Index
Above | Types |
Abs | Types |
AccBalance | Types |
accBalance | Accounts |
accBalLens | Accounts |
accInterest | Accounts |
AccName | Types |
accName | Accounts |
AccNames | Types |
Account | |
1 (Type/Class) | Accounts |
2 (Data Constructor) | Accounts |
AccountName | Types |
accounts | Deal.DealBase |
AccrualPeriod | |
1 (Type/Class) | AssetClass.AssetBase |
2 (Data Constructor) | AssetClass.AssetBase |
AccrueAndPayInt | Waterfall |
AccrueAndPayIntBySeq | Waterfall |
AccrueAndPayIntGroup | Waterfall |
AccrueAndPayIntPrinBySeq | Waterfall |
AccrueCapRate | Deal.DealBase, Deal |
AccruedInterest | Types |
AccrueFee | Deal.DealBase, Deal |
accrueInt | |
1 (Function) | Liability |
2 (Function) | Accounts |
AccrueIntGroup | Waterfall |
accrueIRS | Hedge |
accrueLiqProvider | CreditEnhancement |
accrueRC | Deal |
AccrueSrt | Deal.DealBase, Deal |
accRule | AssetClass.AssetBase |
accStmt | Accounts |
AccTxn | Types, Stmt |
AccTxnAmt | Types |
AccTxnAmtBy | Types |
accType | Accounts |
accTypeLens | Accounts |
Action | Waterfall |
ActionOnDate | Deal.DealBase, Deal |
ActionWhen | Types, Waterfall |
ActionWithPre | Waterfall |
ActionWithPre2 | Waterfall |
AddSpreadToBonds | Deal.DealMod |
AddTrigger | Triggers |
adjInterestInfoByRate | Liability |
adjInterestInfoBySpread | Liability |
AdjStrategy | Deal.DealMod |
adjustBalance | Liability |
adjustM | Util |
AdjustRateMortgage | AssetClass.AssetBase |
AdvanceFee | AssetClass.AssetBase |
AfterDate | Call |
afterNPeriod | Lib |
aggByTxnComment | Stmt |
aggPool | Pool |
aggregateTsByDate | Cashflow |
aggTsByDates | Cashflow |
All | Types |
AllAccBalance | Types |
AllDatePattern | Types |
Always | Types |
Amortizing | Types |
AmortPlan | AssetClass.AssetBase |
AmortRule | AssetClass.AssetBase |
Amount | Types, Lib, Cashflow |
AmountRequiredForTargetIRR | Types |
AmtByPeriod | Liability |
AmtByTbl | Expense |
And | Call |
Annually | Types, Lib |
AnnualRateFee | Expense |
Any | Types |
appendStmt | Stmt |
ApplyAssumptionType | Assumptions |
applyAssumptionTypeAssetPerf | Assumptions |
applyHaircut | AssetClass.AssetCashflow, Asset |
ARM | |
1 (Type/Class) | InterestRate |
2 (Data Constructor) | InterestRate |
asOfDate | Pool |
Asset | Asset |
asset | Types |
AssetCashflow | Cashflow |
AssetCurve | Revolving |
AssetDefaultAssumption | Assumptions |
AssetDefaultedPerfAssumption | Assumptions |
AssetDelinqPerfAssumption | Assumptions |
AssetDelinquencyAssumption | Assumptions |
AssetLevelFlow | Deal |
AssetPerf | Assumptions |
AssetPerfAssumption | Assumptions |
AssetPrepayAssumption | Assumptions |
AssetPrice | Types |
assets | Pool |
AssetUnion | AssetClass.AssetBase |
AssociateExp | AssetClass.AssetBase |
AssociateIncome | AssetClass.AssetBase |
AssumptionInput | Assumptions |
AvailableAssets | Assumptions |
AvailableAssetsBy | Assumptions |
Avg | Types |
AvgRatio | Types |
backoutAccruedInt | Liability |
Balance | Types, Lib |
BalanceCurve | Types, Lib |
BalanceFactor | Types |
BalanceFactor2 | Types |
BalanceSheetReport | |
1 (Type/Class) | Types |
2 (Data Constructor) | Types |
Balloon | AssetClass.AssetBase |
BankAccount | Accounts |
BankInt | Types, Stmt |
Base | Hedge |
BaseAnnualRate | Assumptions |
BaseByVec | Assumptions |
BaseCurve | Assumptions |
BBSW | Types |
BeginDistributionWF | Types |
Below | Types |
BiWeekly | Types, Lib |
bndBalance | Liability |
bndDueInt | Liability |
bndDueIntDate | Liability |
bndDueIntOverInt | Liability |
bndDueIntOverInts | Liability |
bndDueInts | Liability |
bndDuePrin | Liability |
bndInterestInfo | Liability |
bndInterestInfos | Liability |
bndIntLens | Liability |
bndLastIntPay | Liability |
bndLastIntPays | Liability |
bndLastPrinPay | Liability |
bndName | Liability |
bndOriginInfo | Liability |
bndOriginInfoLens | Liability |
bndRate | Liability |
bndRates | Liability |
bndStepUp | Liability |
bndStepUps | Liability |
bndStmt | Liability |
bndType | Liability |
Bond | |
1 (Type/Class) | Liability |
2 (Data Constructor) | Liability |
BondBalance | Call |
BondBalanceFactor | Types |
BondBalanceGap | Types |
BondBalanceGapAt | Types |
BondBalanceHistory | Types |
BondBalanceTarget | Types |
bondCashflow | Liability |
BondDuePrin | Types |
BondFactor | |
1 (Data Constructor) | Types |
2 (Data Constructor) | Call |
BondFactorOf | Types |
BondFlow | Cashflow |
BondGroup | Liability |
bondGroupsBonds | Deal.DealBase |
BondIntPaidAt | Types |
BondName | Types |
BondNames | Types |
BondOutstanding | Types |
BondOutstandingInt | Types |
BondPaidPeriod | Types, Deal.DealBase |
BondPricingInput | Assumptions |
BondPricingMethod | Types |
BondPrinPaidAt | Types |
BondRate | Types |
BondReturn | Types |
bonds | Deal.DealBase |
BondsIntPaidAt | Types |
BondsPrinPaidAt | Types |
BondTotalFunding | Types |
bondTraversal | Deal.DealBase |
BondTxn | Types, Stmt |
BondTxnAmt | Types |
BondTxnAmtBy | Types |
BondType | Liability |
BondWaRate | Types |
BookBy | Waterfall |
BookDirection | Types |
BookItem | Types |
BookItems | Types |
BookLedgerBy | Types, Stmt |
bookToTarget | Ledger |
BookType | Waterfall |
BoolCurve | Types, Lib |
BorrowerNum | Types |
buildARMrates | AssetClass.Mortgage |
buildAssumptionPpyDefRecRate | Asset |
buildAssumptionPpyDelinqDefRecRate | Asset |
buildBalanceSheet | Reports |
buildBegBal | Cashflow |
buildBegTsRow | Cashflow |
buildCashReport | Reports |
buildDefaultRates | Asset |
buildEarnIntAction | Accounts |
buildFeeAccrueAction | Expense |
buildFinancialReport | Assumptions |
buildLiqRateResetAction | CreditEnhancement |
buildLiqResetAction | CreditEnhancement |
buildPrepayRates | Asset |
buildRateResetDates | |
1 (Function) | Liability |
2 (Function) | Accounts |
BuildReport | Deal.DealBase, Deal |
buildStartTsRow | Cashflow |
buildStepUpDates | Liability |
Buy | Types |
BuyAsset | |
1 (Data Constructor) | Waterfall |
2 (Data Constructor) | Triggers |
BuyAssetFrom | Waterfall |
BuyBond | Assumptions |
ByAmountCurve | AssetClass.AssetBase |
