Standard output
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:44 EST 2020
| Setup Time => Mon Jan 27 00:35:44 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|------------------------------------------------------------------------------------------------------------------------------------------------------------||
| FIXED CASH-FLOW MORTGAGE BOND ANALYTICS ||
| ----- --------- -------- ---- --------- ||
| L -> R: ||
| - Start Date ||
| - End Date ||
| - Pay Date ||
| - Discount Factor ||
| - Survival Factor ||
| - Principal Factor ||
| - Accrual Days ||
| - Accrual Fraction ||
| - Coupon Rate (%) ||
| - Coupon Amount ||
| - Fee Rate (%) ||
| - Fee Amount ||
| - Principal Amount ||
| - Total Amount ||
|------------------------------------------------------------------------------------------------------------------------------------------------------------||
| [2015/10/22 -> 2015/11/22] => 2015/11/22 | 0.9902 | 1.0000 | 1.0000 | 31 | 0.0849315068 | 11.89% | 1489.95 | 00.00% | 00.00 | 2452.03 | 3941.98 ||
| [2015/11/22 -> 2015/12/22] => 2015/12/22 | 0.9805 | 1.0000 | 0.9834 | 30 | 0.0821917808 | 11.89% | 1417.93 | 00.00% | 00.00 | 2524.05 | 3941.98 ||
| [2015/12/22 -> 2016/01/22] => 2016/01/22 | 0.9709 | 1.0000 | 0.9663 | 31 | 0.0849315068 | 11.89% | 1439.70 | 00.00% | 00.00 | 2502.28 | 3941.98 ||
| [2016/01/22 -> 2016/02/22] => 2016/02/22 | 0.9613 | 1.0000 | 0.9493 | 31 | 0.0849315068 | 11.89% | 1414.44 | 00.00% | 00.00 | 2527.54 | 3941.98 ||
| [2016/02/22 -> 2016/03/22] => 2016/03/22 | 0.9519 | 1.0000 | 0.9322 | 29 | 0.0794520548 | 11.89% | 1299.30 | 00.00% | 00.00 | 2642.68 | 3941.98 ||
| [2016/03/22 -> 2016/04/22] => 2016/04/22 | 0.9426 | 1.0000 | 0.9143 | 31 | 0.0849315068 | 11.89% | 1362.22 | 00.00% | 00.00 | 2579.76 | 3941.98 ||
| [2016/04/22 -> 2016/05/22] => 2016/05/22 | 0.9333 | 1.0000 | 0.8968 | 30 | 0.0821917808 | 11.89% | 1293.07 | 00.00% | 00.00 | 2648.91 | 3941.98 ||
| [2016/05/22 -> 2016/06/22] => 2016/06/22 | 0.9242 | 1.0000 | 0.8788 | 31 | 0.0849315068 | 11.89% | 1309.42 | 00.00% | 00.00 | 2632.56 | 3941.98 ||
| [2016/06/22 -> 2016/07/22] => 2016/07/22 | 0.9151 | 1.0000 | 0.8610 | 30 | 0.0821917808 | 11.89% | 1241.46 | 00.00% | 00.00 | 2700.52 | 3941.98 ||
| [2016/07/22 -> 2016/08/22] => 2016/08/22 | 0.9061 | 1.0000 | 0.8427 | 31 | 0.0849315068 | 11.89% | 1255.57 | 00.00% | 00.00 | 2686.41 | 3941.98 ||
| [2016/08/22 -> 2016/09/22] => 2016/09/22 | 0.8972 | 1.0000 | 0.8245 | 31 | 0.0849315068 | 11.89% | 1228.44 | 00.00% | 00.00 | 2713.54 | 3941.98 ||
| [2016/09/22 -> 2016/10/22] => 2016/10/22 | 0.8884 | 1.0000 | 0.8061 | 30 | 0.0821917808 | 11.89% | 1162.29 | 00.00% | 00.00 | 2779.69 | 3941.98 ||
