloonDate |
| BalloonDate-MBSDetails-method | Method to extract the slot BalloonDate from the class... |
| BalloonPmt | A standard generic function to access the slot BalloonPmt |
| BalloonPmt-MBSDetails-method | Method to extract the slot BalloonPmt from the class... |
| BeginningBal | A standard generic function to access the slot BeginningBal |
| BeginningBal-MortgageCashFlow-method | Method to extract the PrepaidPrin from class MortgageCashFlow |
| BenchMark | A standard generic function to access BenchMark |
| BenchMark-CurveSpreads-method | BenchMark (Pricing) |
| BillCashFlows | Bill Cash Flow engine for a standard discount bill |
| BillCashFlows-class | An S4 class representing standared bill cash flows |
| BillDetails | BillDetails |
| BillDetails-class | An S4 class representing the cusip detail of a discount bill |
| BillPriceToYield | Price to Yield bill |
| BillType | A standard generic function to get the BillType |
| BillType-BillDetails-method | Method to extract BillType from an S4 class of type... |
| BillYieldToPrice | Yield To Price bill |
| Bond | query sql lite UST Bond cusip database |
| BondBasis | A standard generic function to access the slot BondBasis |
| BondBasis-BillDetails-method | Method to extract BondBasis of the S4 class of type... |
| BondBasis-BondDetails-method | Method to extract the slot BondBasis from S4 class of type... |
| BondBasisConversion | Bond Basis (day count) conventions |
| BondBasis-MBSDetails-method | Method to extract the slot BondBasis from the class... |
| BondCashFlows | Bond cash flow engine for standard non-callable |
| BondCashFlows-class | An S4 class representing standard bond cash flows |
| BondDetails | BondDetails |
| BondDetails-class | An S4 class representing the cusip detail of the a standard... |
| BondEffectiveConvexity | A function to compute effective convexity |
| BondEffectiveDuration | A function to compute effective duration |
| BondEffectiveMeasure | A function to compute effective duration and convexity |
| BondLab-package | A package for the analysis of Mortgage and Asset Backed... |
| BondLabRating | A standard generic function to access the slot BondLab |
| BondLabRating-BillDetails-method | Method to extract BondLab rating from S4 class of type... |
| BondLabRating-BondDetails-method | Method to extract BondLab rating from S4 class of type... |
| BondLabRating-MBSDetails-method | Method to extract the slot BondLab from the class MBSDetails |
| BondLabSetUp | Setup function for the R package BondLab to create the needed... |
| bondprice | Determine the price a bond on the interest payment date |
| BondReturn-class | Bond Total Return Metrics |
| BondScenario | BondScenario function |
| BondScenario-class | BondScenario class |
| BondTermStructure | A function to calculate a bond key rate duration |
| BondTermStructure-class | An S4 class representing the bond term structure exposure |
| BondType | A standard generic function to access the slot BondType |
| BondType-BondDetails-method | Method to extract BondType from an S4 class of type... |
| BondType-MBSDetails-method | Method to extract the slot BondType from the class MBSDetails |
| Bterm | Hull White B term |
| BurnOut | A standard generic function to access the slot Burnout |
| BurnOut-MBSDetails-method | Mehthod to extract the slot Burnout from the class MBSDetails |
| Callable | A standard generic function to get the slot Callable |
| Callable-BondDetails-method | Method to extract the slot Callable from S4 class of type... |
| CashFlowBill | Bond Lab function to cash flow a discount bill. |
| CashFlowBond | Bond Lab function to cash flow a bond |
| CashFlowEngine | Bond Lab function the residential mortgage cash flow engine |
| CDR.To.MDR | A function to convert the CDR to a single monthly mortality... |
| Convexity | A standard generic function to access the slot Convexity |
| Convexity-BillCashFlows-method | Method to get Convexity from S4 class BillCashFlows |
| Convexity-BondCashFlows-method | Method to get Convexity from S4 class BondCashFlows |
| Convexity-MortgageCashFlow-method | Method to extract Convexity from S4 class MortgageCashFlow |
| Coupon | A standard generic function to access the slot Coupon |
| CouponBasis | A standard generic function to get the slot CouponBasis |
| CouponBasis-CouponTypes-method | A method to extract CouponBasis from the slot of CouponTypes |
| CouponBasis-set | A standard generic function ot set the slot CouponBasis |
| CouponBasis-set-CouponTypes-method | A method to set CouponBasis in the slot of CouponTypes |
| Coupon-BondDetails-method | Method to extract Coupon from an S4 class of type BondDetails |
| Coupon-BondTermStructure-method | Coupon |
| CouponDecimal | A standard generic function to get the slot CouponDecimal |
| CouponDecimal-CouponTypes-method | A method to extract CouponDecimal from object CouponTypes |
| CouponDecimal-set | A standard generic function to set the slot CouponDecimal |
| CouponDecimal-set-CouponTypes-method | A method to set CouponDecimal in the slot of CouponTypes |
| CouponDecimalString | A standard generic function to get the slot... |
| CouponDecimalString-CouponTypes-method | A method to extract CouponDecimalString from the object... |
| CouponDecimalString-set | A standard generic functon to set the slot... |
| CouponDecimalString-set-CouponTypes-method | A method to set CouponDecimalString in the slot of... |
| CouponIncome | CouponIncome generic |
| CouponIncome-BondReturn-method | CouponIncome method, class BondReturn |
| CouponIncome-MortgageReturn-method | CouponIncome method, class MortgageReturn |
| Coupon-MBSDetails-method | Method to extract the slot Coupon from the class MBSDetails |
| Coupon-MortgageOAS-method | A Method to access the slot Coupon |
| Coupon-MortgageTermStructure-method | Coupon |
| CouponPmt | A standard generic function to get the slot CouponPmt |
| CouponPmt-BondCashFlows-method | Method to get CouponPmt from S4 class BondCashFlows |
| CouponTypes | CouponTypes is a constructor function for the CouponTypes... |