ByBalance | Assumptions |
ByCash | Assumptions |
ByCollectPeriod | Expense |
ByCurrentRate | Waterfall |
ByCustomNames | Waterfall |
ByDayRate | AssetClass.AssetBase |
ByDealName | Assumptions |
ByDS | Waterfall |
ByFlatAmount | AssetClass.AssetBase |
ByIndex | Assumptions |
ByMaturity | Waterfall |
ByMonth | Types |
ByName | |
1 (Data Constructor) | Assumptions |
2 (Data Constructor) | Waterfall |
ByObligor | Assumptions |
ByPct | CreditEnhancement |
ByPeriodRental | AssetClass.AssetBase |
ByPoolId | Assumptions |
ByProRata | Types |
ByProRataCurBal | Waterfall |
ByQuarter | Types |
ByRateCurve | AssetClass.AssetBase |
BySequential | Types |
ByStartDate | Waterfall |
ByTerm | AssetClass.AssetBase |
ByYear | Types |
calcAccruedInterest | Asset |
calcAlignDate | Asset |
CalcAndPayFee | Waterfall |
calcAssetPrinInt | AssetClass.AssetBase |
calcAssetUnion | AssetClass.MixedAsset |
CalcBondInt | Waterfall |
CalcBondIntBy | Waterfall |
CalcBondPrin | Waterfall |
CalcBondPrin2 | Waterfall |
calcBondTargetBalance | Deal.DealQuery |
calcCashflow | Asset |
calcConvexity | Analytics |
calcDueFee | Deal.DealAction |
calcDueInt | Deal.DealAction |
calcDuration | Analytics |
CalcFee | Waterfall |
calcInt | InterestRate |
calcIntRate | InterestRate |
calcIntRateCurve | InterestRate |
calcIRR | Analytics |
CalcIRSwap | Deal.DealBase, Deal |
calcLiquidationAmount | Pool |
calcPmt | AssetClass.AssetBase |
calcRecoveriesFromDefault | Asset |
calcRequiredAmtForIrrAtDate | Analytics |
calcSurvivorFactors | Analytics |
calcTargetAmount | Deal.DealQuery, Deal |
calcWAL | Analytics |
calcWalBond | Liability |
calcWeightBalanceByDates | Util |
calcZspread | Liability |
CallAt | Types |
Called | Types |
CallOnDates | Assumptions |
CallOpt | Assumptions |
CallOption | Call |
CallPredicate | Assumptions |
callWhen | Assumptions |
Cap | Types, Lib |
Capacity | AssetClass.AssetBase |
capacity | AssetClass.AssetBase |
CapacityByTerm | AssetClass.AssetBase |
CapRate | Liability |
CapWith | Types |
capWith | Util |
Cash | Types |
CashFlow | Cashflow |
CashFlowFrame | |
1 (Type/Class) | Cashflow |
2 (Data Constructor) | Cashflow |
CashflowReport | |
1 (Type/Class) | Types |
2 (Data Constructor) | Types |
cashflowTxn | Cashflow |
CDS | CreditEnhancement |
cdsAccrue | CreditEnhancement |
cdsCoverage | CreditEnhancement |
cdsDue | CreditEnhancement |
cdsEnds | CreditEnhancement |
cdsLast | CreditEnhancement |
cdsLastCalcDate | CreditEnhancement |
cdsName | CreditEnhancement |
cdsNetCash | CreditEnhancement |
cdsPremiumDue | CreditEnhancement |
cdsPremiumRate | CreditEnhancement |
cdsPremiumRefBalance | CreditEnhancement |
cdsRateType | CreditEnhancement |
cdsSettle | CreditEnhancement |
cdsSettleDate | CreditEnhancement |
cdsStart | CreditEnhancement |
cdsStmt | CreditEnhancement |
CeName | Types |
cfAt | Cashflow |
cfBeginStatus | Cashflow |
cfInsertHead | Cashflow |
ChangeBondRate | Triggers |
changeDealStatus | Deal |
ChangeDealStatusTo | Deal.DealBase, Deal |
ChangeReserveBalance | Triggers |
ChangeStatus | Waterfall |
clawbackInt | Cashflow |
CleanUp | Types, Waterfall |
clearLedgersBySeq | Ledger |
CloseDeal | Triggers |
ClosingDate | Types |
Cmp | Types |
cmp | Types |
cmpWith | Types |
COFI | Types |
Collect | Waterfall |
CollectByPct | Waterfall |
CollectedCash | Types, Waterfall |
CollectedFeePaid | Types, Waterfall |
CollectedInterest | Types, Waterfall |
CollectedPrepayment | Types, Waterfall |
CollectedPrepaymentPenalty | Types, Waterfall |
CollectedPrincipal | Types, Waterfall |
CollectedRecoveries | Types, Waterfall |
CollectedRental | Types, Waterfall |
CollectionDates | Types |
CollectionRule | Waterfall |
CollectRateCap | Waterfall |
collects | Deal.DealBase |
combine | Cashflow |
combineTss | Cashflow |
combineTxn | Stmt |
CompoundFee | AssetClass.AssetBase |
consolidateCashFlow | Cashflow |
consolStmt | |
1 (Function) | CreditEnhancement |
2 (Function) | Liability |
consolTxn | Stmt |
Constant | Types |
ConstantAsset | Revolving |
Credit | Types |
CreditDefaultSwap | CreditEnhancement |
csBalance | Hedge |
CumDefault | Types |
CumDelinq | Types |
CumLoss | Types |
CumPrepay | Types |
CumPrincipal | Types |
CumRecovery | Types |
CumulativeNetLoss | Types |
CumulativeNetLossRatio | Types |
CumulativePoolDefaultedBalance | Types |
CumulativePoolDefaultedRate | Types |
CumulativePoolDefaultedRateTill | Types |
CumulativePoolRecoveriesBalance | Types |
curBal | AssetClass.MixedAsset |
CurBalance | Types, Waterfall |
CurBegBalance | Types, Waterfall |
curRatesTraversal | Liability |
CurrencySwap | |
1 (Type/Class) | Hedge |
2 (Data Constructor) | Hedge |
currencySwap | Deal.DealBase |
Current | AssetClass.AssetBase |
CurrentBondBalance | Types |
CurrentBondBalanceOf | Types |
currentCumulativeStat | Cashflow |
CurrentDates | Deal.DealBase, Deal |
CurrentDueBondInt | Types |
CurrentDueBondIntAt | Types |
CurrentDueBondIntOverInt | Types |
CurrentDueBondIntOverIntAt | Types |
CurrentDueBondIntTotal | Types |
CurrentDueBondIntTotalAt | Types |
CurrentDueFee | Types |
CurrentPoolBalance | Types |
CurrentPoolBegBalance | Types |
CurrentPoolBorrowerNum | Types |
CurrentPoolDefaultedBalance | Types |
CurrentVal | Types |
Custom | Types |
custom | Deal.DealBase |
CustomConstant | Types |
CustomCurve | Types |
CustomData | Types |
CustomDataType | Types |
CustomDate | Types |
CustomDS | Types |
CustomExeDates | Types |
CustomWaterfall | Types, Waterfall |
cutBy | Types |
CutByDate | Assumptions |
cutoffCashflow | Cashflow |
CutoffDate | Types |
CutoffFields | Types |
cutoffTrs | Cashflow |
CutoffType | Types |
Daily | Types, Lib |
Date | Types, Lib |
DateDesp | Deal.DealBase, Deal |
DateDirection | Types |
DatePattern | Types |
Dates | Types, Lib |
dates | Deal.DealBase |
DateType | Types |
DateVector | Types |
DayCount | Types |
DayOfMonth | Types |
daysBetween | Lib |
daysBetweenI | Lib |
daysInterval | DateUtil, Util |
DaysInYear | Types |
