DescriptionFor Fixed Income. Type of Stipulation. Values include: GEOG = Geographics ISSUE = Year of Issue LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed) MAT = Maturity Year PIECES = Number of Pieces PMAX = Pools Maximum PPM = Pools per Million PPL = Pools per Lot PPT = Pools per Trade PROD = Production Year TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed) WAC = Weighted Average Coupon (value in percent) WAL = Weighted Average Life (value in months) WALA = Weighted Average Loan Age (value in months) WAM = Weighted Average Maturity (value in months) or the following Prepayment Speeds SMM = Single Monthly Mortality CPR = Constant Prepayment Rate CPY = Constant Prepayment Yield CPP = Constant Prepayment Penalty ABS = Absolute Prepayment Speed MPR = Monthly Prepayment Rate PSA = % of BMA Prepayment Curve PPC = % of Prospectus Prepayment Curve MHP = % of Manufactured Housing Prepayment Curve HEP = final CPR of Home Equity Prepayment Curve Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Used In |
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