| [2016/10/22 -> 2016/11/22] => 2016/11/22 | 0.8797 | 1.0000 | 0.7873 | 31 | 0.0849315068 | 11.89% | 1172.97 | 00.00% | 00.00 | 2769.01 | 3941.98 ||
| [2016/11/22 -> 2016/12/22] => 2016/12/22 | 0.8711 | 1.0000 | 0.7685 | 30 | 0.0821917808 | 11.89% | 1108.07 | 00.00% | 00.00 | 2833.91 | 3941.98 ||
| [2016/12/22 -> 2017/01/22] => 2017/01/22 | 0.8625 | 1.0000 | 0.7493 | 31 | 0.0849315068 | 11.89% | 1116.39 | 00.00% | 00.00 | 2825.59 | 3941.98 ||
| [2017/01/22 -> 2017/02/22] => 2017/02/22 | 0.8541 | 1.0000 | 0.7301 | 31 | 0.0849315068 | 11.89% | 1087.85 | 00.00% | 00.00 | 2854.13 | 3941.98 ||
| [2017/02/22 -> 2017/03/22] => 2017/03/22 | 0.8457 | 1.0000 | 0.7108 | 28 | 0.0767123288 | 11.89% | 956.54 | 00.00% | 00.00 | 2985.44 | 3941.98 ||
| [2017/03/22 -> 2017/04/22] => 2017/04/22 | 0.8374 | 1.0000 | 0.6905 | 31 | 0.0849315068 | 11.89% | 1028.88 | 00.00% | 00.00 | 2913.10 | 3941.98 ||
| [2017/04/22 -> 2017/05/22] => 2017/05/22 | 0.8292 | 1.0000 | 0.6708 | 30 | 0.0821917808 | 11.89% | 967.23 | 00.00% | 00.00 | 2974.75 | 3941.98 ||
| [2017/05/22 -> 2017/06/22] => 2017/06/22 | 0.8210 | 1.0000 | 0.6506 | 31 | 0.0849315068 | 11.89% | 969.43 | 00.00% | 00.00 | 2972.55 | 3941.98 ||
| [2017/06/22 -> 2017/07/22] => 2017/07/22 | 0.8130 | 1.0000 | 0.6305 | 30 | 0.0821917808 | 11.89% | 909.10 | 00.00% | 00.00 | 3032.88 | 3941.98 ||
| [2017/07/22 -> 2017/08/22] => 2017/08/22 | 0.8050 | 1.0000 | 0.6099 | 31 | 0.0849315068 | 11.89% | 908.78 | 00.00% | 00.00 | 3033.20 | 3941.98 ||
| [2017/08/22 -> 2017/09/22] => 2017/09/22 | 0.7971 | 1.0000 | 0.5894 | 31 | 0.0849315068 | 11.89% | 878.15 | 00.00% | 00.00 | 3063.83 | 3941.98 ||
| [2017/09/22 -> 2017/10/22] => 2017/10/22 | 0.7893 | 1.0000 | 0.5686 | 30 | 0.0821917808 | 11.89% | 819.88 | 00.00% | 00.00 | 3122.10 | 3941.98 ||
| [2017/10/22 -> 2017/11/22] => 2017/11/22 | 0.7815 | 1.0000 | 0.5475 | 31 | 0.0849315068 | 11.89% | 815.68 | 00.00% | 00.00 | 3126.30 | 3941.98 ||
| [2017/11/22 -> 2017/12/22] => 2017/12/22 | 0.7739 | 1.0000 | 0.5263 | 30 | 0.0821917808 | 11.89% | 758.82 | 00.00% | 00.00 | 3183.16 | 3941.98 ||
| [2017/12/22 -> 2018/01/22] => 2018/01/22 | 0.7663 | 1.0000 | 0.5047 | 31 | 0.0849315068 | 11.89% | 751.97 | 00.00% | 00.00 | 3190.01 | 3941.98 ||
| [2018/01/22 -> 2018/02/22] => 2018/02/22 | 0.7588 | 1.0000 | 0.4831 | 31 | 0.0849315068 | 11.89% | 719.75 | 00.00% | 00.00 | 3222.23 | 3941.98 ||
| [2018/02/22 -> 2018/03/22] => 2018/03/22 | 0.7513 | 1.0000 | 0.4612 | 28 | 0.0767123288 | 11.89% | 620.71 | 00.00% | 00.00 | 3321.27 | 3941.98 ||
| [2018/03/22 -> 2018/04/22] => 2018/04/22 | 0.7439 | 1.0000 | 0.4387 | 31 | 0.0849315068 | 11.89% | 653.68 | 00.00% | 00.00 | 3288.30 | 3941.98 ||
| [2018/04/22 -> 2018/05/22] => 2018/05/22 | 0.7366 | 1.0000 | 0.4164 | 30 | 0.0821917808 | 11.89% | 600.45 | 00.00% | 00.00 | 3341.53 | 3941.98 ||