DC_30Ep_360 | Types |
DC_30E_360 | Types |
DC_30_360_German | Types |
DC_30_360_ISDA | Types |
DC_30_360_US | Types |
DC_ACT_360 | Types |
DC_ACT_365 | Types |
DC_ACT_365A | Types |
DC_ACT_365F | Types |
DC_ACT_365L | Types |
DC_ACT_ACT | Types |
DC_NL_365 | Types |
deal | Deal.DealBase |
DealAccelerated | Types |
dealAccounts | Deal.DealBase |
DealBondFlow | Types |
dealBondGroups | Deal.DealBase |
dealBonds | Deal.DealBase |
DealClosed | Deal.DealBase, Deal |
DealCycle | Types |
DealDates | Deal.DealDate |
DealDefaulted | Types |
dealFees | Deal.DealBase |
DealIssuanceBalance | Types |
DealLogs | Deal |
DealName | Types |
dealPool | Deal.DealBase |
DealStatBalance | Types |
DealStatBool | Types |
DealStatFields | Types, Deal.DealBase |
DealStatInt | Types |
DealStatRate | Types |
DealStats | Types |
DealStatType | Types |
DealStatus | Types |
DealStatusChangeTo | Types |
DealStatusTo | Triggers |
Debit | Types |
debugOnDate | Util |
DecliningBalance | AssetClass.AssetBase |
decreaseBorrowerNum | AssetClass.AssetCashflow |
Default | Types |
DefaultAtEnd | Assumptions |
DefaultAtEndByRate | Assumptions |
DefaultByAmt | Assumptions |
DefaultByContinuation | Assumptions |
DefaultByTerm | Assumptions |
DefaultByTermination | Assumptions |
DefaultCDR | Assumptions |
DefaultConstant | Assumptions |
DefaultDistribution | Types, Waterfall |
Defaulted | AssetClass.AssetBase |
DefaultedBalance | Types |
DefaultedRecovery | Assumptions |
defaultFactors | Assumptions |
DefaultRate | Types |
DefaultStressByTs | Assumptions |
DefaultVec | Assumptions |
DefaultVecPadding | Assumptions |
DelinqByAmt | Assumptions |
DelinqCDR | Assumptions |
deposit | Accounts |
depositInt | Accounts |
diffNum | Util |
Direction | Types |
DiscountCurve | Assumptions |
DiscountRate | Assumptions |
DistributionDates | Types |
DistributionDay | Types, Waterfall |
DistributionSeq | Waterfall |
Divide | Types |
divideBB | Util |
divideBI | Util |
DivideRatio | Types |
DivideZero | Errors |
DoAccrueFee | Triggers |
DoNothing | Triggers |
Down | Types |
draw | |
1 (Function) | CreditEnhancement |
2 (Function) | Accounts |
dropLastN | Util |
dropTailEmptyTxns | Cashflow |
DS | Types |
DueCapAmt | Types |
dueDate | AssetClass.AssetBase |
DueInt | Types |
DueIoI | Types |
DuePct | Types |
DuePremium | Types |
DUMMY | AssetClass.AssetBase |
Dummy | AssetClass.AssetBase |
DUMMY2 | AssetClass.AssetBase |
Dummy3 | Assumptions |
DUMMY4 | AssetClass.AssetBase |
Dummy5 | AssetClass.AssetBase |
DummyDefaultAssump | Assumptions |
DummyDelinqAssump | Assumptions |
E | Types |
EarlierOf | Assumptions |
EarnAccInt | Deal.DealBase, Deal |
EE | Types |
EI | Types |
Either | Accounts |
Empty | Types, Stmt |
emptyCashflow | Cashflow |
emptyCashFlowFrame | Cashflow |
emptyTsRow | Cashflow |
EndCollection | Types |
EndCollectionWF | Types |
EndDate | Types, Lib |
endDate | Types |
EndDistributionWF | Types |
Ended | Types |
EndOfPoolCollection | Types, Waterfall |
EndRun | Types |
EndsAt | Types |
EngineError | Errors |
entryLog | Ledger |
entryLogByDr | Ledger |
EntryTxn | Types, Stmt |
epocDate | Types |
EqAbove | Types |
EqBelow | Types |
EqToLeft | Types |
EqToLeftKeepOne | Types |
EqToLeftKeepOnes | Types |
EqToRight | Types |
Equity | Liability |
equity | Types |
ErrorMsg | Types |
EURIBOR12M | Types |
EURIBOR1M | Types |
EURIBOR3M | Types |
EURIBOR6M | Types |
Even | AssetClass.AssetBase |
EveryNMonth | Types |
Exc | Types |
Excess | Types |
Exclude | Types |
ExpectReturn | Deal |
ExpPerPeriod | AssetClass.AssetBase |
ExpPerUnit | AssetClass.AssetBase |
ExpTxn | Types, Stmt |
extendCashFlow | Cashflow |
extendPeriods | Pool |
extendTxns | Cashflow |
extractIrrResult | Liability |
ExtraStress | |
1 (Type/Class) | Assumptions |
2 (Data Constructor) | Assumptions |
ExtraSupport | Waterfall |
FA | AssetClass.AssetBase |
Factor | Types |
FactorCurveClosed | Types, Lib |
FactorFee | AssetClass.AssetBase |
Fee | |
1 (Type/Class) | Expense |
2 (Data Constructor) | Expense |
feeArrears | Expense |
feeDue | Expense |
feeDueDate | Expense |
feeDueLens | Expense |
FeeFlow | Expense |
FeeFlowByBondPeriod | Expense |
FeeFlowByPoolPeriod | Expense |
feeLastPaidDay | Expense |
FeeName | Types |
feeName | Expense |
feeNameLens | Expense |
FeeNames | Types |
FeePaidAmt | Types |
fees | Deal.DealBase |
FeesPaidAt | Types |
feeStart | Expense |
feeStmt | Expense |
feeStmtLens | Expense |
FeeTxnAmt | Types |
FeeTxnAmtBy | Types |
FeeType | Expense |
feeType | |
1 (Function) | Expense |
2 (Function) | AssetClass.AssetBase |
feeTypeLens | Expense |
FieldCmp | Assumptions |
FieldIn | Assumptions |
FieldInRange | Assumptions |
FieldMatchRule | Assumptions |
FieldNot | Assumptions |
filterByDate | Types |
filterTxn | Stmt |
FinancialReport | Types |
findBondByNames | Deal.DealBase |
findBox | Util |
FireTrigger | Deal.DealBase, Deal |
fireTrigger | Assumptions |
FirstCollectDate | Types |
firstDate | Cashflow |
FirstPayDate | Types |
Fix | |
1 (Data Constructor) | InterestRate |
2 (Data Constructor) | Liability |
FixAmount | AssetClass.AssetBase |
Fixed | Hedge |
FixedAsset | |
1 (Type/Class) | AssetClass.AssetBase |
2 (Data Constructor) | AssetClass.AssetBase |
FixedAssetAssump | Assumptions |
FixedAssetInfo | AssetClass.AssetBase |
FixedCapacity | AssetClass.AssetBase |
FixedFee | AssetClass.AssetBase |
FixedFlow | Cashflow |
FixedRateFee | AssetClass.AssetBase |
FixedToFloating | Hedge |
FixFee | Expense |
FixPct | AssetClass.AssetBase |
FixReserve | Accounts |
FixSupport | CreditEnhancement |
FlatRate | AssetClass.AssetBase |
FloatCurve | Types, Lib |
Floater | |
1 (Type/Class) | Types |
2 (Data Constructor) | InterestRate |
3 (Data Constructor) | Liability |
FloatingToFixed | Hedge |
FloatingToFloating | Hedge |
FloatingToFormula | Hedge |
Floor | Types, Lib |
FloorAndCap | Types |
FloorRate | Liability |
FloorWith | Types |
floorWith | Util |
FloorWithZero | Types |
FlowDirection | Stmt |
FormulaToFloating | Hedge |