| CouponTypes-class | An S4 class representing the bond coupon |
| CPRLife | A standard generic to access the CPRLife slot of class... |
| CPRLife-ModelToCPR-method | A method to extract Life CPR from S4 class |
| CPR.To.SMM | A function to convert the CPR to a single monthly mortality... |
| CreateCashFlowMatrix | CreateCashFlowMatrix |
| CreateMaturitiesMatrix | CreateMaturitiesMatrix |
| CurrentBal | A standard generic function to access the slot CurrentBal |
| CurrentBal-MBSDetails-method | Method to extract the slot CurrentBal from the class... |
| CurrentBal-set | A standard generic function to replace the slot CurrentBal |
| CurrentBal-set-MBSDetails-method | Method to replace the slot CurrentBal from the class... |
| CurveSpreads | Compute Curve Spreads |
| CurveSpreads-class | CurveSpreads |
| Cusip | A standard generic function to access the slot Cusip |
| Cusip-BillDetails-method | Method to extract Cusip from an S4 class of type BillDetails |
| Cusip-BondDetails-method | Method to extract Cusip from an S4 class of type BondDetails |
| Cusip-BondTermStructure-method | Cusip |
| Cusip-MBSDetails-method | Method to extract the slot Cusip from the class MBSDetails |
| Cusip-MortgageOAS-method | A method to access the slot cusip |
| Cusip-MortgageTermStructure-method | Cusip |
| DatedDate | A standard generic function to access the slot DatedDate |
| DatedDate-BillDetails-method | Method to extract DatedDate from an S4 class of type... |
| DatedDate-BondDetails-method | Method to extract DatedDate from an S4 class of type... |
| DatedDate-MBSDetails-method | Method to extract the slot DatedDate from the class... |
| DecimalSet | Set Decimal Length |
| DefaultedPrin | A standard generic function to access the slot DefaultedPrin |
| DefaultedPrin-MortgageCashFlow-method | Method to extract the Defaulted Principal from class... |
| Discount | A standard generic to get the slot Discount |
| DiscountBasis | A standard generic to get the slot DisocuntBasis |
| DiscountBasis-DiscountTypes-method | A method to extract the slot DiscountBasis from the object... |
| DiscountBasis-set | A standard generic to set the slot DiscountBasis |
| DiscountBasis-set-DiscountTypes-method | A method to set the slot DiscountBasis in the object... |
| Discount-BillCashFlows-method | Method to get discount from S4 class BillCashFlows |
| DiscountDecimal | A standard generic to get the slot DiscountDecimal |
| DiscountDecimal-DiscountTypes-method | A method to extract the slot DiscountDecimal from the object... |
| DiscountDecimal-set | A standard generic to set the slot DiscountDecimal |
| DiscountDecimal-set-DiscountTypes-method | A method to set the slot DiscountDecimal in the object... |
| DiscountDecimalString | A standard generic to get the slot DiscountDecimalString |
| DiscountDecimalString-DiscountTypes-method | A method to extract the slot DiscountDecimalString from the... |
| DiscountDecimalString-set | A standard generic to set the slot DiscountDecimalString |
| DiscountDecimalString-set-DiscountTypes-method | A method to set the slot DiscountDecimalString from the... |
| DiscountTypes | DiscountTypes is the constructor function for the... |
| DiscountTypes-class | An S4 class representing the discount rate applied to bill... |
| DiscRate | A generic function to access the slot DiscRate |
| DiscRate-set | A generic function to replace the slot DiscRate |
| DiscRate-set-TermStructure-method | Method to replace DiscRate from the class TermStructure |
| DiscRate-TermStructure-method | Method to extract DiscRate from the class TermStructure |
| DollarRoll | Dollar Roll Calculates the one-month Dollar Roll |
| EffConvexity | A standard generic function to access the slot EffConvexity |
| EffConvexity-BondTermStructure-method | A method to get EffConvexity from the class BondTermStructure |
| EffConvexity-MortgageEffectiveMeasures-method | A method to extract the EffConvexity from class... |
| EffConvexity-MortgageTermStructure-method | Method to extract EffConvexity from S4 class |
| EffDuration | A standard generic function to access the slot EffDuration |
| EffDuration-BondTermStructure-method | A method to get EffDuration from the class BondTermStructure |
| EffDuration-MortgageEffectiveMeasures-method | A method to extract the EffDuration from class... |
| EffDuration-MortgageTermStructure-method | Method to extract EffDuration from S4 class |
| EndingBalance | A standard generic function to access the slot EndingBalance |
| EndingBalance-MortgageCashFlow-method | Method to extract the Ending Balance from class... |
| EstimYTM | A function to estimate the yield to maturity of a standard... |
| FinalPmtDate | A standard generic function to access the slot FinalPmtDate |
| FinalPmtDate-MBSDetails-method | Method to extract the slot FinalPmtDate from the class... |
| FinalPmtDate-PrepaymentModel-method | A method to extract FinalPmtDate from S4 class... |
| FirstPmtDate | A standard generic function to access the slot FirstPmtDate |
| FirstPmtDate-MBSDetails-method | Method to extract the slot FirstPmtDate from the class... |
| FirstPmtDate-PrepaymentModel-method | A method to extract FirstPmtDate from S4 class... |
| FirstPrinPaymentDate | A standard generic function to access the slot... |
| FirstPrinPaymentDate-MBSDetails-method | Method to extract the slot FirstPrinPaymentDate from the... |
| ForwardDate | A generic function to access the slot Date in class... |
| ForwardDate-set | A generic function to replace the slot Date in class... |
| ForwardDate-set-TermStructure-method | Method to replace Date in the class TermStructure |
| ForwardDate-TermStructure-method | Method to extract Date from the class TermStructure |
| ForwardRate | A generic function to access the slot ForwardRate |
| Forward.Rate | A function to calculate forward rates |
| ForwardRate-set | A generic function to replace the ForwardRate in class... |
| ForwardRate-set-TermStructure-method | Method to replace ForwardRate in the class TermStructure |
| ForwardRate-TermStructure-method | Method to extract ForwardRate from the class TermStructure |
