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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。
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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
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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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1703475421 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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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
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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
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1703475427 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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1703475429 4.衍生品模块
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1703475431 利率通道(Corridors)和利率互换(SWAP)的计算。
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1703475433 Private Sub CalDealPayLeg(useLessor As Boolean,BondBal As Double,period As Integer,DayAdj30 As Double)#计算付款(固定利率)的金额
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1703475435 Private Sub CalDealRecLeg(useLessor As Boolean,BondBal As Double,period As Integer,dayAdjAct As Double)#计算收款 (浮动利率)的金额
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1703475437 Public Sub CalDealCashflow(useLessor As Boolean,BondBal As Double,period As Integer,DayAdj30 As Double,dayAdjAct As Double)#计算净现金流
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1703475439 四、现金流建模宏程序引用的计算函数
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1703475441 (一)资产端模块
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1703475443 1.资产管理人模块(Collateral Analyst)
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