FundBond | Deal.DealBase, Deal |
FundingBondEvent | Assumptions |
FundWith | |
1 (Data Constructor) | Types, Stmt |
2 (Data Constructor) | Waterfall |
fundWith | Liability |
Future | Types |
futureCf | |
1 (Function) | Pool |
2 (Function) | Deal.DealBase |
futureCfLens | Pool |
FutureCurrentBondBalance | Types |
FutureCurrentBondFactor | Types |
FutureCurrentPoolBalance | Types |
FutureCurrentPoolBegBalance | Types |
FutureCurrentPoolBorrowerNum | Types |
FutureCurrentPoolFactor | Types |
FutureCurrentSchedulePoolBalance | Types |
FutureCurrentSchedulePoolBegBalance | Types |
FuturePoolScheduleCfPv | Types |
futureScheduleCf | |
1 (Function) | Pool |
2 (Function) | Deal.DealBase |
futureScheduleCfLens | Pool |
FutureWaCurrentPoolBalance | Types |
fv2 | Analytics |
F_P | AssetClass.AssetBase |
G | Types |
GapDays | Assumptions |
GapDaysByCurve | Assumptions |
GE | Types |
genDates | Lib |
GenericDates | Deal.DealBase, Deal |
genSerialDates | DateUtil |
genSerialDatesTill | DateUtil |
genSerialDatesTill2 | DateUtil |
getAccountByName | Deal.DealBase |
getAccrueBegDate | Types, Liability |
getActiveBonds | Deal.DealBase |
getAllAsset | Deal.DealBase |
getAllAssetList | Deal.DealBase |
getAllCollectedFrame | Deal.DealBase |
getAllCollectedTxns | Deal.DealBase |
getAllCollectedTxnsList | Deal.DealBase |
getAllDatesCashFlowFrame | Cashflow |
getAllTxns | Stmt |
getBegBalCashFlowFrame | Cashflow |
getBeginRate | Liability |
getBondBegBal | Deal.DealBase |
getBondByName | Deal.DealBase |
getBondsByName | Deal.DealBase |
getBondStmtByName | Deal.DealBase |
getBorrowerNum | Asset |
getByDate | Types |
getClosingDate | Deal.DealDate |
getCurBalance | Types, Liability, Asset |
getCurRate | Types, Liability |
getCurrentBal | Asset |
getCurrentRate | Asset |
getDate | Types, Stmt, Cashflow |
getDates | Types, Stmt |
getDatesCashFlowFrame | Cashflow |
getDayCount | InterestRate |
getDayCountFromInfo | Liability |
getDealStatInt | Deal.DealBase |
getDealStatType | Types |
getDefaultDelinqAssump | Asset |
getDueInt | Types, Liability |
getDueIntAt | Types, Liability |
getDueIntOverInt | Types, Liability |
getDueIntOverIntAt | Types, Liability |
getFeeByName | Deal.DealBase |
getFirstPayDate | Deal.DealDate |
getFlow | Stmt |
getIndex | InterestRate |
getIndexes | InterestRate |
getIndexFromInfo | Liability |
getInits | Deal |
getIntervalDays | Lib |
getIntervalFactors | Lib |
getIntervalFactorsDc | DateUtil, Util |
getIntValOnByDate | Lib |
getIssuanceField | Pool |
getIssuanceStats | Deal.DealBase |
getIssuanceStatsConsol | Deal.DealBase |
getItemBalance | Reports |
getLastInterestPaymentDate | Asset |
getLastPayDate | Deal.DealDate |
getLatestCollectFrame | Deal.DealBase |
getNextBondPayDate | Deal.DealBase |
getObligor | Asset |
getObligorFields | Asset |
getObligorId | Asset |
getObligorTags | Asset |
getOriginBal | Asset |
getOriginBalance | Types, Liability |
getOriginDate | |
1 (Function) | Types |
2 (Function) | Asset |
getOriginInfo | Asset, AssetClass.Mortgage |
getOriginRate | Asset |
getOustandingBal | Deal.DealBase |
getOutstandingAmount | Types, Liability |
getPastTerms | Asset |
getPaymentDates | Asset |
getPoolIds | Deal.DealBase |
getPriceValue | Types |
getRateAssumption | Assumptions |
getRateResetDates | InterestRate |
getRecoveryLag | AssetClass.AssetCashflow |
getRecoveryLagAndRate | Asset |
getRecoveryLagFromAssumption | AssetClass.AssetCashflow |
getRemainDates | Asset |
getRemainTerms | Asset |
getResetDates | InterestRate |
getSpread | InterestRate |
getTotalDueInt | Types, Liability |
getTotalDueIntAt | Types, Liability |
getTotalTerms | Asset |
getTsDates | Util |
getTsSize | Util |
getTsVals | Util |
getTxnAmt | Stmt |
getTxnAsOf | Stmt |
getTxnBalance | Stmt |
getTxnBegBalance | Stmt |
getTxnComment | Stmt |
getTxnInt | Liability |
getTxnLatestAsOf | Cashflow |
getTxnPrincipal | Stmt |
getTxnRate | Liability |
getTxns | Stmt |
getValByDate | Util |
getValByDates | Util |
getValFromPerCurve | Types |
getValOnByDate | Lib |
hasEmptyTxn | Stmt |
HasPassedMaturity | Types |
HasStmt | Stmt |
HistoryCash | Types |
HistoryDefaults | Types |
HistoryDelinquency | Types |
HistoryFeePaid | Types |
HistoryInterest | Types |
HistoryLoss | Types |
HistoryPrepayment | Types |
HistoryPrepaymentPentalty | Types |
HistoryPrincipal | Types |
HistoryRecoveries | Types |
HistoryRental | Types |
HitStatedMaturity | Deal.DealBase, Deal |
HoldingBond | Assumptions |
HowToPay | Types |
IE | Types |
If | Types |
If2 | Types |
IfBool | Types |
IfByPeriodCurve | Types |
IfCurve | Types |
IfDate | Types |
IfDateBetween | Types |
IfDateIn | Types |
IfDealStatus | Types |
IfInt | Types |
IfInt2 | Types |
IfIntBetween | Types |
IfIntCurve | Types |
IfIntIn | Types |
IfNot | Types |
IfRate | Types |
IfRate2 | Types |
IfRateByPeriodCurve | Types |
IfRateCurve | Types |
IfZero | Types |
II | Types |
IL | AssetClass.AssetBase |
Inc | Types |
IncludeBoth | CreditEnhancement |
IncludeDueInt | CreditEnhancement |
IncludeDuePremium | CreditEnhancement |
IncomePerPeriod | AssetClass.AssetBase |
IncomePerUnit | AssetClass.AssetBase |
increaseBondPaidPeriod | Deal.DealBase |
increasePoolCollectedPeriod | Deal.DealBase |
Index | Types |
Inflow | Stmt |
inflow | Types |
insertBegTsRow | Cashflow |
InspectBal | Types |
InspectBool | Types |
InspectDS | Deal.DealBase, Deal |
InspectInt | Types |
inspectListVars | Deal.DealAction |
inspectOn | Assumptions |
InspectPt | Assumptions |
InspectRate | Types |
InspectRpt | Assumptions |
InspectType | Assumptions |
inspectVars | Deal.DealAction |
InspectWaterfall | Types |
Installment | |
1 (Type/Class) | AssetClass.AssetBase |
2 (Data Constructor) | AssetClass.AssetBase |
InstallmentAssump | Assumptions |
IntCurve | Types, Lib |
Interest | Types |
interest | Assumptions |
InterestInfo | |
1 (Type/Class) | Liability |
2 (Type/Class) | Accounts |
interestInfoTraversal | Liability |
InterestOverInterestType | Liability |
