CoreLogic Securities data set | |

The `lp_calc` block provides functionality specific to the
CoreLogic Securities data set.

Calculations to be performed by the library are specified via the `calcs`
attribute.

A very basic example:

<import path="pub.lib.ucl.prod.mbscalc"/> <insert block="lp_calc" calcs="cpr"/>

Multiple calculations can be specified by placing valid values for `calcs`
in a comma-separated list, as follows:

<import path="pub.lib.ucl.prod.mbscalc"/> <insert block="lp_calc" calcs="cpr,cdr"/>

`calcs`- A comma-separated list of the valid calculations for the
`lp_calc`implementation of the library.Valid values are:

`cpr`- Calculates the Conditional Prepayment Rate.
The

`cpr`calculation also accepts the custom input:`ncpr`.See the Inputs section for details on

`ncpr`. `cdr`- Calculates the Constant Default Rate.
The

`cdr`calculation also accept the custom input:`ncdr`.See the Inputs section for details on

`ncdr`. `surveillance`- Calculates many important deal-level and pool-level metrics distributed over
time to provide a complete Surveillance Report. The following list details some of the data points returned by the
`surveillance`calculation:- CPR
- CDR
- Roll Rates
- Weighted Average Parameters (LTV, Current LTV, FICO, etc.)

`cum_defaults`- Applies the remaining balance at the time of liquidation.
Loans with Loss or Loans with 9/F/R DQ final non-zero delinquency status are considered defaulted loans by the calculation.

`cum_loss`- Uses the Loss History Time Series in the CoreLogic data
set (
`pub.fin.lp[abs|mbs].loss`) to attribute the loss/recovery at the at the time the losses were realized. `severity`- Calculates the ratio of the loss to the remaining balance.
`roll_rates`- Calculates roll rates for the selected population over a period specified using
the
`nroll`input.When

`nroll`is not provided with a value, it defaults to`1`. `recovery_lag`- Calculates the number of months for a delinquent loan to cure.
`servicer_advance`- Combines reported servicer advances from the CoreLogic Advance table with inferred advances, based on the difference between balance and investor balance, when servicer advance information is not available.

<import path="pub.lib.ucl.beta_latest.lib_mbscalc_beta" library=""/> <insert block="lp_calc" calcs="roll_rates" cusips="46630BAR7" default_logic="if((loss_amt_sum<>0 | (has_loss='N' & ots_stat_sum='F' 'R') & exception=6)=1; inv_bal_sum; 0)" hpi="ofheo"/>