Index

_

_asdict() (PoolPosition method) _calc_total_par() (Obligor method) _field_defaults (PoolPosition attribute) _fields (PoolPosition attribute) _fields_defaults (PoolPosition attribute) _get_book() (MockXlWings method) _get_fullname() (MockXlWings method)

_get_repline_trading_pct_choice() (ExcelData2 method) _make() (PoolPosition class method) _replace() (PoolPosition method) _solve_for_rho() (in module model_clo_insight.analysis.stats) _step_5_final_results_mode_1_2() (in module model_clo_insight.app) _step_5_final_results_mode_3() (in module model_clo_insight.app) _variance_func() (in module model_clo_insight.analysis.stats)

A

A (RatingVectorData attribute) A_wal (PoolingDiagnosticRow attribute) AA (RatingVectorData attribute) AA_wal (PoolingDiagnosticRow attribute) AAA (RatingVectorData attribute) AAA_wal (PoolingDiagnosticRow attribute) AAA_was_choice (InputStep3 attribute) AAA_was_comment (InputStep3 attribute) AAA_was_recommend (OutputStep1 attribute) (TradingScenarioRecommendedValues attribute) AAH (RatingVectorData attribute) AAL (RatingVectorData attribute) adj_bdr (HypoResultMonitor attribute) (TradingScenarioHypoResultRow attribute) advance_rate (DBRSMatrixInputs attribute) agency_recoveries_tbl (ModelParameters attribute) AgencyRecovery (class in model_clo_insight.clo_external_data_contracts) AH (RatingVectorData attribute)

AL (RatingVectorData attribute) amort_curve_choice (ModelSettings attribute) amort_sched (CorpLoan attribute) amort_tail (TradingScenarioRow attribute) amort_tail_choice_indicative (InputStep2 attribute) amort_tail_choice_matrix (InputStep3 attribute) (InputStep4a attribute) (InputStep4b attribute) amort_tail_comment_indicative (InputStep2 attribute) amort_tail_comment_matrix (InputStep3 attribute) amort_tail_recommend_indicative (OutputStep1 attribute) amort_tail_recommend_matrix (OutputStep1 attribute) amort_tbl (ModelParameters attribute) amort_tbl_bullet (ModelParameters attribute) amort_tbl_eu (ModelParameters attribute) amort_tbl_half (ModelParameters attribute) applicable_ind_codes (TransactionData attribute) assumed_draw (CLOTranche attribute)

B

B (RatingVectorData attribute) B_wal (PoolingDiagnosticRow attribute) BB (RatingVectorData attribute) BB_wal (PoolingDiagnosticRow attribute) BBB (RatingVectorData attribute) BBB_wal (PoolingDiagnosticRow attribute) BBBH (RatingVectorData attribute) BBBL (RatingVectorData attribute) BBH (RatingVectorData attribute) BBL (RatingVectorData attribute) BDR (CLOTrancheOutputStep2 attribute) (DaVinciResults attribute) bdr (HypoResultMonitor attribute) (TradingScenarioHypoResultRow attribute)

bdr_headers (OutputStep5 attribute) bdr_matrix (InputStep5 attribute) bdr_min (CLOTrancheOutputStep5 attribute) BH (RatingVectorData attribute) BL (RatingVectorData attribute) bond_group (CLOTranche attribute) (CLOTrancheOutputStep1 attribute) (CLOTrancheOutputStep2 attribute) (CLOTrancheOutputStep5 attribute) Book (MockXlWings property) build_dataframes() (ModelParameters method) build_obs_and_loans_sp() (in module model_clo_insight.clo_internal_objects) build_pool() (in module model_clo_insight.engines.pool_builders) build_pool_ind_mult_of_ob() (in module model_clo_insight.engines.pool_builders) build_rating_mixture() (in module model_clo_insight.engines.pool_builders)