Interests | Cashflow |
Interflow | Stmt |
InvestmentAccount | Accounts |
InvestorAction | Types |
Invoice | AssetClass.AssetBase |
InWF | Types |
IO | Liability |
IO_FirstN | AssetClass.AssetBase |
IRate | Types |
IRateCurve | Types, Lib |
IRPH | Types |
IRR | Types |
IrrInput | Assumptions |
IrrResult | Types |
IrrType | Assumptions |
IrsTxn | Types, Stmt |
isAdjustble | Liability |
isAdjustbleRate | InterestRate |
isAfter | Types |
isBefore | Types |
IsDealStatus | Types |
isDefaulted | Asset |
isEmptyRow2 | Cashflow |
isEmptyTxn | Stmt |
IsFeePaidOff | Types |
IsLiqSupportPaidOff | Types |
IsMostSenior | Types |
isOnAfter | Types |
isOnBefore | Types |
IsOutstanding | Types |
IsPaidOff | Types |
isPaidOff | Types, Liability |
isPreClosing | Deal.DealBase |
IsRateSwapPaidOff | Types |
isResec | Deal.DealBase |
isStepUp | Liability |
IssuanceBalance | Types |
IssuanceProceeds | Types, Stmt |
issuanceStat | |
1 (Function) | Pool |
2 (Function) | Deal.DealBase |
IssueBond | Deal.DealBase, Deal |
IssueBondEvent | |
1 (Type/Class) | Assumptions |
2 (Data Constructor) | Assumptions |
issueBondSchedule | Assumptions |
Item | Types |
I_P | AssetClass.AssetBase |
KeepBalAmt | Types |
L | Types |
Lag | Types |
LastBondIntPaid | Types |
LastBondPrinPaid | Types |
LastCollectDate | Types |
LastFeePaid | Types |
lastN | Util |
lastOf | Util |
LastPayDate | Types |
LaterOf | Assumptions |
LE | Types |
Lease | AssetClass.AssetBase, AssetClass.Lease |
LeaseAssetGapAssump | Assumptions |
LeaseAssetRentAssump | Assumptions |
LeaseAssump | Assumptions |
LeaseDefaultType | Assumptions |
LeaseEndType | Assumptions |
LeaseFlow | Cashflow |
LeaseInfo | AssetClass.AssetBase |
LeaseRateCalc | AssetClass.AssetBase |
LeaseStepUp | AssetClass.AssetBase |
ledgBalance | Ledger |
Ledger | |
1 (Type/Class) | Ledger |
2 (Data Constructor) | Ledger |
LedgerBalance | Types |
LedgerBalanceBy | Types |
LedgerName | Ledger |
ledgers | Deal.DealBase |
LedgerTxnAmt | Types |
ledgName | Ledger |
ledgStmt | Ledger |
LeftBalanceCurve | Types, Lib |
LegacyOpts | Assumptions |
Level | AssetClass.AssetBase |
liability | Types |
Liable | Types |
LIBOR1M | Types |
LIBOR1Y | Types |
LIBOR3M | Types |
LIBOR6M | Types |
Limit | Types |
LiqAccrue | Waterfall |
LiqBal | CreditEnhancement |
LiqBalance | Types |
liqBalance | CreditEnhancement |
LiqCredit | Types |
liqCredit | CreditEnhancement |
LiqCreditCalc | CreditEnhancement |
liqCreditCalc | CreditEnhancement |
LiqDrawType | CreditEnhancement |
liqDueInt | CreditEnhancement |
liqDueIntDate | CreditEnhancement |
liqDuePremium | CreditEnhancement |
liqEnds | CreditEnhancement |
LiqFacility | |
1 (Type/Class) | CreditEnhancement |
2 (Data Constructor) | CreditEnhancement |
LiqInt | CreditEnhancement |
liqName | CreditEnhancement |
LiqOD | CreditEnhancement |
LiqPremium | CreditEnhancement |
liqPremiumRate | CreditEnhancement |
liqPremiumRateType | CreditEnhancement |
liqProvider | Deal.DealBase |
liqRate | CreditEnhancement |
liqRateType | CreditEnhancement |
LiqRepay | Waterfall |
LiqRepayType | CreditEnhancement |
LiqRepayTypes | CreditEnhancement |
LiqResidual | CreditEnhancement |
liqStart | CreditEnhancement |
liqStmt | CreditEnhancement |
LiqSupport | Waterfall |
LiqSupportType | CreditEnhancement |
LiqToAcc | CreditEnhancement |
LiqToBondInt | CreditEnhancement |
LiqToBondPrin | CreditEnhancement |
LiqToFee | CreditEnhancement |
liqType | CreditEnhancement |
LiquidatePool | Waterfall |
LiquidationDraw | Types, Stmt |
LiquidationProceeds | Types, Stmt |
LiquidationRepay | Types, Stmt |
LiquidationSupport | Types, Stmt |
LiquidationSupportInt | Types, Stmt |
LiquidityProviderName | CreditEnhancement |
LiqYield | Waterfall |
LO | AssetClass.AssetBase |
Loan | AssetClass.AssetBase |
LoanAssump | Assumptions |
LoanFlow | Cashflow |
LoanOriginalInfo | AssetClass.AssetBase |
Lockout | Liability |
lookupAndApplies | Util |
lookupAndApply | Util |
lookupAndUpdate | Util |
lookupAssetAvailable | Revolving |
lookupAssumptionByIdx | Assumptions |
lookupInMap | Util |
lookupIntervalTable | Types |
lookupRate | Assumptions |
lookupRate0 | Assumptions |
lookupSource | Cashflow |
lookupSourceM | Cashflow |
lookupTable | Types |
lookupTuple6 | Util |
lookupTuple7 | Util |
Loss | Types |
LPR1Y | Types |
LPR5Y | Types |
LS | AssetClass.AssetBase |
lstToMapByFn | Util |
MakeWhole | Deal.DealBase, Deal |
makeWholeWhen | Assumptions |
mapWithinMap | Util |
maturityDate | Liability |
Max | |
1 (Data Constructor) | Types |
2 (Data Constructor) | Accounts |
maximum' | Util |
mergeCf | Cashflow |
mergePoolCf | Cashflow |
mergePoolCf2 | Cashflow |
mflowAmortAmount | Cashflow |
mflowBegBalance | Cashflow |
mflowBorrowerNum | Cashflow |
mflowDefault | Cashflow |
mflowFeePaid | Cashflow |
mflowInterest | Cashflow |
mflowLoss | Cashflow |
mflowPrepayment | Cashflow |
mflowPrepaymentPenalty | Cashflow |
mflowPrincipal | Cashflow |
mflowRate | Cashflow |
mflowRecovery | Cashflow |
mflowRental | Cashflow |
mflowWeightAverageBalance | Cashflow |
MidYear | Types |
Min | |
1 (Data Constructor) | Types |
2 (Data Constructor) | Accounts |
minimum' | Util |
MixedAsset | AssetClass.AssetBase |
MixedPool | AssetClass.AssetBase |
mkRateTs | Lib |
mkTs | Lib |
MO | AssetClass.AssetBase |
modDeal | Deal.DealMod |
ModifyType | Deal.DealMod |
MonthDayOfYear | Types |
MonthEnd | Types |
MonthFirst | Types |
Monthly | Types, Lib |
monthsAfter | DateUtil |
MonthsTillMaturity | Types |
Mortgage | |
1 (Type/Class) | AssetClass.AssetBase |
2 (Data Constructor) | AssetClass.AssetBase |
MortgageAssump | Assumptions |
MortgageDelinqFlow | Cashflow |
MortgageDeqAssump | Assumptions |
MortgageFlow | Cashflow |
MortgageOriginalInfo | AssetClass.AssetBase |
mulBI | Util |
mulBInt | Util |
mulBInteger | Util |
mulBIR | Util |
mulBR | Util |
mulIR | Util |
MultiCashFlowFrame | Cashflow |
MultiIntBond | Liability |
Multiple | |
1 (Data Constructor) | Types |
2 (Data Constructor) | Assumptions |