| [2018/05/22 -> 2018/06/22] => 2018/06/22 | 0.7294 | 1.0000 | 0.3938 | 31 | 0.0849315068 | 11.89% | 586.73 | 00.00% | 00.00 | 3355.25 | 3941.98 ||
| [2018/06/22 -> 2018/07/22] => 2018/07/22 | 0.7223 | 1.0000 | 0.3710 | 30 | 0.0821917808 | 11.89% | 535.01 | 00.00% | 00.00 | 3406.97 | 3941.98 ||
| [2018/07/22 -> 2018/08/22] => 2018/08/22 | 0.7152 | 1.0000 | 0.3480 | 31 | 0.0849315068 | 11.89% | 518.44 | 00.00% | 00.00 | 3423.54 | 3941.98 ||
| [2018/08/22 -> 2018/09/22] => 2018/09/22 | 0.7082 | 1.0000 | 0.3248 | 31 | 0.0849315068 | 11.89% | 483.87 | 00.00% | 00.00 | 3458.11 | 3941.98 ||
| [2018/09/22 -> 2018/10/22] => 2018/10/22 | 0.7012 | 1.0000 | 0.3013 | 30 | 0.0821917808 | 11.89% | 434.46 | 00.00% | 00.00 | 3507.52 | 3941.98 ||
| [2018/10/22 -> 2018/11/22] => 2018/11/22 | 0.6943 | 1.0000 | 0.2775 | 31 | 0.0849315068 | 11.89% | 413.52 | 00.00% | 00.00 | 3528.46 | 3941.98 ||
| [2018/11/22 -> 2018/12/22] => 2018/12/22 | 0.6875 | 1.0000 | 0.2536 | 30 | 0.0821917808 | 11.89% | 365.70 | 00.00% | 00.00 | 3576.28 | 3941.98 ||
| [2018/12/22 -> 2019/01/22] => 2019/01/22 | 0.6808 | 1.0000 | 0.2294 | 31 | 0.0849315068 | 11.89% | 341.78 | 00.00% | 00.00 | 3600.20 | 3941.98 ||
| [2019/01/22 -> 2019/02/22] => 2019/02/22 | 0.6741 | 1.0000 | 0.2050 | 31 | 0.0849315068 | 11.89% | 305.42 | 00.00% | 00.00 | 3636.56 | 3941.98 ||
| [2019/02/22 -> 2019/03/22] => 2019/03/22 | 0.6675 | 1.0000 | 0.1803 | 28 | 0.0767123288 | 11.89% | 242.70 | 00.00% | 00.00 | 3699.28 | 3941.98 ||
| [2019/03/22 -> 2019/04/22] => 2019/04/22 | 0.6609 | 1.0000 | 0.1553 | 31 | 0.0849315068 | 11.89% | 231.34 | 00.00% | 00.00 | 3710.64 | 3941.98 ||
| [2019/04/22 -> 2019/05/22] => 2019/05/22 | 0.6544 | 1.0000 | 0.1301 | 30 | 0.0821917808 | 11.89% | 187.62 | 00.00% | 00.00 | 3754.36 | 3941.98 ||
| [2019/05/22 -> 2019/06/22] => 2019/06/22 | 0.6480 | 1.0000 | 0.1047 | 31 | 0.0849315068 | 11.89% | 155.96 | 00.00% | 00.00 | 3786.02 | 3941.98 ||
| [2019/06/22 -> 2019/07/22] => 2019/07/22 | 0.6417 | 1.0000 | 0.0790 | 30 | 0.0821917808 | 11.89% | 113.93 | 00.00% | 00.00 | 3828.05 | 3941.98 ||
| [2019/07/22 -> 2019/08/22] => 2019/08/22 | 0.6354 | 1.0000 | 0.0531 | 31 | 0.0849315068 | 11.89% | 79.07 | 00.00% | 00.00 | 3862.91 | 3941.98 ||
| [2019/08/22 -> 2019/09/22] => 2019/09/22 | 0.6291 | 1.0000 | 0.0269 | 31 | 0.0849315068 | 11.89% | 40.06 | 00.00% | 00.00 | 3901.92 | 3941.98 ||
| [2019/09/22 -> 2019/10/22] => 2019/10/22 | 0.6230 | 1.0000 | 0.0004 | 30 | 0.0821917808 | 11.89% | 00.63 | 00.00% | 00.00 | 064.96 | 065.60 ||
|------------------------------------------------------------------------------------------------------------------------------------------------------------||
-------------------------------------
Analytics Metrics for FPMA 11.89 2019
