ABS | absolute prepayment speed |
AMT | amt |
AUTOREIN | auto reinvestment at or better |
BANKQUAL | bank qualified |
BGNCON | bargain conditions |
COUPON | coupon range |
CPP | constant prepayment penalty |
CPR | constant prepayment rate |
CPY | constant prepayment yield |
CURRENCY | iso currency code |
CUSTOMDA | custom start end date |
GEOG | geographics and percent range |
HAIRCUT | valuation discount |
HEP | final cpr of home equity prepayment curve |
INSURED | insured |
ISSUE | year or year month of issue |
ISSUER | issuers ticker |
ISSUESIZ | issue size range |
LOOKBACK | lookback days |
LOT | explicit lot identifier |
LOTVAR | lot variance |
MAT | maturity year and month |
MATURITY | maturity range |
MAXSUBS | maximum substitutions |
MHP | percent of manufactured housing prepayment curve |
MINDNOM | minimum denomination |
MININCR | minimum increment |
MINQTY | minimum quantity |
MPR | monthly prepayment rate |
PAYFREQ | payment frequency calendar |
PIECES | number of pieces |
PMAX | pools maximum |
PPC | percent of prospectus prepayment curve |
PPL | pools per lot |
PPM | pools per million |
PPT | pools per trade |
PRICE | price range |
PRICEFRE | pricing frequency |
PROD | production year |
PROTECT | call protection |
PSA | percent of bma prepayment curve |
PURPOSE | purpose |
PXSOURCE | benchmark price source |
RATING | rating source and range |
RESTRICT | restricted |
SECTOR | market sector |
SECTYPE | securitytype included or excluded |
SMM | single monthly mortality |
STRUCT | structure |
SUBSFREQ | substitutions frequency |
SUBSLEFT | substitutions left |
TEXT | freeform text |
TRDVAR | trade variance |
WAC | weighted average coupon |
WAL | weighted average life coupon |
WALA | weighted average loan age |
WAM | weighted average maturity |
WHOLE | whole pool |
YIELD | yield range |