ABSARMHEL Model

Inputs

Age - INTEGER
        AGE of Collateral (Payment # minus 1 of 1st Forecast) : REQUIRED

FirstForecastMonth - INTEGER
        Month(1-12) of first forecast month : REQUIRED

FirstForecastYear - INTEGER
        Year (ex. 2001) of first forecast month : REQUIRED

RemainingTerm - INTEGER
        Remaining Term of Collateral (Months) : REQUIRED

MTFRA - MTFRA
        Months To First Rate Adjustment: 6, 12, 24, 36 or Unknown. Pass Integer for Values > 36

Term - TERMS
        Term: 15 or 30 Year : REQUIRED

SeasonalDamping - DOUBLE
        Exponential Seasonal Damping Factor

Orig_LTV - DOUBLE
        Original LTV in percent

OriginalShortRate - DOUBLE
        Short Rate at Loan Origination

Margin - DOUBLE
        Margin (Percent)

WacForecast - TIMESERIES
        Gross ARM WAC Forecast vector (Percent) : REQUIRED

CCYForecast - TIMESERIES
        Current Coupon Yield Forecast vector for Security or Rate Proxy (Percent) : REQUIRED if not providing 2, 10 year forecast(v5.1)

ShortRateForecast - TIMESERIES
        6 month libor forecast : For future use

ForecastMonths - INTEGER
        Only Forecast Next N Months

ForecastOffSet - INTEGER
        Start Forecast Offset Months After AsOfMonth

ForecastCount - INTEGER
        Number of Months of Forecast in SMM vector

Curve_Type - ARMHELCURVETYPES
        Yield curve to use

CCYHistory - TIMESERIES
        Current Coupon Yield History vector for Security or Rate Proxy (Percent) : Optional. Replaced Datafiles' history

ShortRateHistory - TIMESERIES
        Optional Short Rate History : For future use

DUMPFILE - STRING
        ADCO PPModel Debugging Dump File (Use Only As Advised by AD&Co!)

Results

SMM - TIMESERIES
        Speed vector as Simple Monthly Mortality (decimal)

VERSION - STRING
        AD&Co System/Model Version Number <System No>.<API No>.<Model No><compile letter>

Model - MODELS
        Model Name of Model

License - STRING
        Last month license key will work with this model

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