| Frequency | A standard generic function to access the slot Frequency |
| Frequency-BondDetails-method | Method to extract the slot Frequency from S4 class of type... |
| Frequency-MBSDetails-method | Method to extract the slot Frequency from the class... |
| GFeeBasis | A standard generic function to get the value of the slot... |
| GFeeBasis-GFeeTypes-method | A method to get the slot GFeeBasis in the object GFeeTypes |
| GFeeBasis-set | A standard generic function to set the value of the slot... |
| GFeeBasis-set-GFeeTypes-method | A method to set the value of the slot GFeeBasis in the object... |
| GFeeDecimal | A standard generic function to get the slot GFeeDecimal |
| GFeeDecimal-GFeeTypes-method | A method to get the slot GFeeDecimal from the object... |
| GFeeDecimal-set | A standard generic function to set the value of the slot... |
| GFeeDecimal-set-GFeeTypes-method | A method to set the slot GFeeDecimal in the object GFeeTypes |
| GFeeDecimalString | A standard generic functon to get the slot GFeeDecimalString |
| GFeeDecimalString-GFeeTypes-method | A method to get the slot GFeeDecimalString in the object... |
| GFeeDecimalString-set | A standard generic function to set the slot GFeeDecimalString |
| GFeeDecimalString-set-GFeeTypes-method | A method to set the value of the slot GFeeDecimalString in... |
| GFeePremium | A standard generic function to access the slot of GFeePremium |
| GFeePremium-MBSDetails-method | Method to extract the slot GFee from the class MBSDetails |
| GFeePremium-MortgageCashFlow-method | Method to extract the GFeePremium from the class... |
| GFeeTypes | GFeeTypes is a constructor function for the class GFeeTypes |
| GFeeTypes-class | An S4 class representing GFee (guarantee fee) GFeeTypes |
| GWac | A standard generic function to access the slot GWac |
| GWacBasis | A standard generic function to get the slot GWacBasis |
| GWacBasis-GWacTypes-method | A method to get the value of GWacBasis slot in the object... |
| GWacBasis-set | A standard generic function to set the slot GwacBasis |
| GWacBasis-set-GWacTypes-method | A method to set the value of GWacBasis slot in the object... |
| GWacDecimal | A standard generic function to get the slot GWacDecimal |
| GWacDecimal-GWacTypes-method | A method to get GWacDecimal from the object GWacTypes |
| GWacDecimal-set | A standard generic function to set the value of slot... |
| GWacDecimal-set-GWacTypes-method | A method to set the vlaue of GWacDecimal slot in the object... |
| GWacDecimalString | A standard generic function to get the slot GWacDecimalString |
| GWacDecimalString-GWacTypes-method | A method to get the value of the slot GWacDecimalString slot... |
| GWacDecimalString-set | A standard generic function to set the slot GWacDecimalString |
| GWacDecimalString-set-GWacTypes-method | A method to set the value of GWacDecimalString slot in the... |
| GWac-MBSDetails-method | Method to extract the slot GWac from the class MBSDetails |
| GWacTypes | GWacTypes is a constructor function for the GwacTypes class |
| GWacTypes-class | An S4 class representing the borrower Gwac borrower (note... |
| HorizonCurrBal | HorizonCurrBal generic |
| HorizonCurrBal-BondReturn-method | HorizonCurrBal method, class BondReturn |
| HorizonCurrBal-MortgageReturn-method | HorizonCurrBal method, class MortgageReturn |
| HorizonCurve | A standard generic function to access the HorizonCurve slot... |
| HorizonCurve-ScenarioCurve-method | Horizon Curve the Scenario Horizon Curve |
| HorizonCurveShift | a constructor function of the class HorizonCurve |
| HorizonMos | HorizonMos generic |
| HorizonMos-BondReturn-method | HorizonMos method, class BondReturn |
| HorizonMos-MortgageReturn-method | HorizonMos method, class MortgageReturn |
| HorizonPrice | HorizonPrice generic |
| HorizonPrice-BondReturn-method | HorizonPrice method, class BondReturn |
| HorizonPrice-MortgageReturn-method | HorizonPrice method, class MortgageReturn |
| HorizonReturn | HorizonPrice generic |
| HorizonReturn-BondReturn-method | HorizonReturn method, class BondReturn |
| HorizonReturn-MortgageReturn-method | HorizonReturn method, class MortgageReturn |
| HorizonTermStrc | A standard generic function to access the HorizonCurve slot... |
| HorizonTermStrc-ScenarioCurve-method | HorizonTermStruc the Scenario Horizon Term Structure... |
| HullWhite | The single factor Hull White Model used to simulate the short... |
| ID | A standard generic function to access the slot ID |
| ID-BillDetails-method | Method to extract ID from an S4 class of type BillDetail |
| ID-BondDetails-method | Method to extract ID from an S4 class of type BondDetails |
| ID-MBSDetails-method | Method to extract the slot ID from the class MBSDetails |
| Incentive | A standard generic function to access the slot Incentive |
| Incentive-PrepaymentModel-method | A method to extract Incentive from S4 class PrepaymentModel |
| Index | A standard generic function to access the slot Index |
| Index-MBSDetails-method | Method to extract the slot Index from the class MBS Details |
| InitialInterest | A standard generic function to access the slot... |
| InitialInterest-MBSDetails-method | Method to extract the slot InitialInterest from the class... |
| InterestOnlyPeriod | A standard generic function to access the slot... |
| InterestOnlyPeriod-MBSDetails-method | Method to extract the slot InterestOnlyPeriod from the class... |
| is.leapyear | Is leap year |
| IssueDate | A standard generic function to access the slot IssueDate |
| IssueDate-BillDetails-method | Method to extract IssueDate from an S4 class of type... |
| IssueDate-BondDetails-method | Method to extract IssueDate from an S4 class of type... |
| IssueDate-MBSDetails-method | Method to extract the slot IssueDate from the class... |
| IssueDiscountRate | A standard generic function to get the IssueDiscount Rate |
| IssueDiscountRate-BillDetails-method | Method to extract IssueDiscountRate from an S4 class of type... |
| Issuer | A generic function to access the slot Issuer |
