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