ONTOLOGY EXPLORER
absolute prepayment rate
<https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/PoolBackedSecurities/AbsolutePrepaymentRate>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "absolute prepayment rate"@en |
| subClassOf | DebtPoolStatisticalMeasure |
| definition | "measure of the monthly rate of loan prepayments as a percentage of the original pool balance"@en |
| abbreviation | "ABS"@en |
| explanatoryNote | "ABS is defined by the following formula where SMM refers to Single Monthly Mortality, which measures the percentage of dollars prepaid in a given month expressed as a percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age - 1)."@en |
| explanatoryNote | "The ABS measurement differs from conditional prepayment rate (CPR) used in the mortgage industry, which measures prepayment as an annualized percentage of the current pool balance."@en |
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