| Issuer-BillDetails-method | Method to extract BillType from an S4 class of type... |
| Issuer-BondDetails-method | Method to extract Issuer from an S4 class of type BondDetails |
| Issuer-BondTermStructure-method | Issuer |
| Issuer-MBSDetails-method | Method to extreact the slot Issuer from the class MBSDetails |
| Issuer-MortgageOAS-method | A method to access the slot Issuer |
| Issuer-MortgageTermStructure-method | Issuer |
| KeyRateConvexity | A standard generic function to access the slot... |
| KeyRateConvexity-BondTermStructure-method | A method to get KeyRateConvexity from the class... |
| KeyRateConvexity-MortgageTermStructure-method | Method to extract the KeyRateConvexity from S4 class |
| KeyRateDuration | A standard generic function to access the slot... |
| KeyRateDuration-BondTermStructure-method | A method to get KeyRateDuration from the class... |
| KeyRateDuration-MortgageTermStructure-method | Method to extract the KeyRateDuration from S4 class |
| KeyRateTenor | A standard generic function to access the slot KeyRateTenor |
| KeyRateTenor-BondTermStructure-method | A method to get KeyRateTenor from the class BondTermStructure |
| KeyRateTenor-MortgageTermStructure-method | Method to get the KeyRateTenor from S4 class |
| LastandNextPmtDate | function to determine the last and next payment date of a... |
| LastPmtDate | A standard generic function to access the slot LastPmtDate |
| LastPmtDate-BondDetails-method | Method to extract LastPmtDate from an S4 class of type... |
| LastPmtDate-MBSDetails-method | Method to extract the slot LastPmtDate from the class... |
| LastPmtDate-PrepaymentModel-method | A method to extract LastPmtDate from S4 class PrepaymentModel |
| LastPmtDate-set | A standard generic function to replace the slot LastPmtDate |
| LastPmtDate-set-BondDetails-method | Method to replace the slot LastPmtDate from class BondDetails |
| LastPmtDate-set-MBSDetails-method | Method to replace slot LastPmtDate from in class MBSDetails |
| LoanAge | A standard generic function to access the slot LoanAge |
| LoanAge-PrepaymentModel-method | A method to extract LoanAge from S4 class PrepaymentModel |
| LossAmount | A standard generic function to access the slot LossAmount |
| LossAmount-MortgageCashFlow-method | Method to extract the Defaulted Principal from class... |
| Margin | A standard generic function to access the slot Margin |
| Margin-MBSDetails-method | Method to extract the slot Margin from the class MBSDetails |
| Maturity | A standard generic function to access the slot Maturity |
| Maturity-BillDetails-method | Method to extract MaturityDate from an S4 class of type... |
| Maturity-BondDetails-method | Method to extract Maturity from an S4 class of type... |
| Maturity-MBSDetails-method | Method to extract the slot Maturity from the class MBSDetails |
| MBS | query sql lite MBS cusip database |
| MBSDetails | MBSDetails |
| MBSDetails-class | An S4 class to represent a mortgage pass-through security |
| MBSFactor | A standard generic function to access the slot MBSFactor |
| MBSFactor-MBSDetails-method | Method to extract the slot MBSFactor from the class... |
| MBSFactor-set | A standard generic function to replace the slot MBSFactor |
| MBSFactor-set-MBSDetails-method | Method to replace the slot MBSFactor from the class... |
| MDR | A standard generic function to access the slot MDR |
| MDR-PrepaymentModel-method | A method to extract MDR from S4 class PrepaymentModel |
| MDR-set | A standard generic function to replace the value of the slot... |
| MDR-set-PrepaymentModel-method | A method to replace the MDR value in the class... |
| ModDuration | A standard generic function to access the slot ModDuration |
| ModDuration-BillCashFlows-method | Method to get modified duration from S4 class BillCashFlows |
| ModDuration-BondCashFlows-method | Method to get ModDuration from S4 class BondCashFlows |
| ModDuration-MortgageCashFlow-method | Method to extract Modified Duration from S4 class... |
| Model | A standard generic function to access the slot Model |
| Model-MBSDetails-method | Method to extract the slot Model from the class MBSDetails |
| ModelToCPR | Converts a mortgage prepayment model vector to a CPR measure |
| ModelToCPR-class | An S4 class to hold CPRLife value |
| ModelTune | A connection function to read the PrepaymentModel model... |
| MonthlyInterest | A generic function to access the slot MonthlyInterest |
| MonthlyInterest-MortgageCashFlow-method | Method to extract the MonthlyInterest from class... |
| MonthlyPmt | A standard generic function to access the slot MonthlyPmt |
| MonthlyPmt-MortgageCashFlow-method | Method to extract the MonthlyPmt from class MortgageCashFlow |
| MoodyRating | A standard generic function to access the slot Moody |
| MoodyRating-BillDetails-method | Method to extract Moody rating from S4 class of type... |
| MoodyRating-BondDetails-method | Method to extract Moody rating from S4 class of type... |
| MoodyRating-MBSDetails-method | Method to extract the slot Moody from the class MBSDetails |
| MortgageCashFlow | A function to compute the cash flow of a pool of securitized... |
| MortgageCashFlow-class | An S4 class MortgageCashFlow containing cashflow data for a... |
| MortgageEffectiveMeasures | A function to calculate mortgage effective duration and... |
| MortgageEffectiveMeasures-class | An S4 class MortgageEffectiveMeasures |
| Mortgage.Monthly.Payment | A function to calculate the monthly payment of a mortgage |
| MortgageOAS-class | mortgage oas class |
| MortgageRate | A constructor function for the class Mortgage Rate |
| MortgageRate-class | An S4 class whose slots are functions used to propogate the... |
| MortgageReturn-class | MortgageReturn class |
| MortgageScenario | Mortgage Scenario Analysis |
| MortgageScenario-class | MortgageScenario class |
| MortgageTermStructure-class | An S4 class MortgageTermStructure |
| MtgRateFwd | A standard generic function to access the slot MtgRateFwd |
| MtgRateFwd-PrepaymentModel-method | A method to extract MtgRateFwd from S4 class PrepaymentModel |
