List of Acronyms
| ABCDS | Asset-Backed Credit Default Swap |
| ABS | Asset-Backed Security |
| ABX | Asset-Backed indeX |
| ADB | Amortized Defaulted Balance |
| AFC | Available Funds Cap |
| ARM | Adjustable-Rate Mortgage |
| API | Application Program Interface |
| BET | Binomial Expansion Technique |
| BEY | Bond Equivalent Yield |
| BRCFA | Basis Risk Carry-Forward Amount |
| CADR | Constant Annual Default Rate |
| CDI | CMO Description Information |
| CDO | Collateralized Debt Obligation |
| CDR | Constant Default Rate |
| CDS | Credit Default Swap |
| CLTV | Combined Loan-To-Value (ratio) |
| CMBS | Commercial Mortgage-Backed Security |
| CMO | Collateralized Mortgage Obligation |
| CMT | Constant Maturity Treasury |
| CPR | Constant Prepayment Rate |
| DLL | Dynamically Linked Library |
| ERFA | Excess Reserve Fund Account |
| FICO | Fair Isaac Company |
| FRM | Fixed-Rate Mortgage |
| GUI | Graphical User Interface |
| HEL | Home-Equity Loan |
| IC | Interest Coverage (test) |
| IO | Interest Only (bond) |
| IRR | Internal Rate of Return |
| LC | Loss Coverage |
| LGD | Loss Given Default |
| LIBOR | London Inter-Bank Offered Rate |
| LTV | Loan-To-Value (Ratio) |
| MBS | Mortgage-Backed Security |
| MPR | Monthly Payment Rate (credit cards) |
| MPS | Mathematical Programming System |
| NAS | Non-Accelerating Senior (bonds) |
| NIM | Net Interest Margin |
| O/C | Over-collateralization (Test) |
| OTE | Owner’s Trust Equity |
| PAC | Planned Amortization Class (bond) |
| PIK | Pay In Kind (bond) |
| PMF | Probability Mass Function |
| PO | Principal Only (bond) |
| PPR | Principal Payment Rate (credit cards) |
| PSA | Public Securities Association–Bond ... |