-------------------------------------
Price : 100.0000
Yield : 12.88%
Settle : 01-DEC-2015
Modified Duration : 1.7599
Risk : 1.7650
Convexity : 0.0065
DV01 : 26.04
Previous Coupon Date : 22-NOV-2015
Face : 147544.28
Notional : 147544.28
Current Principal : 145092.25
Accrued : 425.378690
Total : 145517.63
NPV : 145517.63
Accrual Days : 9
Fee Adjusted Yield : 12.88%
Uniform Constant Mortgage Amount => 3839.40
Fee Unadjusted Price From Coupon Yield => 101.77
Fee Adjusted Price From Coupon Yield => 101.77
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:44 EST 2020
| Setup Time => Mon Jan 27 00:35:44 EST 2020
| Finish Time => Mon Jan 27 00:35:44 EST 2020
| Setup Duration => 1 ms
| Run Duration => 32 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:44 EST 2020
| Setup Time => Mon Jan 27 00:35:44 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|------------------------------------------------------------------------------------------------------------------------------------------------------------||
| FIXED CASH-FLOW MORTGAGE BOND ANALYTICS ||
| ----- --------- -------- ---- --------- ||
| L -> R: ||
| - Start Date ||
| - End Date ||
| - Pay Date ||
| - Discount Factor ||
| - Survival Factor ||
| - Principal Factor ||
| - Accrual Days ||
| - Accrual Fraction ||
| - Coupon Rate (%) ||
| - Coupon Amount ||
| - Fee Rate (%) ||
| - Fee Amount ||
| - Principal Amount ||
| - Total Amount ||
|------------------------------------------------------------------------------------------------------------------------------------------------------------||
| [2015/10/22 -> 2015/11/22] => 2015/11/22 | 1.0000 | 0.9902 | 1.0000 | 31 | 0.0849315068 | 11.89% | 1489.95 | 00.00% | 00.00 | 3927.47 | 5417.42 ||
| [2015/11/22 -> 2015/12/22] => 2015/12/22 | 1.0000 | 0.9805 | 0.9734 | 30 | 0.0821917808 | 11.89% | 1403.51 | 00.00% | 00.00 | 3974.64 | 5378.15 ||
| [2015/12/22 -> 2016/01/22] => 2016/01/22 | 1.0000 | 0.9709 | 0.9464 | 31 | 0.0849315068 | 11.89% | 1410.16 | 00.00% | 00.00 | 3928.25 | 5338.40 ||
| [2016/01/22 -> 2016/02/22] => 2016/02/22 | 1.0000 | 0.9613 | 0.9198 | 31 | 0.0849315068 | 11.89% | 1370.49 | 00.00% | 00.00 | 3928.63 | 5299.12 ||
| [2016/02/22 -> 2016/03/22] => 2016/03/22 | 1.0000 | 0.9519 | 0.8932 | 29 | 0.0794520548 | 11.89% | 1244.96 | 00.00% | 00.00 | 4014.88 | 5259.83 ||
| [2016/03/22 -> 2016/04/22] => 2016/04/22 | 1.0000 | 0.9426 | 0.8660 | 31 | 0.0849315068 | 11.89% | 1290.27 | 00.00% | 00.00 | 3929.41 | 5219.68 ||
| [2016/04/22 -> 2016/05/22] => 2016/05/22 | 1.0000 | 0.9333 | 0.8393 | 30 | 0.0821917808 | 11.89% | 1210.25 | 00.00% | 00.00 | 3970.14 | 5180.39 ||
| [2016/05/22 -> 2016/06/22] => 2016/06/22 | 1.0000 | 0.9242 | 0.8124 | 31 | 0.0849315068 | 11.89% | 1210.50 | 00.00% | 00.00 | 3930.19 | 5140.69 ||