| MtgTermStructure | A function to calculate mortgage key rate duration and... |
| Name | A standard generic to access the slot Name |
| Name-Scenario-method | Scenario Name |
| NextPmtDate | A standard generic function to access the slot NextPmtDate |
| NextPmtDate-BondDetails-method | Method extract the slot NextPmtDate from class BondDetails |
| NextPmtDate-MBSDetails-method | Method to extract the slot NextPmtDate from the class... |
| NextPmtDate-set | A standard generic function to replace the slot NextPmtDate |
| NextPmtDate-set-BondDetails-method | Method to replace the slot NextPmtDate from class BondDetails |
| NextPmtDate-set-MBSDetails-method | Method to extract the slot NextPmtDate from the class... |
| NoteRate | A standard generic function to access the slot NoteRate |
| NoteRate-PrepaymentModel-method | A method to extract NoteRate from S4 class PrepaymentModel |
| OAC | A standard generic to access the slot OAC |
| OAC-MortgageOAS-method | A Method to access the slot OAC |
| OAD | A standard generic to access the slot OAD |
| OAD-MortgageOAS-method | A Method to access the slot OAD |
| OAS | A standard generic to access the slot OAS |
| OAS-MortgageOAS-method | A Method to access the slot OAS |
| OfferAmount | A standard generic function to get the par amount isssued... |
| OfferAmount-BillDetails-method | Method to extract OfferAmount from an S4 class of type... |
| OfferAmount-BondDetails-method | Method to get OfferAmount from an S4 class of type... |
| OriginalBal | A standard generic function to access the slot OriginalBal |
| OriginalBal-MBSDetails-method | Method to extract the slot OriginalBal from the class... |
| OrigLoanBal | A standard generic function to access the slot OrigLoanBal |
| OrigLoanBal-MBSDetails-method | Method to extract the slot OrigLoanBal from the class... |
| OrigLTV | A standard generic function to access the slot OrigLTV |
| OrigLTV-MBSDetails-method | Method to extract the slot OrigLTV from the class MBSDetails |
| PassThroughInterest | A generic function to access the slot PassThroughInterest |
| PassThroughInterest-MortgageCashFlow-method | Method to extract the PassThroughInterest from class... |
| PaymentDate | A function to determine bond payment date |
| PaymentDelay | A standard generic function to access the slot PaymentDelay |
| PaymentDelay-MBSDetails-method | Method to extract the slot PaymentDelay from the class... |
| Period | A standard generic function to access the slot Period |
| Period-BillCashFlows-method | Method to get Period from S4 class BillCashFlows |
| Period-BondCashFlows-method | Method to get Period from S4 class BondCashFlows |
| Period-MortgageCashFlow-method | Method to extract Period from S4 class MortgageCashFlow |
| Period-PrepaymentModel-method | A method to extract Period from S4 class PrepaymentModel |
| Period-set | a generic function to replace the slot Period |
| Period-set-TermStructure-method | Method to replace Period in S4 class TermStructure |
| Period-TermStructure-method | Method to extract Period from S4 class TermStructure |
| plotkrc | Plot Key Rate Convexity |
| plotkrc-MortgageTermStructure-method | Plot Mortgage Key Rate Convexity |
| plotkrd | Plot Key Rate Duration |
| plotkrd-MortgageTermStructure-method | Plot Mortgage Key Rate Duration |
| PlotOAS | generic function to plot OAS |
| PMI | A standard generic function to access the slot PMI |
| PMIBasis | A standard generic function to acees the slot PMIBasis |
| PMIBasis-PMITypes-method | A method to get the slot PMIBasis from the object PMITypes |
| PMIBasis-set | A standard generic function to set the value of the slot... |
| PMIBasis-set-PMITypes-method | A method to set the value of the slot PMIBasis in the object... |
| PMIDecimal | A standard generic function to get the slot PMIDecimal |
| PMIDecimal-PMITypes-method | A method to get the slot PMIDecimal from the object PMITypes |
| PMIDecimal-set | A standard generic function to set the value of the slot... |
| PMIDecimal-set-PMITypes-method | A method to set the value of the slot PMIBasis in the object... |
| PMIDecimalString | A standard generic function to get the slot PMIDecimalString |
| PMIDecimalString-PMITypes-method | A method to get the slot PMIDecimalString from the object... |
| PMIDecimalString-set | A standard generic function to set the value of the slot... |
| PMIDecimalString-set-PMITypes-method | A method to set the value of the slot PMIDecimalString in the... |
| PMI-MBSDetails-method | Method to extract the slot PMI from the class MBSDetails |
| PMIPremium | A standard generic function to access the slot of PMIPremium |
| PMIPremium-MortgageCashFlow-method | Method to extract the PMIPremium from the class... |
| PMITypes | PMITypes is a constructor function for the PMITypes class |
| PMITypes-class | An S4 class representing PMI (primary mortgage insurance)... |
| PmtDate | A standard generic function to access the slot PmtDate |
| PmtDate-BillCashFlows-method | Method to get PmtDate from S4 class BillCashFlows |
| PmtDate-BondCashFlows-method | Method to get PmtDate from S4 class BondCashFlows |
| PmtDate-MortgageCashFlow-method | Method to extract PmtDate from S4 class MortgageCashFlow |
| PmtDate-PrepaymentModel-method | A method to extract PmtDate from S4 class PrepaymentModel |
| PPCEnd | A standard generic function to access the slot PPCEnd |
| PPCEnd-PrepaymentModel-method | A method to extract PPCEnd from S4 class PrepaymentModel |
| PPC.Ramp | A function to calculate the PPC ramp |
| PPCSeasoning | A standard generic function to access the slot PPCSeasoning |
| PPCSeasoning-PrepaymentModel-method | A method to extract PPCSeasoning from S4 class... |
| PPCStart | A standard generic function to access the slot PPCstart |
| PPCStart-PrepaymentModel-method | A method to extract PPCStart from S4 class PrepaymentModel |
| PrepaidPrin | A generic function to access to the slot PrepaidPrin |
| PrepaidPrin-MortgageCashFlow-method | Method to extract Prepaid Principal from class... |
| PrepaidPrinReceived | PrepaidPrinReceived generic |
