MortgageCashFlow: A function to compute the cash flow of a pool of securitized...

In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities

Description

This is a generic function used to construct the class object MortgageCashFlow. For this function to work properly the classes MBSDetails and PrepaymentAssumption. must be present and loaded into the local environment.

Usage

MortgageCashFlow(
  bond.id = "character",
  original.bal = numeric(),
  settlement.date = "character",
  price = "character",
  PrepaymentAssumption = "character"
)

Arguments

bond.id	A character string referencing the object MBSDetails.
original.bal	The original balance of the MBS pool.
settlement.date	The settlment date of the MBS trade. For example $102 is input as 102.00 not 1.02.
price	A numeric value the price traded. Price is input as a whole number.
PrepaymentAssumption	A character string referencing the class PrepaymentModel

Examples

## Not run: 
MortgageCashFlow(bond.id = "bondlabMBS4", 
original.bal = 1000000000,
settlement.date = "01-13-2013", 
price = 104.00, 
PrepaymentAssumption = "Prepayment")
## End(Not run)

glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.