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Modeling Structured Finance Cash Flows with Microsoft® Excel®: A Step-by-Step Guide by KEITH A. ALLMAN

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Index
Absolute prepayment speed (ABS)
Action buttons
Actual/actual day-count system
Actual/360 day-count system
Actual/365 day-count system
Advanced liability structures
reserve accounts
swaps
triggers
Advance rate
Agency bonds
Amort Factor
Amortization
asset cash flow
asset principal check
cash flow
cash flow waterfall and
dates and timing
fixed rate inputs
floating rate
interest rate swaps
level payment
loss curves
monthly yields
prepayment rates
principal allocation and
principal return and
projected prepayments in
significance of
timing
trigger analysis
Analytics, see Performance analytics
Analytic sheet, looping to
AND function
Annual interest rate
Array formulas
Asset(s)
assumptions, generally
cash flow generation, see Asset cash flow generation
classes
inputs
interactions
interest rate curve selection
pool
principal check test
Asset Based Fee, calculation of
Asset cash flow generation
cash flow sheet
defined
input sheets
loan level vs. representative line amortization
notional asset amortization on cash flow sheet
Asset-specific data
Auctions, recovery process
Auditor, functions of
Automation, using VBA, see Visual Basic Applications (VBA)
Automobile Lease Guide (ALG)
Automobile loans/leases
Back-loaded loss curves
Balance calculations, loss curves and
Balances at maturity tests
Balance sheet type model
Bank fees
Bank funding, interest rates
Base assumptions, determination of
Beginning of period (BOP)
Bond-equivalent yield (BEY)
Bond market
Boolean variables
Buy and hold ...

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