C

calc_adj_class_bdr() (in module model_clo_insight.analysis.pool_metrics) calc_asset_side() (in module model_clo_insight.analysis.pool_metrics) calc_asset_side_A() (in module model_clo_insight.analysis.pool_metrics) calc_asset_side_B() (in module model_clo_insight.analysis.pool_metrics) calc_class_bdr() (in module model_clo_insight.analysis.pool_metrics) calc_class_sdr_exp_def_rate() (in module model_clo_insight.analysis.pool_metrics) calc_class_sdr_sp_warf() (in module model_clo_insight.analysis.pool_metrics) calc_credit_dispersion() (in module model_clo_insight.analysis.pool_metrics) calc_def_pct_from_amort() (in module model_clo_insight.engines.post_defaults) calc_def_pct_from_asset_specific_bullet() (in module model_clo_insight.engines.post_defaults) calc_def_rate_dispersion() (in module model_clo_insight.analysis.pool_metrics) calc_default_diagnostics() (in module model_clo_insight.analysis.stats) calc_dscore() (in module model_clo_insight.analysis.pool_metrics) calc_exp_def_rate() (in module model_clo_insight.analysis.pool_metrics) calc_exp_sp_warf() (in module model_clo_insight.analysis.pool_metrics) calc_ind_div_measure() (in module model_clo_insight.analysis.pool_metrics) calc_ob_div_measure() (in module model_clo_insight.analysis.pool_metrics) calc_rating_percentile() (in module model_clo_insight.analysis.stats) calc_riskscore() (in module model_clo_insight.analysis.pool_metrics) calc_riskscore_numerical_rtg() (in module model_clo_insight.analysis.pool_metrics) calc_sp_warf_dispersion() (in module model_clo_insight.analysis.pool_metrics) calc_wal() (in module model_clo_insight.engines.post_defaults) caller() (MockXlWings method) CCC (RatingVectorData attribute) CCCH (RatingVectorData attribute) CCCL (RatingVectorData attribute) ce_in_transit (CLOTransaction attribute) cf_meta_data (InputStep5 attribute) cf_named_range (OutputStep4a attribute) cf_scenario_data (InputStep5 attribute) (OutputStep4a attribute) cf_scenario_lookup (InputStep5 attribute) (OutputStep4a attribute) CFMatrixMetaData (class in model_clo_insight.clo_external_data_contracts) CFNamedRangeRow (class in model_clo_insight.clo_external_data_contracts) CFRepline (class in model_clo_insight.clo_external_data_contracts) CFReplineTradingPct (class in model_clo_insight.clo_external_data_contracts) cl_cov_lite (CLOTransaction attribute) (InputStep4a attribute) cl_dbrs_II (CLOTransaction attribute) cl_dbrs_III (CLOTransaction attribute) cl_ex_industry (CLOTransaction attribute) cl_ex_obligor (CLOTransaction attribute) cl_fixed (CLOTransaction attribute) cl_industry (CLOTransaction attribute) cl_long_dated (CLOTransaction attribute) cl_obligor (CLOTransaction attribute) cl_second_lien (CLOTransaction attribute) (InputStep4a attribute) clean_numerical_output() (in module model_clo_insight.utilities) clear_choice_inputs() (ExcelData2 method) clear_inputs_step_1() (ExcelData2 method) clear_inputs_step_2() (ExcelData2 method) clear_inputs_step_3() (ExcelData2 method) clear_inputs_step_4a() (ExcelData2 method) clear_inputs_step_4b() (ExcelData2 method)

