Price | Yield | OAS | Duration | WAL | CPR | CDR | Recovery | CECL | Contractual Yield | Valuation Date | |
---|---|---|---|---|---|---|---|---|---|---|---|
base_case | 102.723 | 3.099% | 250.0 | 1.04 | 1.83 | 26.72 | 0.75 | 60.00 | 0.52 | 3.740% | 2021-09-15 |
scenario_1 | 102.288 | 3.354% | 275.0 | 1.05 | 1.83 | 26.72 | 0.75 | 60.00 | 0.52 | 3.860% | 2021-09-15 |
scenario_2 | 101.858 | 3.609% | 300.0 | 1.07 | 1.83 | 26.72 | 0.75 | 60.00 | 0.51 | 3.979% | 2021-09-15 |