CoreLogic Securities data set

The CoreLogic Securities implementation of the Universal Calculation Library will link to frequently used tables such as PMMS rates, HPI, and Unemployment, which enables users of the library to expand the scope of their analyses. Finally, the UCL provides a robust set of configuration inputs that allow for filtering, creating new metrics, linking in additional data, and customizing the final summaries.

The library is constructed using <block>'s, which eliminate the need to expose large amounts of XML code, so the focus can be placed on the inputs and results of the analysis, not the structure of the code.

Using the lp_calc block

To use the CoreLogic implementation of the Universal Calculation Library, use the <import> operation, as follows:

<import path="pub.lib.ucl.prod.mbscalc"/>
Once the library is imported, specific blocks within the library can be called using the <insert> element:
<insert block="lp_calc" calcs="[LIST_OF_CALCULATIONS]"/>

To use the set of calculations designed for use with the CoreLogic Securities data sets, use the lp_calc value for the block attribute, as shown above. For the calcs attribute, provide a comma-separated list of calculations, as specified in the Calculations topic of this guide.

Data

This implementation of the Universal Calculation Library is designed to work with the CoreLogic Securities data tables, as well as several related tables commonly used in MBS analyses performed on the CoreLogic Securities data sets. The CoreLogic Securities data set is available in three different variations:
  • Prime
  • Subprime
  • Combined
Accompanying tables consist of:
pub.fin.(lp|lpabs|lpmbs).master
An origination table containing static loan data
pub.fin.(lp|lpabs|lpmbs).poollast
A static table with deal and pool specific information
pub.fin.(lp | lpabs | lpmbs).loanlast
A 1010data derived loan summary table that has the earliest and latest values from the TS table
pub.fin.(lp|lpabs|lpmbs).modsupp
A loan modification supplemental table
pub.fin.(lp|lpabs|lpmbs).suppl
A Servicer advance table that covers a limited amount of loans
pub.fin.(lp|lpabs|lpmbs).loss
A 1010data derived Time Series table

This table records loss amounts when they occur (most often after the loan has paid off and the series of that loan has ended in the loan history table).

pub.fin.lpmisc.poolcusip
A cusip to pool table, which enables mapping to/validating from other datasets
pub.fin.lpmisc.cusip
A cusip to deal table, which enables mapping to/validating from other datasets
Note: Access to these data sets is dependent upon your subscription.

CoreLogic tables used in calculations

When using the UCL on the CoreLogic Securities data sets, the following tables are linked in before the final summary of the data. Columns linked from these tables can be used for creating custom analyses and logic when using the UCL.
Note: Not every table is linked in every calculation. This list details tables that may be linked in, depending on which calculations are specified in the calcs attribute.

The following tables are utilized in the lp_calc implementation of the Universal Calculation Library: