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Asset Backed Senior Note Model
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2022
- Group(s):
- Business Management
- Subject(s):
- Derivative securities, Derivative securities--Valuation
- Item Type:
- Essay
- Tag(s):
- ABS, ABS valuation
- Permanent URL:
- https://doi.org/10.17613/n0gm-2z85
- Abstract:
- The valuation makes the assumption that the future values of these parameters will be unchanged until the final payment date. Subsequently, the calculator performs a deterministic computation consisting of calculating the future cashflows in the waterfall and discounting them.
- Notes:
- https://finpricing.com/lib/FiZeroBond.html
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 7 months ago
- License:
- Attribution
- Share this:
Open access, open source, open to all
absanalytics.pdf