Multiply | Types |
multiplyTs | Util |
MultiPool | Deal.DealBase |
MultiSupport | Waterfall |
MyRatio | Types |
name | Deal.DealBase |
net | Types |
NewDefaults | Types, Waterfall |
NewDelinquencies | Types, Waterfall |
NewLosses | Types, Waterfall |
NextCollectDate | Types |
nextDate | Lib |
NextPayDate | Types |
NoComponentFound | Errors |
Noneflow | Stmt |
NonPerfAssumption | |
1 (Type/Class) | Assumptions |
2 (Data Constructor) | Assumptions |
NotValidAction | Errors |
NO_FirstN | AssetClass.AssetBase |
NO_IE | Types |
NumFee | Expense |
OASResult | Types |
Obligor | |
1 (Type/Class) | AssetClass.AssetBase |
2 (Data Constructor) | AssetClass.AssetBase |
obligor | AssetClass.AssetBase |
ObligorByDefault | Assumptions |
ObligorByField | Assumptions |
ObligorById | Assumptions |
ObligorByTag | Assumptions |
obligorFields | AssetClass.AssetBase |
obligorId | AssetClass.AssetBase |
ObligorStrategy | Assumptions |
obligorTag | AssetClass.AssetBase |
OffsetBy | Types |
OnClosingDay | Types, Waterfall |
OnDate | Call |
Or | Call |
originAdvance | AssetClass.AssetBase |
OriginalBondBalance | Types |
OriginalBondBalanceOf | Types |
OriginalInfo | |
1 (Type/Class) | AssetClass.AssetBase |
2 (Type/Class) | Liability |
3 (Data Constructor) | Liability |
OriginalPoolBalance | Types |
originBalance | |
1 (Function) | AssetClass.AssetBase |
2 (Function) | Liability |
originDate | Liability |
originRate | |
1 (Function) | AssetClass.AssetBase |
2 (Function) | Liability |
originRental | AssetClass.AssetBase |
originTerm | AssetClass.AssetBase |
OtherARM | InterestRate |
Outflow | Stmt |
outflow | Types |
OverCurrRateBy | Liability |
OverFixSpread | Liability |
PAC | Liability |
PacAnchor | Liability |
paddingDefault | Util |
ParentItem | Types |
PassDateLadderSpread | Liability |
PassDateSpread | Liability |
Past | Types |
patchBalance | Cashflow |
patchBondFactor | Liability |
patchCumulative | Cashflow |
patchCumulativeAtInit | Cashflow |
patchDatesToStats | Deal.DealQuery |
patchDateToStats | Deal.DealQuery |
patchFinancialReports | Reports |
patchLossRecovery | AssetClass.AssetCashflow |
patchPrepayPenaltyFlow | AssetClass.AssetCashflow |
PayFee | |
1 (Data Constructor) | Types, Stmt |
2 (Data Constructor) | Waterfall |
payFee | Expense |
PayFeeBySeq | Waterfall |
PayFeeResidual | Waterfall |
PayFeeYield | Types, Stmt |
PayGroupInt | Types, Stmt |
PayGroupPrin | Types, Stmt |
payInMap | Util |
PayInt | |
1 (Data Constructor) | Types, Stmt |
2 (Data Constructor) | Waterfall |
payInt | Liability |
PayIntAndBook | Waterfall |
payIntByIndex | Liability |
PayIntByRateIndex | Waterfall |
PayIntByRateIndexBySeq | Waterfall |
PayIntBySeq | Waterfall |
PayIntGroup | Waterfall |
PayIntOverInt | Waterfall |
PayIntOverIntBySeq | Waterfall |
PayIntPrinBySeq | Waterfall |
PayIntResidual | Waterfall |
PayOrderBy | Waterfall |
payoutIRS | Hedge |
PayPrin | |
1 (Data Constructor) | Types, Stmt |
2 (Data Constructor) | Waterfall |
payPrin | Liability |
PayPrinBySeq | Waterfall |
PayPrinGroup | Waterfall |
PayPrinResidual | |
1 (Data Constructor) | Types, Stmt |
2 (Data Constructor) | Waterfall |
PayPrinWithDue | Waterfall |
payProRata | Util |
payResidualFee | Expense |
paySeqLiabilities | Lib |
paySeqLiabilitiesAmt | Lib |
paySeqLiabResi | Lib |
paySeqM | Util |
paySequentially | Util |
PayYield | Types, Stmt |
payYield | Liability |
PctFee | Expense |
PctReserve | Accounts |
PDL | Waterfall |
PerCurve | Types |
performAction | Deal.DealAction, Deal |
performActionWrap | Deal.DealAction |
Period | Types, Lib |
period | AssetClass.AssetBase |
PeriodCurve | Types, Lib |
periodRateFromAnnualRate | Lib |
periodsBetween | Lib |
PerPoint | |
1 (Type/Class) | Types |
2 (Data Constructor) | Types |
PersonalLoan | AssetClass.AssetBase |
PF | AssetClass.AssetBase |
Placeholder | Waterfall |
Pool | |
1 (Type/Class) | Pool |
2 (Data Constructor) | Pool |
pool | Deal.DealBase |
PoolBalance | Call |
poolBegStats | Pool |
PoolCashflow | Cashflow |
PoolCollectedPeriod | Types, Deal.DealBase |
PoolCollection | Deal.DealBase, Deal |
PoolCollectionHistory | Types |
PoolCollectionStats | Types |
PoolConsol | Types |
PoolCumCollection | Types |
PoolCumCollectionTill | Types |
PoolCurCollection | Types |
PoolFactor | |
1 (Data Constructor) | Types |
2 (Data Constructor) | Call |
poolFutureCf | Pool |
poolFutureScheduleCf | Pool |
poolHairCut | Assumptions |
PoolId | Types |
PoolInflow | Types, Stmt |
poolIssuanceStat | Pool |
PoolLevel | Assumptions |
PoolName | Types |
PoolPv | Call |
PoolScheduleCfPv | Types |
PoolSource | Types, Waterfall |
PoolType | Deal.DealBase, Deal |
poolTypePool | Deal.DealBase |
PoolWaRate | Types |
PoolWaSpread | Types |
populateDealDates | Deal.DealBase, Deal |
PO_FirstN | AssetClass.AssetBase |
Pre | |
1 (Type/Class) | Types |
2 (Data Constructor) | Call |
PreClosing | Types |
PreClosingDates | Deal.DealBase, Deal |
preHasTrigger | Types |
PrepayByAmt | Assumptions |
Prepayment | Types |
PrepaymentByTerm | Assumptions |
PrepaymentConstant | Assumptions |
PrepaymentCPR | Assumptions |
prepaymentFactors | Assumptions |
PrepaymentPenalty | Types |
prepaymentPenalty | AssetClass.AssetBase |
PrepaymentPSA | Assumptions |
PrepaymentRate | Types |
PrepaymentVec | Assumptions |
PrepaymentVecPadding | Assumptions |
PrepayPenaltyType | AssetClass.AssetBase |
PrepayStressByTs | Assumptions |
priceAsset | Asset |
priceAssetUnion | Deal.DealAction, Deal |
priceAssetUnionList | Deal.DealAction |
priceBond | Liability |
PriceResult | |
1 (Type/Class) | Types |
2 (Data Constructor) | Types |
pricing | Assumptions |
PricingCurve | Types, Lib |
PricingMethod | Types |
pricingPoolFlow | Pool |
PRIME | Types |
Principal | Types |
Principals | Cashflow |
prinType | AssetClass.AssetBase |
projAssetUnion | AssetClass.MixedAsset, Deal |
projAssetUnionList | AssetClass.MixedAsset |
projCashflow | Asset, AssetClass.Lease |
ProjCollectPeriodNum | Types |
projDatesByPattern | DateUtil |
