Price | Yield | OAS | Duration | WAL | CPR | CDR | Recovery | CECL | Contractual Yield | Valuation Date | |
---|---|---|---|---|---|---|---|---|---|---|---|
base_case | 100.340 | 3.241% | 80.0 | 6.20 | 5.41 | 9.14 | 0.34 | 60.00 | 0.67 | 3.425% | 2021-09-07 |
scenario_1 | 100.664 | 3.173% | 70.0 | 6.17 | 5.41 | 9.14 | 0.34 | 60.00 | 0.67 | 3.399% | 2021-09-07 |
scenario_2 | 100.990 | 3.104% | 60.0 | 6.13 | 5.41 | 9.14 | 0.34 | 60.00 | 0.67 | 3.372% | 2021-09-07 |
scenario_3 | 101.320 | 3.036% | 50.0 | 6.09 | 5.41 | 9.14 | 0.34 | 60.00 | 0.67 | 3.346% | 2021-09-07 |