The Universal Calculation Library presents a variety of common MBS-related queries and calculations, such as CPR, Default Rate, Loss Severity, and Roll Rates, and packages them in an easy-to-use interface. The library is optimized for numerous MBS-related data sets.
The Universal Calculation Library uses the <block>, <library>, and <insert> elements to provide a set of prepackaged code that can be easily called by any user. Before using the UCL, you should be familiar with these topics.
The library is structured so that a set of custom calculations is made available for each core data set available to 1010data subscribers. The library for a specific data set is accessed with a call to data set specific block. For example, the CoreLogic Securities specific calculations are accessed via a block called lp_calc.
Currently, calc blocks are implemented for the following data sets:
If you don't see a data set listed here that you're interested in using with the Universal Calculation Library, check back frequently, as we are adding new data sets on a continuing basis.