Add Prepayment Time Series Information

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

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: Pending. Prepayment data is not used in the earnings process, but is available for reporting. Released. Default. Prepayment data is available for use in the earnings process. Not Processed. Prepayment data is not used in the earnings process, and is not available for reporting.