| [2016/06/22 -> 2016/07/22] => 2016/07/22 | 1.0000 | 0.9151 | 0.7858 | 30 | 0.0821917808 | 11.89% | 1133.04 | 00.00% | 00.00 | 3968.34 | 5101.39 ||
| [2016/07/22 -> 2016/08/22] => 2016/08/22 | 1.0000 | 0.9061 | 0.7589 | 31 | 0.0849315068 | 11.89% | 1130.74 | 00.00% | 00.00 | 3930.97 | 5061.70 ||
| [2016/08/22 -> 2016/09/22] => 2016/09/22 | 1.0000 | 0.8972 | 0.7323 | 31 | 0.0849315068 | 11.89% | 1091.04 | 00.00% | 00.00 | 3931.35 | 5022.39 ||
| [2016/09/22 -> 2016/10/22] => 2016/10/22 | 1.0000 | 0.8884 | 0.7056 | 30 | 0.0821917808 | 11.89% | 1017.43 | 00.00% | 00.00 | 3965.65 | 4983.08 ||
| [2016/10/22 -> 2016/11/22] => 2016/11/22 | 1.0000 | 0.8797 | 0.6787 | 31 | 0.0849315068 | 11.89% | 1011.29 | 00.00% | 00.00 | 3932.13 | 4943.42 ||
| [2016/11/22 -> 2016/12/22] => 2016/12/22 | 1.0000 | 0.8711 | 0.6521 | 30 | 0.0821917808 | 11.89% | 940.24 | 00.00% | 00.00 | 3963.86 | 4904.10 ||
| [2016/12/22 -> 2017/01/22] => 2017/01/22 | 1.0000 | 0.8625 | 0.6252 | 31 | 0.0849315068 | 11.89% | 931.56 | 00.00% | 00.00 | 3932.91 | 4864.46 ||
| [2017/01/22 -> 2017/02/22] => 2017/02/22 | 1.0000 | 0.8541 | 0.5986 | 31 | 0.0849315068 | 11.89% | 891.84 | 00.00% | 00.00 | 3933.29 | 4825.13 ||
| [2017/02/22 -> 2017/03/22] => 2017/03/22 | 1.0000 | 0.8457 | 0.5719 | 28 | 0.0767123288 | 11.89% | 769.66 | 00.00% | 00.00 | 4016.14 | 4785.80 ||
| [2017/03/22 -> 2017/04/22] => 2017/04/22 | 1.0000 | 0.8374 | 0.5447 | 31 | 0.0849315068 | 11.89% | 811.56 | 00.00% | 00.00 | 3934.08 | 4745.64 ||
| [2017/04/22 -> 2017/05/22] => 2017/05/22 | 1.0000 | 0.8292 | 0.5180 | 30 | 0.0821917808 | 11.89% | 746.94 | 00.00% | 00.00 | 3959.36 | 4706.30 ||
| [2017/05/22 -> 2017/06/22] => 2017/06/22 | 1.0000 | 0.8210 | 0.4912 | 31 | 0.0849315068 | 11.89% | 731.85 | 00.00% | 00.00 | 3934.85 | 4666.71 ||
| [2017/06/22 -> 2017/07/22] => 2017/07/22 | 1.0000 | 0.8130 | 0.4645 | 30 | 0.0821917808 | 11.89% | 669.79 | 00.00% | 00.00 | 3957.57 | 4627.36 ||
| [2017/07/22 -> 2017/08/22] => 2017/08/22 | 1.0000 | 0.8050 | 0.4377 | 31 | 0.0849315068 | 11.89% | 652.15 | 00.00% | 00.00 | 3935.63 | 4587.78 ||
| [2017/08/22 -> 2017/09/22] => 2017/09/22 | 1.0000 | 0.7971 | 0.4110 | 31 | 0.0849315068 | 11.89% | 612.41 | 00.00% | 00.00 | 3936.02 | 4548.43 ||
| [2017/09/22 -> 2017/10/22] => 2017/10/22 | 1.0000 | 0.7893 | 0.3843 | 30 | 0.0821917808 | 11.89% | 554.19 | 00.00% | 00.00 | 3954.88 | 4509.07 ||
| [2017/10/22 -> 2017/11/22] => 2017/11/22 | 1.0000 | 0.7815 | 0.3575 | 31 | 0.0849315068 | 11.89% | 532.73 | 00.00% | 00.00 | 3936.79 | 4469.52 ||
| [2017/11/22 -> 2017/12/22] => 2017/12/22 | 1.0000 | 0.7739 | 0.3309 | 30 | 0.0821917808 | 11.89% | 477.07 | 00.00% | 00.00 | 3953.08 | 4430.15 ||