clear_inputs_step_5() (ExcelData2 method) clear_meta_data() (ExcelData2 method) clear_meth_params() (ExcelData2 method) clear_model_settings() (ExcelData2 method) clear_outputs_step_1() (ExcelData2 method) clear_outputs_step_2() (ExcelData2 method) clear_outputs_step_3() (ExcelData2 method) clear_outputs_step_4a() (ExcelData2 method) clear_outputs_step_4b() (ExcelData2 method) clear_outputs_step_5() (ExcelData2 method) cloam_setting (ModelSettings attribute) CLOConcLimitException (class in model_clo_insight.clo_external_data_contracts) CLOFee (class in model_clo_insight.clo_external_data_contracts) CLOPoolRow (class in model_clo_insight.clo_external_data_contracts) CLOTranche (class in model_clo_insight.clo_external_data_contracts) CLOTrancheOutputStep1 (class in model_clo_insight.clo_external_data_contracts) CLOTrancheOutputStep2 (class in model_clo_insight.clo_external_data_contracts) CLOTrancheOutputStep5 (class in model_clo_insight.clo_external_data_contracts) CLOTransaction (class in model_clo_insight.clo_external_data_contracts) col (CFNamedRangeRow attribute) compute_pd() (HypoPoolRow method) conc_limit_basis (DBRSMatrixInputs attribute) (TradingScenarioRow attribute) ConcLimitException (class in model_clo_insight.clo_internal_objects) contract_tenor (CorpLoan attribute) convert_rtg() (in module model_clo_insight.utilities) convert_single_rtg() (in module model_clo_insight.utilities) CorpLoan (class in model_clo_insight.clo_internal_objects) correl_diff_reg_diff_ind (MethodologyParamsDefaults attribute) correl_diff_reg_same_ind (MethodologyParamsDefaults attribute) correl_matrix (MethodologyAssumptions attribute) correl_same_reg_diff_ind (MethodologyParamsDefaults attribute) correl_same_reg_same_ind (MethodologyParamsDefaults attribute) correlation_matrix (MethodologyParameters attribute) CorrelationMatrix (class in model_clo_insight.clo_external_data_contracts) Count (PoolStratRow attribute) country (CLOPoolRow attribute) country_tier_tbl (ModelParameters attribute) coupon (CFRepline attribute) cpn (CLOPoolRow attribute) (CLOTranche attribute) cpn_type (CLOPoolRow attribute) (CLOTranche attribute) cpn_type_int (CFRepline attribute) (CFReplineTradingPct attribute) credit_dispersion (HypoResultMonitor attribute) (TradingScenarioHypoResultRow attribute) credit_result (TradingScenarioHypoResultRow attribute) credit_selection (TradingScenarioRow attribute) cushion (CLOTrancheOutputStep2 attribute) cushion_headers (OutputStep5 attribute) custom_pd_curve (ModelPoolRowAssetSpecific attribute) (Obligor attribute) custom_pd_curves (ModelSettings attribute) custom_pd_dict (TransactionData attribute) cutpoint_tenors (OutputStep2 attribute)

D

dataframe_dropna() (in module model_clo_insight.utilities) dataframe_to_list_of_dataclass() (in module model_clo_insight.utilities) davinci_ind_guid (JsonMetaData attribute) davinci_ind_run_name (JsonMetaData attribute) davinci_prin_proceeds (OutputStep1 attribute) davinci_results (InputStep2 attribute) davinci_scenarios_guid (JsonMetaData attribute) davinci_scenarios_guid_supplemental (JsonMetaData attribute) davinci_scenarios_run_name (JsonMetaData attribute) davinci_scenarios_run_name_supplemental (JsonMetaData attribute) davinci_tranche_name (CLOTrancheOutputStep2 attribute) (CLOTrancheOutputStep5 attribute) (DaVinciResults attribute) DaVinciResults (class in model_clo_insight.clo_external_data_contracts) daycount (CFRepline attribute) (CFReplineTradingPct attribute) dbrs_risk_score_ind_pool (OutputStep1 attribute) dbrs_risk_score_ind_port_choice (InputStep3 attribute) dbrs_risk_score_ind_port_comment (InputStep3 attribute) dbrs_rtg (CFMatrixMetaData attribute) dbrs_tier (CFRepline attribute) (CFReplineTradingPct attribute) dbrsm_industry_tbl (ModelParameters attribute) DBRSMatrixInputs (class in model_clo_insight.clo_external_data_contracts) deal (InputStep1 attribute) deal_matrix_dbrs (InputStep3 attribute) (InputStep4a attribute) (InputStep5 attribute) deal_matrix_dbrs_cf_attributes (InputStep4a attribute) deal_matrix_dbrs_cf_levels (InputStep4a attribute) deal_matrix_dbrs_cf_values (InputStep4a attribute) deal_matrix_dbrs_warr_rtg (InputStep3 attribute) (InputStep4a attribute) deal_matrix_dbrs_warr_rtg_comment (InputStep3 attribute) deal_matrix_mod_moody_dscore (InputStep3 attribute) deal_matrix_mod_moody_warf (InputStep3 attribute) deal_matrix_mod_moody_was (InputStep3 attribute) deal_matrix_moody_dscore (InputStep3 attribute)

