The eMBS version of the Universal Calculation Library provides calculations for many common analyses for the data set. The UCL also 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 analyses, not the structure of the code.
To use this version of the Universal Calculation Library, use the <import> operation, as follows:
Once the library is imported, specific blocks within the library can be called using the <insert> element:
<insert block="embs_calc" calcs="[LIST_OF_CALCULATIONS]"/>
To use the set of calculations designed for this data set, use the embs 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.
This version of the Universal Calculation Library is designed to work with data tables, as well as several related tables commonly used in MBS analyses.
In addition to hosting a legacy Agency Mortgage data set, 1010data also hosts an Agency Mortgage data set provided by eMBS. While the legacy data set provides all of the relevant tables needed for analysis, eMBS normalizes the data so that all 3 agencies are presented in the same format. This allows cross-agency analysis within a single query (at the pool level) and significantly reduces the number of tables required for analysis. In addition to hosting a combined dataset for the purpose of efficiency and timing, 1010data also hosts a seperate dataset for GNMA and the 2 GSE’s. A list of the major tables for the combined folder is listed below. The same tables for each agency can be found under pub.fin.embs.agency.time_series.
The following tables are utilized in the embs version of the Universal Calculation Library:
|delh||Delinquency Time Series|
|arst||Rate Change Details|
|arm||ARM Time Series|
|lds2||Loan Distributions 2|
|fh||Factor Time Series|
|svc||Servicer Breakdown Time Series|
|lds3||Loan Distributions 3|
|cpnh||Coupon Time Series|
|qrt||Quartile Time Series|
|sc||eMBS Calculated Data|
|geo||Geo Time Series|
|ldst_orig||Loan Distributions - Original|
|ms||Step Modified # of Steps|
|soam||Security Optional Attributes|
|msdt||Step Modified Step Rate TS|
|mh||Misc Data Change History|
|ih||Issuer Time Series|
|sf||Scheduled Factor History|