MortgageCashFlow-class: An S4 class MortgageCashFlow containing cashflow data for a...
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
An S4 class MortgageCashFlow containing cashflow data
for a mortgage pass-through security
Slots
PriceA numeric value the price of the pass-through.
AccruedA numeric value the accrued interest as of settlement date.
YieldToMaturityA numeric value the yield to maturity.
WALA numeric value the weighted average life of the pass-thorough.
ModDurationA numeric value the Modified Duration pass-through.
ConvexityA numeric value the Convexity of the pass-through.
PeriodA numeric value the period in which the cash-flow is received.
PmtDateA character the date in which the cash-flow is received.
TimePeriodA numeric value the time weight applied to
the principal cash-flow and discount factors.
BeginningBalA numeric value the Beginning Balance in the period.
MonthlyPmtA numeric value the borrower's monthly payment.
MonthlyInterestA numeric value the borrower's monthly interest.
PassThroughInterestA numeric value the pass-through interest paid
to the investor in the pool.
ScheduledPrinA numeric value scheduled principal due in the period.
PrepaidPrinA numeric value the prepaid principal in the period.
DefaultedPrinA numeric value the default principal in the period.
LossAmountA numeric value the loss amount in the period.
RecoveredAmountA numeric value the recovered amount in the period.
EndingBalA numeric value the ending balance in the period.
ServicingIncomeA numeric value the servicing recevied in the period.
PMIPremiumA numeric value the PMI paid in the period.
GFeePremiumA numeric value the GFee paid in the period.
TotalCashFlowA numeric value the total cashflow paid in the period.
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description
An S4 class MortgageCashFlow containing cashflow data for a mortgage pass-through security
Slots
PriceA numeric value the price of the pass-through.
AccruedA numeric value the accrued interest as of settlement date.
YieldToMaturityA numeric value the yield to maturity.
WALA numeric value the weighted average life of the pass-thorough.
ModDurationA numeric value the Modified Duration pass-through.
ConvexityA numeric value the Convexity of the pass-through.
PeriodA numeric value the period in which the cash-flow is received.
PmtDateA character the date in which the cash-flow is received.
TimePeriodA numeric value the time weight applied to the principal cash-flow and discount factors.
BeginningBalA numeric value the Beginning Balance in the period.
MonthlyPmtA numeric value the borrower's monthly payment.
MonthlyInterestA numeric value the borrower's monthly interest.
PassThroughInterestA numeric value the pass-through interest paid to the investor in the pool.
ScheduledPrinA numeric value scheduled principal due in the period.
PrepaidPrinA numeric value the prepaid principal in the period.
DefaultedPrinA numeric value the default principal in the period.
LossAmountA numeric value the loss amount in the period.
RecoveredAmountA numeric value the recovered amount in the period.
EndingBalA numeric value the ending balance in the period.
ServicingIncomeA numeric value the servicing recevied in the period.
PMIPremiumA numeric value the PMI paid in the period.
GFeePremiumA numeric value the GFee paid in the period.
TotalCashFlowA numeric value the total cashflow paid in the period.
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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