deal_matrix_moody_warf (InputStep3 attribute) deal_matrix_moody_was (InputStep3 attribute) deal_name (JsonMetaData attribute) def_pattern (CFMatrixMetaData attribute) default() (in module excel_interface.excel_interface_2) default_hurdle (CLOTrancheOutputStep2 attribute) default_hurdle_matrix (InputStep5 attribute) (OutputStep4b attribute) default_hurdle_rates (OutputStep2 attribute) detailed_diagnostics_bdr (OutputStep5 attribute) detailed_diagnostics_cushion (OutputStep5 attribute) detailed_diagnostics_hurdle (OutputStep5 attribute) DetailedDiagnosticRow (class in model_clo_insight.clo_external_data_contracts) diff_reg_diff_ind (CorrelationMatrix attribute) diff_reg_same_ind (CorrelationMatrix attribute) diversity_result (TradingScenarioHypoResultRow attribute) dscore (DBRSMatrixInputs attribute) (PoolingDiagnosticRow attribute) (TradingScenarioHypoResultRow attribute) (TradingScenarioRow attribute) dscore_high (TradingScenarioRecommendedValues attribute) dscore_high_choice (InputStep3 attribute) dscore_high_comment (InputStep3 attribute) dscore_high_recommend (OutputStep1 attribute) dscore_ind_port (OutputStep1 attribute) dscore_ind_port_choice (InputStep3 attribute) dscore_ind_port_comment (InputStep3 attribute) dscore_low (TradingScenarioRecommendedValues attribute) dscore_low_choice (InputStep3 attribute) dscore_low_comment (InputStep3 attribute) dscore_low_recommend (OutputStep1 attribute) dt_closing (CLOTransaction attribute) dt_end_rvst (CLOTransaction attribute) dt_first_pay (CLOTransaction attribute) dt_last_pmt (CLOTransaction attribute) dt_maturity (CLOPoolRow attribute) (CLOTransaction attribute) dt_non_call (CLOTransaction attribute)

E

excel_interface module excel_interface.excel_interface_2 module

ExcelData2 (class in excel_interface.excel_interface_2) exp_maturity (CLOTrancheOutputStep2 attribute) (DaVinciResults attribute)

F

fee_incentive (CLOTransaction attribute) fee_jr_mgmt (CLOTransaction attribute) fee_sr_admin (CLOTransaction attribute) fee_sr_mgmt (CLOTransaction attribute) fixed (CLOFee attribute) floating (CLOFee attribute) force_rtg_hi_choice (InputStep3 attribute) (InputStep4b attribute)

force_rtg_hi_comment (InputStep3 attribute) force_rtg_hi_recommend (OutputStep1 attribute) force_rtg_lo_choice (InputStep3 attribute) (InputStep4b attribute) force_rtg_lo_comment (InputStep3 attribute) force_rtg_lo_recommend (OutputStep1 attribute) ForceRating (class in model_clo_insight.clo_external_data_contracts) fullname (MockXlWings property)

G

get_inputs_step_1() (ExcelData2 method) get_inputs_step_2() (ExcelData2 method) get_inputs_step_3() (ExcelData2 method) get_inputs_step_4a() (ExcelData2 method) get_inputs_step_4b() (ExcelData2 method) get_inputs_step_5() (ExcelData2 method) get_meth_params() (ExcelData2 method)

get_model_settings() (ExcelData2 method) get_outputs_step_1() (ExcelData2 method) get_outputs_step_2() (ExcelData2 method) get_outputs_step_3() (ExcelData2 method) get_outputs_step_4a() (ExcelData2 method) get_outputs_step_4b() (ExcelData2 method) get_outputs_step_5() (ExcelData2 method) guid (JsonMetaData attribute)

H

hurdle_headers (OutputStep5 attribute) hurdle_min (CLOTrancheOutputStep5 attribute) hypo_diversity_mode (InputStep3 attribute) (InputStep4b attribute) hypo_exception_headers (OutputStep4b attribute) hypo_exception_results (OutputStep4b attribute) hypo_industry_floor (ModelSettings attribute)

hypo_n_simple_ind (InputStep3 attribute) (InputStep4b attribute) hypo_obligor_floor (ModelSettings attribute) hypo_pool_discrete_constraints() (in module model_clo_insight.engines.hypo_pool) hypo_pool_formula_constraints() (in module model_clo_insight.engines.hypo_pool) HypoException (class in model_clo_insight.clo_external_data_contracts) HypoPoolRow (class in model_clo_insight.clo_internal_objects) HypoResultMonitor (class in model_clo_insight.engines.hypo_pool)