projectCashflow | AssetClass.MixedAsset |
ProjectedCashflow | AssetClass.AssetBase, AssetClass.ProjectedCashFlow |
projectedExpense | Assumptions |
ProjectedFlowFixed | AssetClass.AssetBase, AssetClass.ProjectedCashFlow |
ProjectedFlowMixFloater | AssetClass.AssetBase, AssetClass.ProjectedCashFlow |
projectInstallmentFlow | AssetClass.Installment |
projectLoanFlow | AssetClass.Loan |
projectMortgageFlow | AssetClass.Mortgage |
projectScheduleFlow | AssetClass.Mortgage |
projRates | Assumptions |
prorataFactors | Lib |
PurchaseAsset | Types, Stmt |
PV | Types |
pv | Analytics, Liability |
pv2 | Analytics |
pv21 | Analytics |
pv3 | Analytics |
PvBondByCurve | Types |
PvBondByRate | Types |
PvByRef | Types |
PVCurve | Types |
PvRate | Types |
PvWal | Types |
QuarterEnd | Types |
QuarterFirst | Types |
Quarterly | Types, Lib |
QueryByComment | Stmt |
queryCompound | Deal.DealQuery |
queryDealBool | Deal.DealQuery |
queryDirection | Ledger |
queryGap | Ledger |
queryStmt | Stmt |
queryStmtAsOf | Stmt |
queryTxnAmt | Stmt |
queryTxnAmtAsOf | Stmt |
RampUp | Types, Waterfall |
RangeType | Types |
Rate | Types, Lib |
RateAssumption | Types |
RateCap | |
1 (Type/Class) | Hedge |
2 (Data Constructor) | Hedge |
rateCap | Deal.DealBase |
RateCapNet | Types |
RateCurve | Types |
RateFlat | Types |
RateReset | Liability |
RateSwap | |
1 (Type/Class) | Hedge |
2 (Data Constructor) | Hedge |
rateSwap | Deal.DealBase |
RateSwapBase | Hedge |
RateSwapNet | Types |
RateSwapType | Hedge |
RateType | InterestRate |
RatioCurve | Types, Lib |
rcEndDate | Hedge |
rcIndex | Hedge |
rcLastStlDate | Hedge |
rcNetCash | Hedge |
rcNotional | Hedge |
rcReceivingRate | Hedge |
rcSettleDates | Hedge |
rcStartDate | Hedge |
rcStmt | Hedge |
rcStrikeRate | Hedge |
RE | AssetClass.AssetBase |
Receivable | AssetClass.AssetBase |
ReceivableAssump | Assumptions |
ReceivableFeeType | AssetClass.AssetBase |
ReceivableFlow | Cashflow |
ReceivableInfo | AssetClass.AssetBase |
receiveIRS | Hedge |
receiveRC | Hedge |
Recovery | |
1 (Type/Class) | Types |
2 (Data Constructor) | Assumptions |
RecoveryAssumption | Assumptions |
RecoveryByDays | Assumptions |
RecoveryRate | Types |
RecoveryTiming | Assumptions |
RecurFee | Expense |
RefBal | Liability |
RefiBond | |
1 (Data Constructor) | Assumptions |
2 (Data Constructor) | Deal.DealBase, Deal |
RefiBondRate | Deal.DealBase, Deal |
RefiEvent | Assumptions |
RefiEvents | Assumptions |
refinance | Assumptions |
RefiRate | Assumptions |
RefRate | Liability |
RegularLease | AssetClass.AssetBase, AssetClass.Lease |
RemainBalPct | Types |
RemainTerms | Types |
removePoolCf | Deal |
Rental | Types |
repay | CreditEnhancement |
replace | Util |
ReplenishSupport | CreditEnhancement |
reportDate | Types |
ResecDeal | Deal.DealBase |
ReserveAmount | Accounts |
ReserveBalance | Types |
ReserveExcess | Types |
ReserveExcessAt | Types |
ReserveGap | Types |
ReserveGapAt | Types |
ResetAccRate | Deal.DealBase, Deal |
ResetBondRate | Deal.DealBase, Deal |
ResetLiqProvider | Deal.DealBase, Deal |
ResetLiqProviderRate | Deal.DealBase, Deal |
ResetSrtRate | Deal.DealBase, Deal |
resetToOrig | Asset |
residualBalance | AssetClass.AssetBase |
ResultComponent | Types |
Revolving | Types |
revolving | Assumptions |
revolvingAssump | Deal.DealAction |
RevolvingAssumption | Assumptions |
revolvingInterestRateAssump | Deal.DealAction |
RevolvingPool | Revolving |
Round | Types |
RoundCeil | Types |
RoundFloor | Types |
RoundingBy | Types |
roundingBy | Util |
roundingByM | Util |
rsDayCount | Hedge |
rsLastStlDate | Hedge |
rsNetCash | Hedge |
rsNotional | Hedge |
rsPayingRate | Hedge |
rsReceivingRate | Hedge |
rsRefBalance | Hedge |
rsRefBalLens | Hedge |
rsSettleDates | Hedge |
rsStartDate | Hedge |
rsStmt | Hedge |
rsType | Hedge |
rsUpdateDates | Hedge |
RtnBalance | Types |
RtnBool | Types |
RtnInt | Types |
RtnRate | Types |
run | Deal |
RunActions | Triggers |
RunContext | |
1 (Type/Class) | Deal.DealAction |
2 (Data Constructor) | Deal.DealAction |
runDeal | Deal |
runInterestRate | InterestRate |
runInterestRate2 | InterestRate |
RunningWaterfall | Types |
runPool | Deal |
runPoolFlow | Deal.DealAction |
runPoolType | Deal |
RuntimeCurrentPoolBalance | Types |
RunTrigger | Waterfall |
RunWaterfall | Deal.DealBase, Deal |
RunZSpread | Assumptions |
safeDiv | Util |
safeDivide | Util |
safeDivide' | Util |
sameDate | Types |
ScaleByFactor | Deal.DealMod |
scaleByFactor | Stmt |
scaleByFstElement | Util |
ScaleBySpread | Deal.DealMod |
scaleTsRow | Cashflow |
scaleTxn | Stmt |
scaleUpToOne | Util |
Schedule | Hedge |
ScheduleMortgageFlow | AssetClass.AssetBase |
ScheduleRepayment | AssetClass.AssetBase |
selectInMap | Util |
Sell | Types |
SemiAnnual | Types |
SemiAnnually | Types, Lib |
SeqPayFee | Types, Stmt |
Sequential | Liability |
setBondOrigDate | Liability |
setPrepaymentPenalty | Cashflow |
setPrepaymentPenaltyFlow | Cashflow |
SettleIRSwap | Deal.DealBase, Deal |
shiftCfToStartDate | Cashflow |
shiftTsByAmt | Util |
Single | Assumptions |
SingletonDate | Types |
sizeCashFlowFrame | Cashflow |
slice | Util |
SliceAfter | DateUtil |
SliceAfterKeepPrevious | DateUtil |
sliceBy | Types |
sliceDates | DateUtil |
SliceOnAfter | DateUtil |
SliceOnAfterKeepPrevious | DateUtil |
SliceType | DateUtil |
SlideBalances | Deal.DealMod |
Sliding | AssetClass.AssetBase |
SOFR1M | Types |
SOFR1Y | Types |
SOFR3M | Types |
SOFR6M | Types |
SONIA | Types |
sortActionOnDate | Deal.DealBase |
splitBy | Types |
splitByDate | DateUtil |
splitByLengths | Util |
splitCashFlowFrameByDate | Cashflow |
splitCf | Cashflow |
splitPoolCashflowByDate | Cashflow |
splitTrs | Cashflow |
splitTsByDate | Lib |
SplitType | Types |
splitWith | Asset |
Spread | Types, Lib |
SPV | Deal.DealBase |
SRT | |
1 (Type/Class) | Hedge |
2 (Data Constructor) | Hedge |
SrtByEndDay | Hedge |
srtDuePremium | Hedge |
srtDuePremiumDate | Hedge |
srtEnds | Hedge |
srtName | Hedge |
