Hierarchy

  • PricingContext

Index

Properties

addOnLGD

addOnLGD: number

bankQualifiedInterestDisallowanceFactor

bankQualifiedInterestDisallowanceFactor: number

bankQualifiedTaxEffectiveYieldAdjustmentFactor

bankQualifiedTaxEffectiveYieldAdjustmentFactor: number

clientEngineOverlays

clientEngineOverlays: ClientEngineOverlays

clientFeatures

clientFeatures: ClientFeatures

clientId

clientId: string

closeDate

closeDate: string

cofAdjustmentFactor

cofAdjustmentFactor: number

cofDuration

cofDuration: number

costOfFundsOption

costOfFundsOption: CostOfFundsOptions

customNonBankQualifiedInterestDisallowanceFactor

customNonBankQualifiedInterestDisallowanceFactor: number

customNonBankQualifiedTaxEffectiveYieldAdjustmentFactor

customNonBankQualifiedTaxEffectiveYieldAdjustmentFactor: number

eadInterestFactor

eadInterestFactor: number

earningsOnCapitalFactor

earningsOnCapitalFactor: number

earningsOnCapitalStrategy

earningsOnCapitalStrategy: EarningsOnCapitalStrategy

engineVersionExpected

engineVersionExpected: EngineVersion

federalTaxRate

federalTaxRate: number

feeAmortizationMethod

feeAmortizationMethod: FeeAmortizationMethods

fundingCurve

fundingCurve: FundingCurve

lgdUpFactor

lgdUpFactor: number

maxLiquidityMaturity

maxLiquidityMaturity: number

minimumLGD

minimumLGD: number

monthsOfUnpaidInterestAtDefault

monthsOfUnpaidInterestAtDefault: number

nonBankQualifiedInterestDisallowanceFactor

nonBankQualifiedInterestDisallowanceFactor: number

nonBankQualifiedTaxEffectiveYieldAdjustmentFactor

nonBankQualifiedTaxEffectiveYieldAdjustmentFactor: number

pricingDate

pricingDate: string

regionGroupName

regionGroupName: string

regionName

regionName: string

regionalTarget

regionalTarget: RegionalTarget

relationshipRollUpCalculation

relationshipRollUpCalculation: RelationshipRollUpCalculation

stateTaxRate

stateTaxRate: number

taxExemptCostOfFundsOption

taxExemptCostOfFundsOption: TaxExemptCostOfFundsOptions

taxExemptCostOfFundsRate

taxExemptCostOfFundsRate: number

taxRate

taxRate: number

useBankTaxEffectiveYieldAdjustmentFactor

useBankTaxEffectiveYieldAdjustmentFactor: boolean

useEADInterestFactor

useEADInterestFactor: boolean

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