absbox
  • Installation
  • Modeling
  • Analytics
  • How To
  • Deal Library
  • Support
  • Reference
  • Notebook Gallery
    • Run Single Assets
    • Run Assets in Pool
    • Run Deals
    • Set Assumptions
    • View Result
    • Model Examples
    • SRT Examples
      • SRT Example
    • Trigger Examples
    • Debug Examples
    • Refinance Examples
    • CLO IC Test (WIP)
    • IRR Example
  • FAQ
  • API Reference
  • Changelogs
absbox
  • Notebook Gallery
  • SRT Examples
  • View page source

SRT Examples

  • SRT Example
    • Deal Structure
    • View Bond Cashflow
    • Pool Loss metrics
    • Return of SRT transaction
      • Sensitiviy Analysis : Pool Perf vs. IRR
    • What’s the protection exposure ?
      • Sensitiviy Analysis : Pool Perf vs. Exposed Loss
    • Others ?
    • SRT with 3 tranches
    • How thickness of FirstLossTranche would affect the IRR ?
    • SRT with trigger on Prorata to Sequential
    • SRT with Sequential
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