srtOpenBalance | Hedge |
srtPremiumRate | Hedge |
srtPremiumType | Hedge |
srtRefBalance | Hedge |
srtStart | Hedge |
srtStmt | Hedge |
SrtType | Hedge |
srtType | Hedge |
StartDate | Types, Lib |
startDate | |
1 (Function) | Types |
2 (Function) | AssetClass.AssetBase |
StartsAt | Types |
StartsExclusive | Types |
StatedMaturityDate | Types |
Statement | |
1 (Type/Class) | Stmt |
2 (Data Constructor) | Stmt |
statementTxns | Stmt |
StaticAsset | Revolving |
stats | Deal.DealBase |
Status | AssetClass.AssetBase |
status | Deal.DealBase |
StepDown | AssetClass.AssetBase |
StepUp | Liability |
StepUpBondRate | Deal.DealBase, Deal |
stepUpInterestInfo | Liability |
StepUpLease | AssetClass.AssetBase, AssetClass.Lease |
StopBy | Assumptions |
StopByDate | Assumptions |
StopByExtTimes | Assumptions |
StopByPre | Assumptions |
stopRunBy | Assumptions |
StopRunFlag | Deal.DealBase, Deal |
StopRunTest | Deal.DealBase, Deal |
StraightLine | AssetClass.AssetBase |
stressDefaultAssump | Assumptions |
stressPrepaymentAssump | Assumptions |
subDates | DateUtil |
Substract | Types |
Subtract | Types |
subTsBetweenDates | Lib |
Sum | Types |
sumPoolFlow | Cashflow |
sumTsCF | Cashflow |
sumTxn | Stmt |
sumValTs | Lib |
SupportAccount | Waterfall |
SupportDraw | Types, Stmt |
SupportLiqFacility | Waterfall |
SupportTxn | Types, Stmt |
SwapAccrue | |
1 (Data Constructor) | Types, Stmt |
2 (Data Constructor) | Waterfall |
SwapInSettle | Types, Stmt |
SwapOutSettle | Types, Stmt |
SwapPay | Waterfall |
SwapReceive | Waterfall |
SwapSettle | Waterfall |
Table | Types |
Tag | Types, Stmt |
TagAny | Assumptions |
TagEq | Assumptions |
TagMatchRule | Assumptions |
TagNot | Assumptions |
TagSubset | Assumptions |
TagSuperset | Assumptions |
TargetBalanceFee | Expense |
TestAll | Types |
TestAny | Types |
TestCall | Deal.DealBase, Deal |
TestDeal | |
1 (Type/Class) | Deal.DealBase |
2 (Data Constructor) | Deal.DealBase |
TestNot | Types |
testPre | Deal.DealQuery |
testPre2 | Deal.DealQuery |
TestRate | Types |
testTrigger | Deal.DealAction |
Threshold | Types |
ThresholdCurve | Types, Lib |
ThresholdTable | Types |
Till | Waterfall |
TillSource | Types |
TillTarget | Types |
TimeHorizion | Types |
TimeSeries | Types |
toDate | Lib, Stmt |
toDates | Lib |
toPeriodRateByInterval | Util |
totalDefault | Cashflow |
totalFundedBalance | Liability |
totalLoss | Cashflow |
totalPrincipal | Cashflow |
totalRecovery | Cashflow |
TradeType | Assumptions |
Transfer | |
1 (Data Constructor) | Types, Stmt |
2 (Data Constructor) | Waterfall |
transfer | Accounts |
TransferAndBook | Waterfall |
TransferBy | Types, Stmt |
TransferMultiple | Waterfall |
trgCondition | Triggers |
trgCurable | Triggers |
trgEffects | Triggers |
trgStatus | Triggers |
trgStatusLens | Triggers |
trgStmt | Triggers |
TrgTxn | Types, Stmt |
Trigger | |
1 (Type/Class) | Triggers |
2 (Data Constructor) | Triggers |
TriggerEffect | Triggers |
TriggerEffects | Triggers |
TriggerName | Triggers |
triggers | Deal.DealBase |
TriggersStatus | Types |
tryDraw | Accounts |
Ts | Types, Lib |
tsCumDefaultBal | Cashflow |
tsCumDelinqBal | Cashflow |
tsCumLossBal | Cashflow |
tsCumRecoveriesBal | Cashflow |
tsDate | Cashflow |
tsDefaultBal | Cashflow |
TsPoint | |
1 (Type/Class) | Types, Lib |
2 (Data Constructor) | Types, Lib |
TsRow | Cashflow |
tsRowBalance | Cashflow |
tsSetLoss | Cashflow |
tsSetRecovery | Cashflow |
tsTotalCash | Cashflow |
Txn | Types, Stmt |
TxnComment | Types, Stmt |
TxnComments | Types, Stmt |
txnCumulativeStats | Cashflow |
TxnDirection | Types, Stmt |
uDealFutureCf | Deal.DealBase |
uDealFutureScheduleCf | Deal.DealBase |
uDealFutureTxn | Deal.DealBase |
UnderlyingBondBalance | Types |
UnderlyingDeal | |
1 (Type/Class) | Deal.DealBase |
2 (Data Constructor) | Deal.DealBase |
UnLimit | CreditEnhancement |
Up | Types |
updateBondInMap | Deal.DealBase |
updateLiqProvider | Deal.DealAction, Deal |
updateOriginDate | Asset, AssetClass.Mortgage, AssetClass.Loan, AssetClass.Lease, AssetClass.Installment |
USCMT1Y | Types |
UseCustomData | Types |
UseRate | InterestRate |
UsingDS | Types, Stmt |
USTSY10Y | Types |
USTSY1Y | Types |
USTSY20Y | Types |
USTSY2Y | Types |
USTSY30Y | Types |
USTSY3Y | Types |
USTSY5Y | Types |
USTSY7Y | Types |
validatePreRun | Deal.DealValidation |
validateReq | Deal.DealValidation |
validateRun | Deal.DealValidation |
valueBond | Liability |
viewBalanceAsOf | Stmt |
viewBondsInMap | Deal.DealBase |
viewDealAllBonds | Deal.DealBase |
viewDealBondsByNames | Deal.DealBase |
Warehousing | Types |
WarningMsg | Types |
WatchVal | Waterfall |
waterfall | Deal.DealBase |
Weekday | Types |
Weekly | Types, Lib |
weightAverageBalance | Liability |
weightAvgBalance | Stmt |
weightAvgBalance' | Stmt |
weightAvgBalanceByDates | Stmt |
WeightedAvgCurrentBondBalance | Types |
WeightedAvgCurrentPoolBalance | Types |
WeightedAvgOriginalBondBalance | Types |
WeightedAvgOriginalPoolBalance | Types |
weightedBy | Lib |
WithCondition | Waterfall |
WithinTrigger | Types, Waterfall |
WithIoI | Liability |
WithTrailVal | Types |
WriteOff | |
1 (Data Constructor) | Types, Stmt |
2 (Data Constructor) | Waterfall |
writeOff | Liability |
WriteOffAndBook | Waterfall |
WriteOffBySeq | Waterfall |
WriteOffBySeqAndBook | Waterfall |
yearCountFraction | DateUtil |
YearEnd | Types |
YearFirst | Types |
Z | Liability |
zipBalTs | Util |
zipTs | Util |
zipWith10 | Lib |
zipWith11 | Lib |
zipWith12 | Lib |
zipWith8 | Lib |
zipWith9 | Lib |
ZSpread | Types |
_Bond | Liability |
_BondGroup | Liability |
_BondTxn | Types |
_FixedAssetAssump | Assumptions |
_getSpread | InterestRate |
_InspectBal | Types |
_InstallmentAssump | Assumptions |
_IrrResult | Types |
_LeaseAssump | Assumptions |
_LoanAssump | Assumptions |
_MortgageAssump | Assumptions |
_MortgageDeqAssump | Assumptions |
_MultiIntBond | Liability |
_MultiPool | Deal.DealBase |
_ReceivableAssump | Assumptions |
_ResecDeal | Deal.DealBase |