MortgageScenario-class: MortgageScenario class
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
The call MortgageScenario contains the following super classes:
TermStructure, PrepaymentAssumption, MortgageCashFlow, MortgageTermStructure
MortgageReturn, ModelToCPR. CurveSpreads, and Scenario. MortgageScenario
inherits the getters and setter of each of the above super classes.
See Also
Other Mortgage Scenario Analysis:
CouponIncome,MortgageReturn-method,
HorizonCurrBal,MortgageReturn-method,
HorizonMos,MortgageReturn-method,
HorizonPrice,MortgageReturn-method,
HorizonReturn,MortgageReturn-method,
MortgageReturn-class,
PrepaidPrinReceived,MortgageReturn-method,
ReinvestmentIncome,MortgageReturn-method,
ScheduledPrinReceived,MortgageReturn-method
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description
The call MortgageScenario contains the following super classes: TermStructure, PrepaymentAssumption, MortgageCashFlow, MortgageTermStructure MortgageReturn, ModelToCPR. CurveSpreads, and Scenario. MortgageScenario inherits the getters and setter of each of the above super classes.
See Also
Other Mortgage Scenario Analysis:
CouponIncome,MortgageReturn-method,
HorizonCurrBal,MortgageReturn-method,
HorizonMos,MortgageReturn-method,
HorizonPrice,MortgageReturn-method,
HorizonReturn,MortgageReturn-method,
MortgageReturn-class,
PrepaidPrinReceived,MortgageReturn-method,
ReinvestmentIncome,MortgageReturn-method,
ScheduledPrinReceived,MortgageReturn-method
R Package Documentation
Browse R Packages
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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