I

ic_test (CLOTranche attribute) ident (CorpLoan attribute) IDT (MethodologyParamsDefaults attribute) implied_correl (PoolingDiagnosticRow attribute) implied_correlation (OutputStep2 attribute) import_json() (in module model_clo_insight.methodology_assumptions.methodology_ref) import_json_part() (in module model_clo_insight.methodology_assumptions.methodology_ref) ind_base (TradingScenarioHypoResultRow attribute) ind_code (HypoPoolRow attribute) (ModelPoolRow attribute) (ModelPoolRowAssetSpecific attribute) (Obligor attribute) (PoolPosition attribute) ind_code_dbrsm (CLOPoolRow attribute) ind_dbrsm (CLOPoolRow attribute) indicative_port (InputStep1 attribute) InputStep1 (class in model_clo_insight.clo_external_data_contracts) InputStep2 (class in model_clo_insight.clo_external_data_contracts) InputStep3 (class in model_clo_insight.clo_external_data_contracts) InputStep4a (class in model_clo_insight.clo_external_data_contracts) InputStep4b (class in model_clo_insight.clo_external_data_contracts)

InputStep5 (class in model_clo_insight.clo_external_data_contracts) interpolate_pd_func() (in module model_clo_insight.analysis.stats) is_AA_BBB (TradingScenarioIsOnRow attribute) (TradingScenarioRow attribute) is_AAA (TradingScenarioIsOnRow attribute) (TradingScenarioRow attribute) is_amort (ModelSettings attribute) is_asset_specific_rec (ModelSettings attribute), [1] is_asset_specific_tenor (ModelSettings attribute), [1] is_BB_CCC (TradingScenarioIsOnRow attribute) (TradingScenarioRow attribute) is_cov_lite (CLOPoolRow attribute) is_custom_pd (ModelSettings attribute), [1] is_defaulted (CLOPoolRow attribute) is_forward_start_AAA (ModelSettings attribute) is_on_category (OutputStep4a attribute) is_pass (CLOTrancheOutputStep5 attribute) is_retranche (CFMatrixMetaData attribute) is_solve (HypoResultMonitor attribute) is_stochastic_rec (ModelSettings attribute) is_stochastic_recoveries (ModelSettings attribute) is_surv_mode (CLOTransaction attribute)

J

json_encoder() (in module model_clo_insight.utilities)

JsonMetaData (class in model_clo_insight.clo_external_data_contracts)

L

libor_curve (CFMatrixMetaData attribute) libor_floor (CLOPoolRow attribute) libor_spot (CLOTransaction attribute) list_dropna() (in module model_clo_insight.utilities)

list_of_dataclass_to_dataframe() (in module model_clo_insight.utilities) list_of_lists_dropna() (in module model_clo_insight.utilities) list_of_lists_to_dataclass() (in module model_clo_insight.utilities) listSerDe() (in module model_clo_insight.utilities)

M

max_risk_score (PoolingDiagnosticRow attribute) (TradingScenarioRow attribute) max_wal (CLOTransaction attribute) max_wal_surv (CLOTransaction attribute) max_warf (CLOTransaction attribute) max_warf_drift (TradingScenarioRecommendedValues attribute) max_warf_drift_choice (InputStep3 attribute) max_warf_drift_comment (InputStep3 attribute) max_warf_drift_recommend (OutputStep1 attribute) mc_seed (ModelSettings attribute) mdy_warr_cap (CLOTransaction attribute) mdy_warr_cushion_floor (CLOTransaction attribute) mdy_warr_floor (CLOTransaction attribute) meth_assumptions (ModelParameters attribute) MethodologyAssumptions (class in model_clo_insight.clo_external_data_contracts) MethodologyParameters (class in model_clo_insight.clo_external_data_contracts) MethodologyParamsDefaults (class in model_clo_insight.clo_internal_objects) min (CLOTrancheOutputStep5 attribute) min_loc (CLOTrancheOutputStep5 attribute) MockXlWings (class in excel_interface.excel_interface_2) model_clo_insight module model_clo_insight.analysis module model_clo_insight.analysis.data module model_clo_insight.analysis.pool_metrics module model_clo_insight.analysis.stats module model_clo_insight.app module model_clo_insight.clo_external_data_contracts module model_clo_insight.clo_internal_objects module model_clo_insight.engines module model_clo_insight.engines.defaults module model_clo_insight.engines.hypo_pool module model_clo_insight.engines.pool_builders module model_clo_insight.engines.post_defaults module model_clo_insight.engines.settings module model_clo_insight.engines.solvers module model_clo_insight.methodology_assumptions module model_clo_insight.methodology_assumptions.methodology_ref module

