Add Prepayment Time Series Information
- Pamela Totas (Deactivated)
In the Add Prepayment Time Series panel, you can manually add a new prepayment time series record.
To add a prepayment time series record:
Navigate to the Prepayment Time Series tab.
Click on a row in the Details section of the tab to activate it and then from the right click menu, select Add Prepayment Time Series.
You see the Create New Prepayment Time Series panel.Complete the options on the Prepayment Time Series panel.
Click Save.
The record is saved to the database.
Add Prepayment Time Series Information Field Options
The following are the options in the prepayment Time Series panel. Note, options may vary according to your selections.
Option | Description |
|---|---|
Current WAM | Specifies the months remaining until maturity. |
Current WAC | Specifies the current weighted average coupon. This field is used in the calculation of cash flows for the purpose of calculating amortization yields. |
Current WALA | Specifies the current weighted average loan age. This field is used for reporting. |
CPR 1 Month | Specifies the one month constant prepayment rate to use in the calculation of additional prepayment assumptions for cash flow and amortization yield. |
CPR 3 Month | Specifies the three month constant prepayment rate to use in the calculation of additional prepayment assumptions for cash flow and amortization yield. |
CPR 6 Month | Specifies the six month constant prepayment rate to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
CPR 12 Month | Specifies the twelve month constant prepayment rate to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
CPR Life | Specifies the life-to-date constant prepayment rate to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
PSA 1 Month | Specifies the one month public security association to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
PSA 3 Month | Specifies the three month public security association to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
PSA 6 Month | Specifies the six-month public security association to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
PSA 12 Month | Specifies the twelve month public security association to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
PSA Life | Specifies the life-to-date public security association to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
ABS 1 Month | Specifies the one month absolute prepayment speed to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
ABS 3 Month | Specifies the three month absolute prepayment speed to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
ABS 6 Month | Specifies the six month absolute prepayment speed to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
ABS 12 Month | Specifies the twelve month absolute prepayment speed to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
ABS Life | Specifies the life-to-date absolute prepayment speed to use in the calculation of additional prepayment assumptions for cash flow projection and amortization yield. |
SMM | Specifies the single month mortality of the security. |
Effective Maturity Date | Specifies the effective maturity date. The Effective Maturity Date is the projected maturity date used in place of the final maturity for purposes of calculating amortization yields. Eagle Accounting can use the effective maturity date field for credit card securities, that is, securities with a processing security type (PST) of Factor Based Debt Instrument Credit Cards (DBFBCC). |
Release Status | Indicates the Prepayment Time Series Release Status. Options Include:
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