PPCALC Model

Inputs

InputMeasure - PPMEASURES
        Input Speed Measurement Type (Default SMM)

InputSpeed - DOUBLE
        Input Speed (in InputMeasure Units)

InputSpeedTS - TIMESERIES
        Input Speed TimeSeries (in InputMeasure Units)

EquivalentMeasure - PPMEASURES
        Equivalent Speed Measurement Type (Default WAL)

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

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

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

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

AmortTerm - INTEGER
        Amortization Term of Collateral (Months)

Tolerance - DOUBLE
        Maximum WAL difference for Speed Equivalents

IterMax - INTEGER
        Maximum iterations to find Speed Equivalents

Results

WALcalc - DOUBLE
        Weighted Average Life calculated by PreCalc() from the Input Speed

EquivalentSpeed - DOUBLE
        Equivalent Speed calculated by Forecast() (in EquivalentMeasure Units)

PCashflowIn - TIMESERIES
        Principal Cashflow for the Input Speed (Per Unit Starting Balance)

PCashflowEquiv - TIMESERIES
        Principal Cashflow for Equivalent Speed (Per Unit Starting Balance)

EquivSMM - TIMESERIES
        SMM vector for Equivalent Speed

TranslateSpeedTS - TIMESERIES
        Translate Input SMM Month-by-Month to Equivalent Measure Units

Model - MODELS
        Model Name of Model

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

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