Price | Yield | OAS | Duration | WAL | CPR | CDR | Recovery | CECL | Contractual Yield | Valuation Date | |
---|---|---|---|---|---|---|---|---|---|---|---|
base_case | 101.117 | 3.006% | 100.0 | 5.39 | 3.78 | 16.00 | 0.57 | 60.00 | 0.82 | 3.601% | 2021-09-15 |
scenario_1 | 100.833 | 3.093% | 110.0 | 5.42 | 3.78 | 16.00 | 0.57 | 60.00 | 0.82 | 3.628% | 2021-09-15 |
scenario_2 | 100.552 | 3.180% | 120.0 | 5.45 | 3.78 | 16.00 | 0.57 | 60.00 | 0.81 | 3.655% | 2021-09-15 |