ABSMH Model

Inputs

WAC - DOUBLE
        Gross Coupon(WAC) of Loan(Pool) in Percent. If ARM, this is WAC at origination : REQUIRED

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

Use - USE
        Use: Rental, Trailer, Owner or Unknown

Width - WIDTH
        Width: Single, Double or Unknown

Vintage - VINTAGE
        Vintage: New, Old or Unknown

Term - TERMS
        Term: 15 or 30 Year : REQUIRED

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

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

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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