Index
⋀ (logical and)
⋁ (logical or)
(payment operator)
:=(assignment)
¬ (negation)
“I” structure
“Y” structure
acceleration
Adjustible Rate Mortgage (ARM)
characteristics
hybrid
nreset shock
alias
allocation. See sizing
amortization
early
negative
of senior bonds
percentage
schedule
slow
turbo
Amortized Default Balance (ADB)
analysis
dynamic
static
architecture
array
in Excel
passing as Variant
asset
-backed credit default swap (ABCDS)
-backed index (ABX)
-backed security (ABS)
buy back
cash flow analysis
seller
Available Funds Cap (AFC). See WAC cap
balance,
actual
performing
Zero Prepay- (ZPB)
balloon loan
baseline O/C
basis risk
-Carry Forward Amount (BRCFA)
gap
bespoke tranche
Binomial Expansion Technique (BET)
binary search
block
Bloomberg
Bond-Equivalent Yield (BEY)
buy back
C++
constructor
instantiation
call
-by reference
-by value
cleanup
non-call period
post-call multipliers
rights
risk due to
cap. See corridor
cash cap table
cash flow
actual
deferred
diversion
examples
notation in model
of collateral
of liabilities
zero-prepay
CDX
certificate holder
child class
Cholesky decomposition
class
Application
architecture
child
Collection
Excel
inheritance. See inheritance
instantiation of object
method
module
“N”
“P”
parameterized
parent
“R”
Waterfall
Workbook
Worksheet
WorksheetFunction
“X”
cleanup call
CMO Description Information (CDI)
code
backwards compatible
benchmarking ...
