Hierarchy

Index

Properties

accountType

accountType: AccountTypes

actualLife

actualLife: number

adjustableRateAdjustmentFrequency

adjustableRateAdjustmentFrequency: number

adjustableRateIndexRate

adjustableRateIndexRate: number

adjustableRateIndexScalingFactor

adjustableRateIndexScalingFactor: number

adjustableRateInitialPeriod

adjustableRateInitialPeriod: number

adjustableRateSpread

adjustableRateSpread: number

adjustableRateSpreadSchedule

adjustableRateSpreadSchedule: ScheduledSpreadEntry[]

amortizationBalances

amortizationBalances: AmortizationBalance[]

amortizationTerm

amortizationTerm: number

amount

amount: number

capsAndFloors

capsAndFloors: CapFloorEntry[]

collateralPositions

collateralPositions: CollateralPosition[]

commitmentSchedule

commitmentSchedule: ScheduledCommitmentEntry[]

conversionLoan

conversionLoan: LoanAccount

draws

draws: Draw[]

expectedLife

expectedLife: number

facilityRating

facilityRating: FacilityRating

feesUnusedLOC

feesUnusedLOC: number

firstPaymentMonth

firstPaymentMonth: number

forwardRatesCurve

forwardRatesCurve: FundingCurve

fundingCurve

fundingCurve: FundingCurve

givenFTPRate

givenFTPRate: FTPCostOfFundsRates

givenLGD

givenLGD: number

guarantees

guarantees: LoanGuarantee[]

initialRate

initialRate: number

interestOnlyPeriod

interestOnlyPeriod: number

interestRateCalculation

interestRateCalculation: InterestRateCalculations

isFirstPaymentMonthSpecified

isFirstPaymentMonthSpecified: boolean

letterOfCreditType

letterOfCreditType: LetterOfCreditTypes

loanEngineParams

loanEngineParams: LoanEngineParam[]

locAverageUsagePercent

locAverageUsagePercent: number

maturity

maturity: number

maximumInitialAdjustment

maximumInitialAdjustment: number

maximumLifetimeAdjustment

maximumLifetimeAdjustment: number

maximumPeriodicAdjustment

maximumPeriodicAdjustment: number

monthsSinceOrigination

monthsSinceOrigination: number

paymentFrequency

paymentFrequency: PaymentFrequencies

paymentType

paymentType: PaymentTypes

prepaymentOption

prepaymentOption: PrepaymentOption

pricingContext

pricingContext: PricingContext

primaryLoan

primaryLoan: LoanAccount

product

product: LoanProduct

rateSchedule

rateSchedule: ScheduledRateEntry[]

rateType

rateType: RateTypes

regulatoryExposureRiskWeight

regulatoryExposureRiskWeight: number

repays

repays: Repay[]

riskRating

riskRating: RiskRating

scenarioWeight

scenarioWeight: number

swapProbableFutureExposure

swapProbableFutureExposure: number

useNewPriorLiensMethod

useNewPriorLiensMethod: boolean

Generated using TypeDoc