| PrepaidPrinReceived-MortgageReturn-method | PrepaidPrinReceived method, class MortgageReturn |
| PrepaymentAssumption | A standard generic function to access the slot... |
| PrepaymentAssumption-PrepaymentModel-method | A method to extact PrepaymentAssumption from S4 class... |
| PrepaymentModel | A contstructor function for the PrepaymentModel object |
| PrepaymentModel-class | A S4 Class prepayment vectors which are passed to cash flow... |
| PrepaymentScenario | A generic function to access the slot PrepaymentScenario |
| PrepaymentScenario-PriceYieldScenarioSet-method | A method to extract the PrepaymentScenario from class... |
| PrepaymentType | A generic functon to access the slot PrepaymentType |
| PrepaymentType-PriceYieldScenarioSet-method | A method to extract the PrepaymentType from class... |
| Price | A standard generic function to access the slot Price |
| Price32nds | A standard generic function to get the slot Price32nds |
| Price32nds-PriceTypes-method | A method to extract Price32nds from slot of class PriceTypes |
| Price32nds-set | A standard generic function to set the slot Price32nds |
| Price32nds-set-PriceTypes-method | A method to set Price32nds in slot of class PriceTypes |
| PriceBasis | A standard generic to get the slot PriceBasis |
| PriceBasis-PriceTypes-method | A method to extract PriceBasis from slot of class PriceTypres |
| PriceBasis-set | A standard generic to set the slot PriceBasis |
| PriceBasis-set-PriceTypes-method | a method to set PriceBasis from slot of class PriceTypes |
| Price-BillCashFlows-method | Method to get price from S4 class BillCashFlows |
| Price-BondCashFlows-method | Method to get Price from S4 class |
| PriceDecimal | A standard generic function get the slot PriceDecimal |
| PriceDecimal-PriceTypes-method | A method to extract PriceDecimal from slot of class... |
| PriceDecimal-set | A standard generic function to set the slot PriceDecimal |
| PriceDecimal-set-PriceTypes-method | A method to set PriceDecimal in slot of class PriceTypes |
| PriceDecimalString | A standard generic to get the slot PriceDecimalString |
| PriceDecimalString-PriceTypes-method | A method to extract PriceDecimalString from slot of class... |
| PriceDecimalString-set | A standard generic to set the slot PriceDecimalString |
| PriceDecimalString-set-PriceTypes-method | A method to set PriceDecimalString from slot of class... |
| Price-MortgageCashFlow-method | Method to extract Price from S4 class MortgageCashFlow |
| PriceTypes | PriceTypes is a constructor function for the class PriceTypes |
| PriceTypes-class | An S4 class representating bond price |
| PriceYieldScenario | generic function to access both slots of PrepaymentScenario |
| PriceYieldScenario-PriceYieldScenarioSet-method | A method to extract a Price/Yield Scenario Pair |
| PriceYieldScenarioSet | A function to convert Price Yield data to class... |
| PriceYieldScenarioSet-class | An S4 class PassThroughScenarios |
| PrincipalOutstanding | A standard generic function to get the slot... |
| PrincipalOutstanding-BillCashFlows-method | Method to get Principal outstanding from S4 class... |
| PrincipalOutstanding-BondCashFlows-method | Method to get PrincipalOutstanding from S4 class... |
| PrincipalPmtDate | A function to report the first and last principal payment... |
| PrincipalReceived | PrincipalReceived generic |
| PrincipalReceived-BondReturn-method | PrincipalReceived method, class BondReturn |
| ProjectMortgageRate | ProjectMortgage Rate |
| Putable | A standard generic function to get the slot Putable |
| Putable-BondDetails-method | Method to extract the slot Putable from S4 class of type... |
| RDMEFactor | A read connection to RDME folder |
| ReadRAID | A connection function to read the RAID information |
| RecoveredAmount | A standard generic function to access the slot... |
| RecoveredAmount-MortgageCashFlow-method | Method to extract the Recovered Amount from class... |
| ReinvestmentIncome | ReinvestmentIncome generic |
| ReinvestmentIncome-BondReturn-method | ReinvestmentIncome method, class BondReturn |
| ReinvestmentIncome-MortgageReturn-method | ReinvestmentIncome method, class MortgageReturn |
| Remain.Balance | A function to compute the remaining balance of a mortgage |
| REMICDeal | A read connection function to the REMICData folder |
| REMICGroupConn | A connection function to the groups folder |
| REMICSchedules | A connection function to the REMICSchedules Data calls REMIC... |
| REMICWaterFall | A connection function to the REMICWaterFall source script |
| SATO | A standard generic function to access the slot SATO |
| SATO-MBSDetails-method | Method to extract the slot SATO from the class MBSDetails |
| SaveCollGroup | A connection functon to the Groups folder |
| SaveRAID | A connection function to save the RAID information |
| SaveRDME | A save connection to the RDME folder |
| SaveREMIC | A save connection to the REMICData folder |
| SaveScenario | A save connection function to the interest rate scenario data... |
| SaveSchedules | A connection function to the schedules folder |
| SaveTranche | A connection function to save Tranche Details information |
| SaveTranches | A connection function used to assemble the deal tranches as a... |
| Scenario | A constructor function of the class Scenario |
| ScenarioCall | A read connection function to the interest rate scenario data... |
| Scenario-class | An S4 class Scenario |
| ScenarioCurve-class | an S4 class Horizon Curve |
| ScenarioFormula | A standard generic to access the slot Formula |
| ScenarioFormula-Scenario-method | A Method to extract the scenario formula from an S4 class... |
| ScenarioHorizonMos | A standard generic function to access the HorizonCurve slot... |
| ScenarioHorizonMos-ScenarioCurve-method | HorizonMos method, class ScenarioReturn |
| Sched.Prin | A function to calculate the scheduled principal of mortgage |
| ScheduledPrin | A generic function to access the slot ScheduledPrin |
| ScheduledPrin-MortgageCashFlow-method | Method to extract the ScheduledPrin from class... |
| ScheduledPrinReceived | ScheduledPrincipalReceived generic |
