Valuation library for mortgage-backed securities
Public Attributes | List of all members
AndrewKalotayAssociates::Clean::Input::Mbs Struct Reference

Terms of a pass-through MBS. More...

#include "andrew_kalotay_associates/clean/structs.h"

Public Attributes

double mbs_coupon
double mortgage_coupon
double original_amortization_in_months
double remaining_amortization_in_months
double remaining_life_in_months
double age_in_months
double factor
double principal_multiplier
 Set to 1 if pass-through and to 0 if IO.

Detailed Description

Terms of a pass-through MBS.

The documentation for this struct was generated from the following file: