打字猴:1.70347537e+09
1703475370
1703475371 Private Function CalcTurboTrigger(period As Integer) As Boolean#计算目标月份是否需要加速还款
1703475372
1703475373 Public Function CalcSwap(period As Integer) As Double#计算目标月份互换衍生工具现金流
1703475374
1703475375 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
1703475376
1703475377 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
1703475378
1703475379 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
1703475380
1703475381 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
1703475382
1703475383 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
1703475384
1703475385 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
1703475386
1703475387 Public Function BondInterest(period As Integer,groupNum As Integer) As Double#计算目标月份群组债券的利息
1703475388
1703475389 Public Function BondBalance(period As Integer,groupNum As Integer) As Double#计算目标月份群组的债券余额
1703475390
1703475391 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
1703475392
1703475393 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
1703475394
1703475395 Private Sub LoadPipes()#按结构要求制作现金流管道
1703475396
1703475397 Public Sub AddBonds()#按结构要求把债券加入现金流管道
1703475398
1703475399 Private Function CalcCumLoss(period As Integer)#计算贷款的损失额
1703475400
1703475401 Private Function CalcRealizedLoss(period As Integer)#计算已发生的损失
1703475402
1703475403 2.债券模块
1703475404
1703475405 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。
1703475406
1703475407 Public Function PrincipalWritedown(period As Integer,totalWritedown As Double) As Double#债券减值
1703475408
1703475409 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
1703475410
1703475411 Public Function PayPrincipal(period As Integer,payable As Double) As Double#偿付目标月份的债券本金
1703475412
1703475413 3.现金流管道模块
1703475414
1703475415 该模块对现金流的分配进行计算。现金流管道分为横向和纵向两种。横向管道负责分割现金流并付款给同样信贷级别的债券;纵向管道则对现金流进行自上而下的分配。
1703475416
1703475417 Public Function PayPipe(period As Integer,availFund As Double,groupPercents As Variant) As Double#按横向或纵向以及比例向管道内注入现金流
1703475418
1703475419 Public Function PayRemainLeg(ByVal period As Integer,availFund As Double) As Double#如果横向管道内某一债券已完全付清,剩下的应付现金将用以支付管道内剩余的另一债券
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