| ScheduledPrinReceived-MortgageReturn-method | ScheduledPrinReceived method, class MortgageReturn |
| Sector | A standard generic function to access the slot Sector |
| Sector-BillDetails-method | Method to extract BillType from an S4 class of type... |
| Sector-BondDetails-method | Method to extract Sector from an S4 class of type BondDetails |
| Sector-MBSDetails-method | Method to extract the slot Sector from the class MBSDetails |
| Servicing | A standard generic function to access the slot BalloonPmt |
| ServicingFeeBasis | A standard generic function to get the value of the slot... |
| ServicingFeeBasis-ServicingFeeTypes-method | A method to get the slot ServicingFeeBasis from the object... |
| ServicingFeeBasis-set | A standard generic function to set the value of the slot... |
| ServicingFeeBasis-set-ServicingFeeTypes-method | A method to set the slot ServicingFeeBasis in object... |
| ServicingFeeDecimal | A standard generic function to get the slot... |
| ServicingFeeDecimal-ServicingFeeTypes-method | A method to get the slot ServicingFeeDecimal from the object... |
| ServicingFeeDecimal-set | A standard generic function to set the value of the slot... |
| ServicingFeeDecimal-set-ServicingFeeTypes-method | A method to set the slot ServicingFeeBasis in the object... |
| ServicingFeeDecimalString | A standard generic function to get the value of the slot... |
| ServicingFeeDecimalString-ServicingFeeTypes-method | A method to get the slot ServicingFeeDecimalString from the... |
| ServicingFeeDecimalString-set | A standard generic function to set the value of the slot... |
| ServicingFeeDecimalString-set-ServicingFeeTypes-method | A method to set the slot ServicingFeeDecimalString in the... |
| ServicingFeeTypes | ServicingFeeTypes is constructor function for the... |
| ServicingFeeTypes-class | An S4 class representing ServicingFee Types |
| ServicingIncome | A standard generic function to access the slot of... |
| ServicingIncome-MortgageCashFlow-method | Method to extract the Servicing Income from the class... |
| Servicing-MBSDetails-method | Method to extract the slot Servicing from the class... |
| Severity | A standard generic function to access the slot Severity |
| Severity-PrepaymentModel-method | A method to extract Severity from class PrepaymentModel |
| Shiftbps | A standard generic to access the slot Shiftbps |
| Shiftbps-Scenario-method | A Method to extract Shiftbps from an S4 class Scenario |
| ShiftType | A standard generic to access the slot ShiftType |
| ShiftType-Scenario-method | A Method to extract ShiftType from an S4 class Scenario |
| SinkingFund | A standard generic function to get the slot SinkingFund |
| SinkingFund-BondDetails-method | Method to extract the slot SinkingFund from S4 class of type... |
| SMM | A standard generic function to access the slot SMM |
| SMM-PrepaymentModel-method | A method to extract SMM from S4 class PrepaymentModel |
| SMM-set | A standard generic function to replace the values of the slot... |
| SMM-set-PrepaymentModel-method | A method to replace SMM value in the class PrepaymentModel |
| SMM.To.CPR | Convert the single monthly mortality rate SMM to CPR |
| SMMVector.To.CPR | A function to convert a time series of SMM to CPR |
| SolveSpotSpread | A function to solve for the spread to the spot rate curve |
| SplitFloaterInverse | Split Bond to Floater Inverse Floater |
| SpotRate | A generic function to access the slot SpotRate in class... |
| SpotRate-set | A generic function to replace slot SpotRate |
| SpotRate-set-TermStructure-method | Method to replace SpotRate in the class TermStructure |
| SpotRate-TermStructure-method | Method to extract SpotRate from the class TermStructure |
| SPRating | A standard generic function to access the slot SP |
| SPRating-BillDetails-method | Method to extract S&P rating from S4 class of type... |
| SPRating-BondDetails-method | Method to extract SP rating from S4 class of type BondDetails |
| SPRating-MBSDetails-method | Method to extract the slot SP from the class MBSDetails |
| SpreadBasis | A standard generic function to get the slot SpreadBasis |
| SpreadBasis-set | A standard generic function to set the value of the slot... |
| SpreadBasis-set-SpreadTypes-method | A method to set the value of the slot SpreadBasisString of... |
| SpreadBasis-SpreadTypes-method | A method to get the value of the slot SpreadBasisString from... |
| SpreadDecimal | A standard generic function to get the slot SpreadDecimal |
| SpreadDecimal-set | A standard generic function to set the value of the slot... |
| SpreadDecimal-set-SpreadTypes-method | A method to set the value of the slot SpreadDecimalBasis of... |
| SpreadDecimal-SpreadTypes-method | A method to get the value of the slot SpreadDecimal from the... |
| SpreadDecimalString | A standard generic function to get the slot... |
| SpreadDecimalString-set | A standard generic function to set the value of the slot... |
| SpreadDecimalString-set-SpreadTypes-method | A method to set the value of the slot SpreadDecimalString of... |
| SpreadDecimalString-SpreadTypes-method | A method to get the value of the slot SpreadDecimalString... |
| Spreads | A standard generic to access the slot Spreads |
| Spreads-MortgageOAS-method | A Method to access the slot Spreads |
| SpreadToBenchmark | A standard generic function to access SpreadToBenchmark |
| SpreadToBenchmark-CurveSpreads-method | Spread To Benchmark |
| SpreadToCurve | A standard generic function to access SpreadToCurve |
| SpreadToCurve-CurveSpreads-method | Spread To curve |
| SpreadToPriceBond | Spread to Price Bond |
| SpreadToPriceMBS | Spread To Price MBS |
| SpreadTypes | SpreadTypes is a constructor function for the class... |
| SpreadTypes-class | A S4 class representing SpreadTypes (Spread the the Curve) |
| StartCurve | A standard generic function to access the HorizonCurve slot... |
| StartCurve-ScenarioCurve-method | Start Curve the Scenario Starting Curve |
| StartTermStrc | A standard generic function to access the HorizonCurve slot... |
