Examples

Code that demonstrates how to perform calculations based on specific values using the eMBS version of the UCL.

Overview

This section contains practical examples of queries which utilize the UCL on common data sets.

Compute Pool Level 1Mo CPR for FHL GOLD vintage 2010-2012 and half coupons

<insert block="embs_calc" loanlevel="0" calcs="cpr" breaks="productionyear,coupon" 
filter="product='FHLG30',productionyear=2010 2011 2012,coupon=int(coupon)=0 .5"/>

Compute California Pool Level 1Mo CPR for FHL GOLD 5% 2010-2012

<insert block="embs_calc" loanlevel="0" calcs="cpr"  
        breaks="productionyear,coupon"filter="product='FHLG30',productionyear=2010 2011
    2012,coupon=5.0,state='CA'"/>

Compute Pool Level 1Mo CPR for FHL GOLD 5% 2010-2012 broken out by Occupancy

<insert block="embs_calc" loanlevel="0" calcs="cpr"breaks="productionyear,coupon,occupancy"
filter="product='FHLG30',productionyear=2010 2011 2012,coupon=5.0"/>

Compute Pool Level 1Mo CPR for FHL GOLD 5% 2010-2012 not including second home occupancy

<insert block="embs_calc" loanlevel="0" calcs="cpr"breaks="productionyear,coupon"
filter="product='FHLG30',productionyear=2010 20112012,coupon=5.0,occupancy='owner''inv'"/>

Compute Pool Level 1Mo CPR for FHL GOLD 5% 2010-2012 for single family only

<insert block="embs_calc" loanlevel="0" calcs="cpr"breaks="productionyear,coupon"
filter="product='FHLG30',productionyear=2010 20112012,coupon=5.0,proptype='1-UNIT'"/>

Compute Pool Level 1Mo CPR for FHL GOLD 5% 2010-2012 for Owner Occupied *uses ldst notation

<insert block="embs_calc" loanlevel="0" calcs="cpr"breaks="productionyear,coupon"
filter="product='FHLG30',productionyear=2010 2011 2012,coupon=int(coupon)=0.5,ldst=OWNER"/>

Compute Pool Level 1Mo CPR for FHL GOLD half coupons 2010-2012 for Owner Occupied *uses ldst notation

<insert block="embs_calc" loanlevel="0" calcs="cpr"breaks="productionyear,coupon"
filter="product='FHLG30',productionyear=2010 2011 2012,coupon=int(coupon)=0 .5,ldst=OWNERinv"/>

Compute Pool Level 1Mo CPR for FHL GOLD half coupons 2010-2012 for Owner and Investor at broken out by occupancy *uses ldst notation

<insert block="embs_calc" loanlevel="0" calcs="cpr"breaks="productionyear,coupon,occupancy"
filter="product='FHLG30',productionyear=2010 20112012,coupon-int(coupon)=0 .5,ldst=OWNER INV"/>

Compute Pool Level 1Mo CPR for FHL GOLD half coupons 2010-2012 for refi no cashout and purchase broken out by purpose *uses ldst notation

<insert block="embs_calc" loanlevel="0" calcs="cpr"breaks="productionyear,coupon,purpose"
filter="product='FHLG30',productionyear=2010 20112012,coupon-int(coupon)=0 .5,ldst=re-fi_nco purchase"/>

Compute Pool Level 1Mo CPR for FHL GOLD half coupons 2010-2012 for refi no cashout and purchase broken out by purpose *uses ldst notation and purpose_fhlmc break which handles the change in purpose definitions for FHLMC

<insert block="embs_calc" loanlevel="0" calcs="cpr"breaks="productionyear,coupon,purpose_fhlmc"
filter="product='FHLG30',productionyear=2010 2011 2012,coupon=int(coupon)=0 .5,ldst=re-fi_nco purchase"/>

Compute Pool Level 1Mo CPR for GNM30 half coupons 2010-2012 for FHA refi only *uses ldst notation

<insert block="embs_calc" loanlevel="0" calcs="cpr"breaks="productionyear,coupon,purpose_gnma_prog"
filter="product='GNM30',productionyear=2010 2011 2012,coupon=int(coupon)=0 .5,ldst=re-fi_fhare-fi_va"/>

Compute Pool Level 1Mo CPR for GNM30 half coupons 2010-2012 for FHA & VA refi only with OLTV between 80 & 110 *uses ldst notation

<insert block="embs_calc" loanlevel="0" calcs="cpr"breaks="productionyear,coupon,purpose_gnma_prog"
filter="product='GNM30',productionyear=2010 2011 2012,couponint(coupon)=0 .5,ldst=re-fi_fhare-fi_va,between(wtdavg_oltv;80;110)"/>