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static const Engine::AsciiString | ABSOLUTE_PREPAYMENT_SPEED ("ABS", 3) |
| Absolute Prepayment Speed = ABS.
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static const Engine::AsciiString | ALTERNATIVE_MINIMUM_TAX ("AMT", 3) |
| AMT (y/n) = AMT.
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static const Engine::AsciiString | AUTO_REINVESTMENT ("AUTOREINV", 9) |
| Auto Reinvestment at <rate> or better = AUTOREINV.
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static const Engine::AsciiString | BANK_QUALIFIED ("BANKQUAL", 8) |
| Bank qualified (y/n) = BANKQUAL.
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static const Engine::AsciiString | BARGIAN_CONDITIONS ("BGNCON", 6) |
| Bargain Conditions- see (234) for values = BGNCON.
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static const Engine::AsciiString | BENCHMARK_PRICE_SOURCE ("PXSOURCE", 8) |
| Benchmark price source = PXSOURCE.
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static const Engine::AsciiString | CALL_PROTECTION ("PROTECT", 7) |
| Call protection = PROTECT.
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static const Engine::AsciiString | CONSTANT_PREPAYMENT_PENALTY ("CPP", 3) |
| Constant Prepayment Penalty = CPP.
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static const Engine::AsciiString | CONSTANT_PREPAYMENT_RATE ("CPR", 3) |
| Constant Prepayment Rate = CPR.
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static const Engine::AsciiString | CONSTANT_PREPAYMENT_YIELD ("CPY", 3) |
| Constant Prepayment Yield = CPY.
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static const Engine::AsciiString | COUPON_RANGE ("COUPON", 6) |
| Coupon range = COUPON.
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static const Engine::AsciiString | EXPLICIT_LOT_IDENTIFIER ("LOT", 3) |
| Explicit lot identifier = LOT.
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static const Engine::AsciiString | FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE ("HEP", 3) |
| final CPR of Home Equity Prepayment Curve = HEP
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static const Engine::AsciiString | FREEFORM_TEXT ("TEXT", 4) |
| Freeform text = TEXT.
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static const Engine::AsciiString | GEOGRAPHICS ("GEOG", 4) |
| Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets]) = GEOG.
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static const Engine::AsciiString | INSURED ("INSURED", 7) |
| Insured (y/n) = INSURED.
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static const Engine::AsciiString | ISO_CURRENCY_CODE ("CURRENCY", 8) |
| ISO Currency code = CURRENCY.
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static const Engine::AsciiString | ISSUE ("ISSUE", 5) |
| Year or Year/Month of Issue (ex. 234=2002/09) = ISSUE.
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static const Engine::AsciiString | ISSUE_SIZE_RANGE ("ISSUESIZE", 9) |
| Issue size range = ISSUESIZE.
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static const Engine::AsciiString | ISSUERS_TICKER ("ISSUER", 6) |
| Issuer's ticker = ISSUER.
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static const Engine::AsciiString | LOOKBACK_DAYS ("LOOKBACK", 8) |
| Lookback days = LOOKBACK.
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static const Engine::AsciiString | LOT_VARIANCE ("LOTVAR", 6) |
| Lot Variance (value in percent maximum over- or under-allocation allowed) = LOTVAR.
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static const Engine::AsciiString | MARKET_SECTOR ("SECTOR", 6) |
| Market sector = SECTOR.
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static const Engine::AsciiString | MATURITY_RANGE ("MATURITY", 8) |
| Maturity range = MATURITY.
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static const Engine::AsciiString | MATURITY_YEAR_AND_MONTH ("MAT", 3) |
| Maturity Year and Month = MAT.
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static const Engine::AsciiString | MAXIMUM_SUBSTITUTIONS ("MAXSUBS", 7) |
| Maximum substitutions (Repo) = MAXSUBS.
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static const Engine::AsciiString | MINIMUM_DENOMINATION ("MINDNOM", 7) |
| Minimum denomination = MINDNOM.
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static const Engine::AsciiString | MINIMUM_INCREMENT ("MININCR", 7) |
| Minimum increment = MININCR.
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static const Engine::AsciiString | MINIMUM_QUANTITY ("MINQTY", 6) |
| Minimum quantity = MINQTY.