| StartTermStrc-ScenarioCurve-method | StartTermStruc the Scenario Start Term Structure Assumption |
| SubtractMonths | A function to subtract months to a date |
| TenYearForward | A generic function to access the slot TenYearForward in class... |
| TenYearForward-set | A generic function to replace the slot TenYearForward in... |
| TenYearForward-set-TermStructure-method | Method to replace the TenYearForward in the class... |
| TenYearForward-TermStructure-method | Method to extract the TenYearForward from the class... |
| Term | A standard generic function to access the slot Term |
| Term-BondTermStructure-method | Maturity |
| Term-MBSDetails-method | Method to extract the slot Term from the class MBSDetails |
| Term-MortgageOAS-method | A Method to access the slot Term |
| Term-MortgageTermStructure-method | Term |
| TermStructure | The TermStructure constructor function it is a wrapper... |
| TermStructure-class | An S4 class the term structure data needed to price bonds |
| TimePeriod | A standard generic function to access the slot TimePeriod |
| TimePeriod-BillCashFlows-method | Method to get TimePeriod from S4 class BillCashFlows |
| TimePeriod-BondCashFlows-method | Method to get TimePeriod from S4 class BondCashFlows |
| TimePeriod-MortgageCashFlow-method | Method to extract the TimePeriod from class MortgageCashFlow |
| TimePeriod-set | A standard generic function to replace the slot TimePeriod |
| TimePeriod-set-TermStructure-method | Method to replace TimePeriod in the class TermStructure |
| TimePeriod-TermStructure-method | Method to get TimePeriod in the class TermStructure |
| TimeValue | A function to compute the time value of money A standard... |
| TotalCashFlow | A standard generic function to access the slot of... |
| TotalCashFlow-BillCashFlows-method | Method to get TotalCashFlows from S4 class BillCashFlows |
| TotalCashFlow-BondCashFlows-method | Method to get TotalCashFlow from S4 class BondCashFlows |
| TotalCashFlow-MortgageCashFlow-method | Method to extract the TotalCashFlow from the class... |
| TradeDate | A generic function to access the slot TradeDate |
| TradeDate-set | A generic function to replace the slot TradeDate |
| TradeDate-set-TermStructure-method | Method to replace TradeDate in class TermStructure |
| TradeDate-TermStructure-method | Method to extract TradeDate from the class TermStructure |
| TwoYearForward | A generic function to access the slot TwoYearForward in class... |
| TwoYearForward-set | A generic function to replace the slot TwoYearForward in... |
| TwoYearForward-set-TermStructure-method | Method to replace the TwoYearForward in the class... |
| TwoYearForward-TermStructure-method | Method to extract the TwoYearForward from the class... |
| Type | A standard generic to access the slot Type |
| Type-Scenario-method | A Method to extract scenario type from an S4 class Scenario |
| Underwriter | A generic function to access the slot Underwriter |
| Underwriter-BillDetails-method | Method to extract BillType from an S4 class of type... |
| Underwriter-BondDetails-method | Method to extract Underwriter from an S$ class of type... |
| Underwriter-MBSDetails-method | Method to extract the slot Underwriter from the class... |
| ValidPriceYieldScenarioSet | A function to test the validity of PriceYieldScenarioSet... |
| WAL | A standard generic function to access the slot WAL |
| WALA | A standard generic function to access the slot WALA |
| WALA-MBSDetails-method | Method to extract the slot WALA from the class MBSDetails |
| WALA-set | A standard generic function to replace the slot WALA |
| WALA-set-MBSDetails-method | Method to replace the slot WALA in the class MBSDetails |
| WAL-BillCashFlows-method | Method to get WAL from S4 class BillCashFlows |
| WAL-BondCashFlows-method | Method to get WAL from S4 class |
| WAL-MortgageCashFlow-method | Method to extract WAL from S4 class MortgageCashFlow |
| WAM | A standard generic function to access the slot WAM |
| WAM-MBSDetails-method | Method to extract the slot WAM from the class MBSDetails |
| WAM-set | A standard generic function to replace the slot WAM |
| WAM-set-MBSDetails-method | Method to replace the slot WAM in the class MBSDetails |
| YieldBasis | A standard generic function to get the slot YieldBasis |
| YieldBasis-set | A standard generic function set the value in the slot... |
| YieldBasis-set-YieldTypes-method | A method to set the value of the slot YieldBasis |
| YieldBasis-YieldTypes-method | A method to extract the slot YieldBasis from the class... |
| YieldDecimal | A standard generic function to get the slot YieldDecimal |
| YieldDecimal-set | A standard generic function to set the value in the slot... |
| YieldDecimal-set-YieldTypes-method | A method to set the vlaue in the slot YieldDecimal |
| YieldDecimalString | A standard generic function to get the slot... |
| YieldDecimalString-set | A standard generic function to set the value in the slot... |
| YieldDecimalString-set-YieldTypes-method | A method to set the slot YieldDecimalstring from the class... |
| YieldDecimalString-YieldTypes-method | A method to extract the slot YieldDecimalString from the... |
| YieldDecimal-YieldTypes-method | A method to extract the slot YieldDecimal from the class... |
| YieldToMaturity | A standard generic function to access the slot... |
| YieldToMaturity-BillCashFlows-method | Method to get YieldToMaturity from S4 class |
| YieldToMaturity-BondCashFlows-method | Method to get YieldToMaturity from S4 class BondCashFlows |
| YieldToMaturity-MortgageCashFlow-method | Method to extract YieldToMaturity from S4 class... |
| YieldTypes | YieldTypes is the constructor function for the class... |
| YieldTypes-class | A S4 class representing yield to maturity |
| ZeroBondPrice | Zero Bond price |
| ZeroVolSpread | A standard generic function to access ZeroVol Spread |
| ZeroVolSpread-CurveSpreads-method | Zero Volatility Spread |
| ZeroVolSpread-MortgageOAS-method | A Method to access the slot ZeroVolSpread |
| ZVSpreadToPriceBond | ZV Spread to Price Bond |
| ZVSpreadToPriceMBS | ZV Spread to price MBS |
