Hastructure-0.50.0: Cashflow modeling library for structured finance

Index - C

calcAccruedInterestAsset
calcAlignDateAsset
CalcAndPayFeeWaterfall
calcAssetPrinIntAssetClass.AssetBase
calcAssetUnionAssetClass.MixedAsset
CalcBondIntWaterfall
CalcBondIntByWaterfall
CalcBondPrinWaterfall
CalcBondPrin2Waterfall
calcBondTargetBalanceDeal.DealQuery
calcCashflowAsset
calcConvexityAnalytics
calcDueFeeDeal.DealAction
calcDueIntDeal.DealAction
calcDurationAnalytics
CalcFeeWaterfall
calcIntInterestRate
calcIntRateInterestRate
calcIntRateCurveInterestRate
calcIRRAnalytics
CalcIRSwapDeal.DealBase, Deal
calcLiquidationAmountPool
calcPmtAssetClass.AssetBase
calcRecoveriesFromDefaultAsset
calcRequiredAmtForIrrAtDateAnalytics
calcSurvivorFactorsAnalytics
calcTargetAmountDeal.DealQuery, Deal
calcWALAnalytics
calcWalBondLiability
calcWeightBalanceByDatesUtil
calcZspreadLiability
CallAtTypes
CalledTypes
CallOnDatesAssumptions
CallOptAssumptions
CallOptionCall
CallPredicateAssumptions
callWhenAssumptions
CapTypes, Lib
CapacityAssetClass.AssetBase
capacityAssetClass.AssetBase
CapacityByTermAssetClass.AssetBase
CapRateLiability
CapWithTypes
capWithUtil
CashTypes
CashFlowCashflow
CashFlowFrame 
1 (Type/Class)Cashflow
2 (Data Constructor)Cashflow
CashflowReport 
1 (Type/Class)Types
2 (Data Constructor)Types
cashflowTxnCashflow
CDSCreditEnhancement
cdsAccrueCreditEnhancement
cdsCoverageCreditEnhancement
cdsDueCreditEnhancement
cdsEndsCreditEnhancement
cdsLastCreditEnhancement
cdsLastCalcDateCreditEnhancement
cdsNameCreditEnhancement
cdsNetCashCreditEnhancement
cdsPremiumDueCreditEnhancement
cdsPremiumRateCreditEnhancement
cdsPremiumRefBalanceCreditEnhancement
cdsRateTypeCreditEnhancement
cdsSettleCreditEnhancement
cdsSettleDateCreditEnhancement
cdsStartCreditEnhancement
cdsStmtCreditEnhancement
CeNameTypes
cfAtCashflow
cfBeginStatusCashflow
cfInsertHeadCashflow
ChangeBondRateTriggers
changeDealStatusDeal
ChangeDealStatusToDeal.DealBase, Deal
ChangeReserveBalanceTriggers
ChangeStatusWaterfall
clawbackIntCashflow
CleanUpTypes, Waterfall
clearLedgersBySeqLedger
CloseDealTriggers
ClosingDateTypes
CmpTypes
cmpTypes
cmpWithTypes
COFITypes
CollectWaterfall
CollectByPctWaterfall
CollectedCashTypes, Waterfall
CollectedFeePaidTypes, Waterfall
CollectedInterestTypes, Waterfall
CollectedPrepaymentTypes, Waterfall
CollectedPrepaymentPenaltyTypes, Waterfall
CollectedPrincipalTypes, Waterfall
CollectedRecoveriesTypes, Waterfall
CollectedRentalTypes, Waterfall
CollectionDatesTypes
CollectionRuleWaterfall
CollectRateCapWaterfall
collectsDeal.DealBase
combineCashflow
combineTssCashflow
combineTxnStmt
CompoundFeeAssetClass.AssetBase
consolidateCashFlowCashflow
consolStmt 
1 (Function)CreditEnhancement
2 (Function)Liability
consolTxnStmt
ConstantTypes
ConstantAssetRevolving
CreditTypes
CreditDefaultSwapCreditEnhancement
csBalanceHedge
CumDefaultTypes
CumDelinqTypes
CumLossTypes
CumPrepayTypes
CumPrincipalTypes
CumRecoveryTypes
CumulativeNetLossTypes
CumulativeNetLossRatioTypes
CumulativePoolDefaultedBalanceTypes
CumulativePoolDefaultedRateTypes
CumulativePoolDefaultedRateTillTypes
CumulativePoolRecoveriesBalanceTypes
curBalAssetClass.MixedAsset
CurBalanceTypes, Waterfall
CurBegBalanceTypes, Waterfall
curRatesTraversalLiability
CurrencySwap 
1 (Type/Class)Hedge
2 (Data Constructor)Hedge
currencySwapDeal.DealBase
CurrentAssetClass.AssetBase
CurrentBondBalanceTypes
CurrentBondBalanceOfTypes
currentCumulativeStatCashflow
CurrentDatesDeal.DealBase, Deal
CurrentDueBondIntTypes
CurrentDueBondIntAtTypes
CurrentDueBondIntOverIntTypes
CurrentDueBondIntOverIntAtTypes
CurrentDueBondIntTotalTypes
CurrentDueBondIntTotalAtTypes
CurrentDueFeeTypes
CurrentPoolBalanceTypes
CurrentPoolBegBalanceTypes
CurrentPoolBorrowerNumTypes
CurrentPoolDefaultedBalanceTypes
CurrentValTypes
CustomTypes
customDeal.DealBase
CustomConstantTypes
CustomCurveTypes
CustomDataTypes
CustomDataTypeTypes
CustomDateTypes
CustomDSTypes
CustomExeDatesTypes
CustomWaterfallTypes, Waterfall
cutByTypes
CutByDateAssumptions
cutoffCashflowCashflow
CutoffDateTypes
CutoffFieldsTypes
cutoffTrsCashflow
CutoffTypeTypes