CAS 6


cprgen
- Financial

Summary

Generate constant prepayment rate over a range

Examples

1 12 cprgen ORIGBAL FPDATE PAYOFFDATE RATE PANDI
13 cprgen ORIGBAL FPDATE PAYOFFDATE 

Syntax

(StartMonth) (EndMonth) cprgen OrigBal FPDate PayoffDate (Rate) (PandI) (AsofDate) (PrePayRate)

Left Arguments

Name Data Type Input Type Description Optional Default
StartMonth Numeric Constant Start month Yes
EndMonth Numeric Constant End month Yes

Right Arguments

Name Data Type Input Type Description Optional Default
OrigBal Numeric Field, Constant Original balance No
FPDate Date Field, Constant First payment date No
PayOffDate Date Field, Constant Payoff date No
Rate Numeric Field, Constant Interest rate Yes
PandI Numeric Field, Constant Monthly Payment (Principal and Interest) Yes
AsOfDate Date Field, Constant As of date Yes
PrePayRate Numeric Field, Constant CPR for pool Yes

Result

Type: Numeric





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