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Private Function WTF_Turbo(period As Integer,availFund As Double) As Double#计算目标月份剩余现金流加速偿付债券本金
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Dim fund As Double#计算目标月份是否需要加速还款,并用剩余现金付加快还款额
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Private Function isCall(period As Integer) As Boolean#测试目标月份是否需要回购债券
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Private Function CalcTurboTrigger(period As Integer) As Boolean#计算目标月份是否需要加速还款
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Public Function CalcSwap(period As Integer) As Double#计算目标月份互换衍生工具现金流
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Public Function CollatBalance(period As Integer,groupNum As Integer) As Double#计算目标月份群组内资产池面额
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Public Function CollatLoss(period As Integer,groupNum As Integer) As Double#计算目标月份群组内资产的损失额
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Public Function CollatPrepayPenalty(period As Integer,groupNum As Integer)As Double#计算目标月份群组内资产池内的提前偿付罚款额
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Public Function CollatInterest(period As Integer,groupNum As Integer) As Double#计算目标月份群组内资产池的利息额
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Public Function CollatPrincipal(period As Integer,groupNum As Integer) As Double#计算目标月份群组内资产池的本金额
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Public Function BondPrincipal(period As Integer,groupNum As Integer) As Double#计算目标月份群组债券的本金额
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Public Function BondInterest(period As Integer,groupNum As Integer) As Double#计算目标月份群组债券的利息
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Public Function BondBalance(period As Integer,groupNum As Integer) As Double#计算目标月份群组的债券余额
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Public Function SeniorBalance(period As Integer,groupNum As Integer) As Double#计算目标月份群组的高级债券余额
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Public Function subBalance(period As Integer,groupNum As Integer) As Double#计算目标月份群组次级债券余额
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Private Sub LoadPipes()#按结构要求制作现金流管道
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Public Sub AddBonds()#按结构要求把债券加入现金流管道
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Private Function CalcCumLoss(period As Integer)#计算贷款的损失额
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Private Function CalcRealizedLoss(period As Integer)#计算已发生的损失
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2.债券模块
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接收现金流管道里提供的现金流并按期偿还本金和利息或减值。
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Public Function PrincipalWritedown(period As Integer,totalWritedown As Double) As Double#债券减值
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Public Function PayInterest(period As Integer,rawRate As Double,capRate As Double,availFund As Double,bondCoupon As Double,couponCap As Double,status As String) As Double#偿付目标月份的利息
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Public Function PayPrincipal(period As Integer,payable As Double) As Double#偿付目标月份的债券本金
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3.现金流管道模块
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