MortgageReturn-class: MortgageReturn class

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

Description

The class MortgageReturn holds the results of mortgage return analysis. MortgageReturn is the sum of coupon income, principal received, reinvestment income and price appreciation or depreciation. In addition, most investors also track horizon current balance.

Slots

CouponIncome

A numeric value the coupon income received over the investment horizon

ScheduledPrinReceived

A numeric value the scheduled principal received over the investment horizon

PrepaidPrinReceived

A numeric value the prepaid principal received over the investment horizon

ReinvestmentIncome

A numeric value the reivestment income received over the investment horizon

HorizonCurrBal

A numeric value the current balance at the end of the investment horizon

HorizonPrice

A numeric the price at the end of the horizon

HorizonReturn

A numeric value the horizon total return

HorizonMos

A numeric value the number of months to the scenario horizon date

See Also

Other Mortgage Scenario Analysis: CouponIncome,MortgageReturn-method, HorizonCurrBal,MortgageReturn-method, HorizonMos,MortgageReturn-method, HorizonPrice,MortgageReturn-method, HorizonReturn,MortgageReturn-method, MortgageScenario-class, PrepaidPrinReceived,MortgageReturn-method, ReinvestmentIncome,MortgageReturn-method, ScheduledPrinReceived,MortgageReturn-method

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