Package org.drip.loan.characteristics

Asset Backed Loan Level Characteristics
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    Age
    Age contains the current Loan Age, i.e., the Months in Balance of an Asset Backed Loan.
    Coupon
    Coupon contains the current Loan Annualized Coupon Rate and Frequency.
    InquiriesLast6Months
    InquiriesLast6Months contains the Total Number of Inquiries for the Loan over the Last 6 Months.
    OriginalPrincipal
    OriginalPrincipal contains the Origination Loan Principal.
    Term
    Term contains the original Term of the Loan in Months.
    Vintage
    Vintage contains the Loan Origination Vintage Details - i.e., the Year/Month of Loan Origination.