Planned Amortization Class (PAC) Tranche

外汇网2021-06-19 14:09:59 93

A class of tranche in a planned amortization class (PAC) bond that receives a primary payment schedule. As long as the actual ppayment rate is between a designated range of ppayment speeds, the life of the PAC tranche will remain relatively stable. This tranche of the PAC bond receives some measure of protection against ppayment risk.

|||The measure of ppayment risk protection, which includes both contraction and extension risk, is limited by the size of the companion bond and the speed of ppayment. If the speed of repayment is too slow (below the lower PAC collar), the life of the PAC tranche is extended; if the speed of repayment is too fast (above of the upper PAC collar), the life of the PAC tranche is shortened.

标签：

上一篇： Fixed-Income Arbitrage
下一篇： Burnout

随机快审展示

快审黄金今日夜里行情涨跌分析及黄金独家趋势交易参考

快审 4.8黄金操作策略及行情趋势把握

快审 3.24黄金箱体难破除，现价1947遇阻先空！原油左肩116.8抑制是否成立？

快审 12.17黄金行情已走强，日间操作逢低买涨看推涨

快审 4.25黄金保持下探，今日行情分析及交易参考

快审原油黄金冰火两重天,后市行情趋势分析及交易参考

快审 12.25黄金下周趋势依旧需等击穿，具体交易点位如何把握？

快审看多黄金价格的第29日了，金价昨天最高冲到了1820

快审 4.3黄金下星期一开盘行情预期，黄金行情分析交易参考

快审 9.20黄金实时分析与在线免费指导

快审买方正乘机而动！下周这一报告或引爆黄金上涨趋势金银、原油最新操作策略

快审郑豪11.23黄金低位未出，高空依旧不改等新低，黄金欧盘最新交易参考

快审英镑几度的试探，终将面对美元的抑制！

快审 2021.10.12宝汇早知道

快审 10.黄金，白银买跌点位已到，美日低多机会

快审 5/4黄金现货今日行情行情分析，期货原油现价指导交易参考策略

快审 12.15黄金今日你们买涨的投资朋友们，都被套了把，免费为你们这些投资亏损的朋友们解t，想必都被机构收割韭菜了把（免费解黄金）

快审 4.19黄金看涨趋势不变，纳指德指道指高抛低吸

快审 11.24星期三恒指小纳指德指原油黄金天然气铜早评推荐!

快审 3.1俄乌协商结果未达预计，黄金再走跌位震荡！

快审黄金碎阳顶破多个抑制，日间面对核心形态

推荐文章

热门文章

推荐文章

热门文章