1. Cash Flow Engine Reference Guide
  2. Cash Flow Calculations
  3. Cash Flow Calculation Process
  4. Initialize Cash Flow Data
  5. Static Characteristics

7.8.4.1 Static Characteristics

Static Characteristics provide information to the Cash Flow Engine about how the instrument should be modeled. For Non-Pattern and Non-Schedule Instruments, all of the following characteristics remain constant during the Modeling Process.

  • Event Frequencies
    • Repricing
    • Payment
    • Payment Change
  • Financial Code Values
    • Accrual Basis Code
    • Amortization Type Code
    • Rate Change Round Code
  • Leaf Values
    • Product Leaf
    • Common COA ID
  • Currency Code
  • Repricing Meters
    • Margin
    • Rate Caps
    • Rate Increase Period
    • Rate Change Minimum

For Pattern and Schedule Instruments, the payment frequency and/or repricing frequency can vary throughout the life of the instrument.