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static const Engine::AsciiString | MONTHLY_PREPAYMENT_RATE ("MPR", 3) |
| Monthly Prepayment Rate = MPR.
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static const Engine::AsciiString | NUMBER_OF_PIECES ("PIECES", 6) |
| Number of Pieces = PIECES.
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static const Engine::AsciiString | PAYMENT_FREQUENCY ("PAYFREQ", 7) |
| Payment frequency, calendar = PAYFREQ.
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static const Engine::AsciiString | PERCENT_OF_BMA_PREPAYMENT_CURVE ("PSA", 3) |
| % of BMA Prepayment Curve = PSA
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static const Engine::AsciiString | PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE ("MHP", 3) |
| % of Manufactured Housing Prepayment Curve = MHP
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static const Engine::AsciiString | PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE ("PPC", 3) |
| % of Prospectus Prepayment Curve = PPC
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static const Engine::AsciiString | POOLS_MAXIMUM ("PMAX", 4) |
| Pools Maximum = PMAX.
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static const Engine::AsciiString | POOLS_PER_LOT ("PPL", 3) |
| Pools per Lot = PPL.
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static const Engine::AsciiString | POOLS_PER_MILLION ("PPM", 3) |
| Pools per Million = PPM.
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static const Engine::AsciiString | POOLS_PER_TRADE ("PPT", 3) |
| Pools per Trade = PPT.
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static const Engine::AsciiString | PRICE_RANGE ("PRICE", 5) |
| Price range = PRICE.
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static const Engine::AsciiString | PRICING_FREQUENCY ("PRICEFREQ", 9) |
| Pricing frequency = PRICEFREQ.
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static const Engine::AsciiString | PRODUCTION_YEAR ("PROD", 4) |
| Production Year = PROD.
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static const Engine::AsciiString | PURPOSE ("PURPOSE", 7) |
| Purpose = PURPOSE.
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static const Engine::AsciiString | RATING_SOURCE_AND_RANGE ("RATING", 6) |
| Rating source and range = RATING.
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static const Engine::AsciiString | REDEMPTION ("REDEMPTION", 10) |
| Type of redemption - values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible = REDEMPTION.
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static const Engine::AsciiString | RESTRICTED ("RESTRICTED", 10) |
| Restricted (y/n) = RESTRICTED.
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static const Engine::AsciiString | SECTYPE_INCLUDED_EXCLUDED ("SECTYPE", 7) |
| <fieldref tag="167">SecurityType</fieldref>included or excluded = SECTYPE
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static const Engine::AsciiString | SINGLE_MONTHLY_MORTALITY ("SMM", 3) |
| Single Monthly Mortality = SMM.
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static const Engine::AsciiString | STRUCTURE ("STRUCT", 6) |
| Structure = STRUCT.
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static const Engine::AsciiString | SUBSTITUTIONS_FREQUENCY ("SUBSFREQ", 8) |
| Substitutions frequency (Repo) = SUBSFREQ.
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static const Engine::AsciiString | SUBSTITUTIONS_LEFT ("SUBSLEFT", 8) |
| Substitutions left (Repo) = SUBSLEFT.
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static const Engine::AsciiString | TRADE_VARIANCE ("TRDVAR", 6) |
| Trade Variance (value in percent maximum over- or under-allocation allowed) = TRDVAR.
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static const Engine::AsciiString | VALUATION_DISCOUNT ("HAIRCUT", 7) |
| Valuation discount = HAIRCUT.
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static const Engine::AsciiString | WAC ("WAC", 3) |
| Weighted Average Coupon:value in percent (exact or range) plus 'Gross' or 'Net' of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee]) = WAC.
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static const Engine::AsciiString | WAL ("WAL", 3) |
| Weighted Average Life Coupon: value in percent (exact or range) = WAL.
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static const Engine::AsciiString | WALA ("WALA", 4) |
| Weighted Average Loan Age: value in months (exact or range) = WALA.
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static const Engine::AsciiString | WAM ("WAM", 3) |
| Weighted Average Maturity : value in months (exact or range) = WAM.
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static const Engine::AsciiString | WHOLE_POOL ("WHOLE", 5) |
| Whole Pool (y/n) = WHOLE.
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static const Engine::AsciiString | YIELD_RANGE ("YIELD", 5) |
| Yield range = YIELD.
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