Price | Yield | OAS | Duration | WAL | CPR | CDR | Recovery | CECL | Contractual Yield | Valuation Date | |
---|---|---|---|---|---|---|---|---|---|---|---|
base_case | 100.057 | 3.323% | 300.0 | 0.08 | 1.22 | 10.00 | 0.85 | 0.00 | 1.05 | 4.031% | 2021-09-15 |
scenario_1 | 99.760 | 3.577% | 325.0 | 0.08 | 1.22 | 10.00 | 0.85 | 0.00 | 1.04 | 4.263% | 2021-09-15 |
scenario_2 | 99.465 | 3.830% | 350.0 | 0.08 | 1.22 | 10.00 | 0.85 | 0.00 | 1.04 | 4.495% | 2021-09-15 |