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Public Sub RunCashflow()#计算各个房贷组合的现金流
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Public Sub CreateCollatGroups()#为不同组别的债券建立各组的抵押池
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Public Sub AddCollatCashflow()#汇总各个组别的所有房贷组合现金流
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2.资产池模块
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该模块的作用是储存资产管理人模块 (Collateral Analyst)计算出来的现金流结果,将现金流的各个主要组成部分归类,并把现金流归集到相应的群组以备其他模块进行现金流的分配。
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Public Sub AddToCollatGroup(ByVal period As Integer,Balance As Double,Interest As Double,Principal As Double,Loss As Double,PrepayPenalty As Double)#按房贷群组汇总各种数据
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#以下函数可以让其他物种(例如债券结构师)使用现金池的数据:
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Public Property Get Balance(period As Integer)As Double
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Public Property Get Interest(period As Integer)As Double
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Public Property Get Principal(period As Integer)As Double
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Public Property Get Loss(period As Integer)As Double
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Public Property Get PrepayPenalty(period As Integer)As Double
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Public Property Get group() As Integer
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Public Property Get name() As String
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3.房贷组合模块
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该模块的作用是计算每个房贷组合相关的各种现金流。
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#以下函数可以让其他物种使用房贷组合的数据:
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Public Property Get CF_PrepayPenalty(ByVal period As Integer) As Double
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Public Property Get CF_Balance(ByVal period As Integer) As Double
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Public Property Get CF_Interest(ByVal period As Integer) As Double
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Public Property Get CF_SchedPrinc(ByVal period As Integer) As Double
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Public Property Get CF_PrepayPrinc(ByVal period As Integer) As Double
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Public Property Get CF_PrincLoss(ByVal period As Integer) As Double
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Public Property Get CF_Recovery(ByVal period As Integer) As Double
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