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:

<import path="pub.lib.ucl.v3.lib_embs_calc"/>

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.

Note: Access to these data sets is dependent upon your subscription.

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`.

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 `embs` version of the
Universal Calculation Library:

tablename |
Table title |
---|---|

delh |
Delinquency Time Series |

iss |
Issuers |

arst |
Rate Change Details |

arm |
ARM Time Series |

cs2 |
Supplemental Disclosure |

sec |
Master |

lds2 |
Loan Distributions 2 |

fh |
Factor Time Series |

svc |
Servicer Breakdown Time Series |

ldst |
Loan Distributions |

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 |