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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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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。
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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
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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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Public Function PipeBalance(ByVal period As Integer) As Double#计算管道内所有债券的余额
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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
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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
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Public Function WritedownPipe(period As Integer,totalWritedown As Double) As Double#为管道内债券进行减值
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4.衍生品模块
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