打字猴:1.70347538e+09

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

1703475420

1703475421 Public Function PipeBalance（ByVal period As Integer） As Double#计算管道内所有债券的余额

1703475422

1703475423 Public Function PriorityBalance（ByVal period As Integer，ByVal Priority As Integer） As Double#计算管道内某个目标等级的余额

1703475424

1703475425 Private Function PayPriorityLevel（ByVal period As Integer，ByVal Priority As Integer，availFund As Double） As Double#为管道内同一指定级别的债券注入现金流

1703475426

1703475427 Public Function WritedownPipe（period As Integer，totalWritedown As Double） As Double#为管道内债券进行减值

1703475428

1703475429 4.衍生品模块

[ 上一页 ] [ :1.70347538e+09 ] [ 下一页 ]