| [2017/12/22 -> 2018/01/22] => 2018/01/22 | 1.0000 | 0.7663 | 0.3041 | 31 | 0.0849315068 | 11.89% | 453.05 | 00.00% | 00.00 | 3937.57 | 4390.62 ||
| [2018/01/22 -> 2018/02/22] => 2018/02/22 | 1.0000 | 0.7588 | 0.2774 | 31 | 0.0849315068 | 11.89% | 413.29 | 00.00% | 00.00 | 3937.95 | 4351.24 ||
| [2018/02/22 -> 2018/03/22] => 2018/03/22 | 1.0000 | 0.7513 | 0.2507 | 28 | 0.0767123288 | 11.89% | 337.37 | 00.00% | 00.00 | 3974.49 | 4311.86 ||
| [2018/03/22 -> 2018/04/22] => 2018/04/22 | 1.0000 | 0.7439 | 0.2238 | 31 | 0.0849315068 | 11.89% | 333.38 | 00.00% | 00.00 | 3938.73 | 4272.12 ||
| [2018/04/22 -> 2018/05/22] => 2018/05/22 | 1.0000 | 0.7366 | 0.1971 | 30 | 0.0821917808 | 11.89% | 284.14 | 00.00% | 00.00 | 3948.59 | 4232.73 ||
| [2018/05/22 -> 2018/06/22] => 2018/06/22 | 1.0000 | 0.7294 | 0.1703 | 31 | 0.0849315068 | 11.89% | 253.74 | 00.00% | 00.00 | 3939.51 | 4193.24 ||
| [2018/06/22 -> 2018/07/22] => 2018/07/22 | 1.0000 | 0.7223 | 0.1436 | 30 | 0.0821917808 | 11.89% | 207.05 | 00.00% | 00.00 | 3946.80 | 4153.85 ||
| [2018/07/22 -> 2018/08/22] => 2018/08/22 | 1.0000 | 0.7152 | 0.1168 | 31 | 0.0849315068 | 11.89% | 174.10 | 00.00% | 00.00 | 3940.28 | 4114.38 ||
| [2018/08/22 -> 2018/09/22] => 2018/09/22 | 1.0000 | 0.7082 | 0.0901 | 31 | 0.0849315068 | 11.89% | 134.31 | 00.00% | 00.00 | 3940.67 | 4074.98 ||
| [2018/09/22 -> 2018/10/22] => 2018/10/22 | 1.0000 | 0.7012 | 0.0634 | 30 | 0.0821917808 | 11.89% | 91.46 | 00.00% | 00.00 | 3944.11 | 4035.57 ||
| [2018/10/22 -> 2018/11/22] => 2018/11/22 | 1.0000 | 0.6943 | 0.0367 | 31 | 0.0849315068 | 11.89% | 54.68 | 00.00% | 00.00 | 3941.45 | 3996.13 ||
| [2018/11/22 -> 2018/12/22] => 2018/12/22 | 1.0000 | 0.6875 | 0.0100 | 30 | 0.0821917808 | 11.89% | 14.40 | 00.00% | 00.00 | 1473.63 | 1488.03 ||
|------------------------------------------------------------------------------------------------------------------------------------------------------------||
-------------------------------------
Analytics Metrics for FPMA 11.89 2019
-------------------------------------
Price : 100.0000
Yield : 13.97%
Settle : 01-DEC-2015
Modified Duration : 1.3361
Risk : 1.3399
Convexity : 0.0039
DV01 : 19.77
Previous Coupon Date : 22-NOV-2015
Face : 147544.28
Notional : 147544.28
Current Principal : 143616.81
Accrued : 421.053015
Total : 144037.86
NPV : 144037.86
Accrual Days : 9
Fee Adjusted Yield : 13.97%
Uniform Constant Mortgage Amount => 3839.40
Fee Unadjusted Price From Coupon Yield => 102.85
Fee Adjusted Price From Coupon Yield => 102.85
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:44 EST 2020
| Setup Time => Mon Jan 27 00:35:44 EST 2020
| Finish Time => Mon Jan 27 00:35:45 EST 2020
| Setup Duration => 1 ms
| Run Duration => 23 ms
|-----------------------------------------------------------------|