model_clo_insight.utilities module model_version (JsonMetaData attribute) modeling_portfolio (InputStep2 attribute) (OutputStep1 attribute) modeling_portfolio_asset_specific (InputStep2 attribute) ModelParameters (class in model_clo_insight.clo_external_data_contracts) ModelPoolRow (class in model_clo_insight.clo_external_data_contracts) ModelPoolRowAssetSpecific (class in model_clo_insight.clo_external_data_contracts) ModelSettings (class in model_clo_insight.clo_external_data_contracts) (class in model_clo_insight.clo_internal_objects) module excel_interface excel_interface.excel_interface_2 model_clo_insight model_clo_insight.analysis model_clo_insight.analysis.data model_clo_insight.analysis.pool_metrics model_clo_insight.analysis.stats model_clo_insight.app model_clo_insight.clo_external_data_contracts model_clo_insight.clo_internal_objects model_clo_insight.engines model_clo_insight.engines.defaults model_clo_insight.engines.hypo_pool model_clo_insight.engines.pool_builders model_clo_insight.engines.post_defaults model_clo_insight.engines.settings model_clo_insight.engines.solvers model_clo_insight.methodology_assumptions model_clo_insight.methodology_assumptions.methodology_ref model_clo_insight.utilities moment_1 (PoolingDiagnosticRow attribute) moment_2 (PoolingDiagnosticRow attribute) moment_3 (PoolingDiagnosticRow attribute) moment_4 (PoolingDiagnosticRow attribute) moments (OutputStep2 attribute) monitor_coef_bdr (InputStep3 attribute) (InputStep4b attribute) monitor_coef_bdr_comment (InputStep3 attribute) monitor_coef_sdr (InputStep3 attribute) (InputStep4b attribute) monitor_coef_sdr_comment (InputStep3 attribute) monitor_cushion (ModelSettings attribute) (TradingScenarioHypoResultRow attribute) monitor_metric() (in module model_clo_insight.engines.solvers) monitor_objective_function() (in module model_clo_insight.engines.solvers) monitor_pool() (in module model_clo_insight.engines.solvers) monitor_rs_lower_bound (ModelSettings attribute) monitor_rs_upper_bound (ModelSettings attribute) monitor_solver_mode (ModelSettings attribute) monitor_wal (TradingScenarioRecommendedValues attribute)

N

n_assets (TradingScenarioHypoResultRow attribute) n_bins (ModelSettings attribute), [1] n_cf_scens_per_tranche (MethodologyAssumptions attribute) n_fail (CLOTrancheOutputStep5 attribute) n_trials (ModelSettings attribute), [1] name (CFRepline attribute) (CFReplineTradingPct attribute) (CLOTranche attribute) (CLOTrancheOutputStep1 attribute) (CLOTrancheOutputStep2 attribute) (CLOTrancheOutputStep5 attribute) (CorpLoan attribute) (Obligor attribute)

Name (PoolStratRow attribute) named_range (CFNamedRangeRow attribute) net_agg_exp_amt (CLOTransaction attribute) num (CLOConcLimitException attribute) number (ConcLimitException attribute) numerical_rtg (HypoPoolRow attribute) (ModelPoolRow attribute) (ModelPoolRowAssetSpecific attribute) (Obligor attribute)

O

ob_base (TradingScenarioHypoResultRow attribute) ob_name (PoolPosition attribute) Obligor (class in model_clo_insight.clo_internal_objects) obligor (CLOPoolRow attribute) (ModelPoolRow attribute) (ModelPoolRowAssetSpecific attribute) obligors (HypoResultMonitor attribute)

oc_test (CLOTranche attribute) OutputStep1 (class in model_clo_insight.clo_external_data_contracts) OutputStep2 (class in model_clo_insight.clo_external_data_contracts) OutputStep3 (class in model_clo_insight.clo_external_data_contracts) OutputStep4a (class in model_clo_insight.clo_external_data_contracts) OutputStep4b (class in model_clo_insight.clo_external_data_contracts) OutputStep5 (class in model_clo_insight.clo_external_data_contracts) override_params() (ExcelData2 method)

P

par (CFRepline attribute) (CLOPoolRow attribute) (CLOTranche attribute) (CLOTrancheOutputStep1 attribute) (CLOTrancheOutputStep2 attribute) (CLOTrancheOutputStep5 attribute) (CorpLoan attribute) (ModelPoolRow attribute) (ModelPoolRowAssetSpecific attribute) (PoolPosition attribute) Par (PoolStratRow attribute) par_subordination (CLOTrancheOutputStep1 attribute) (CLOTrancheOutputStep2 attribute) (CLOTrancheOutputStep5 attribute) parent_obligor (CorpLoan attribute) pct (CLOConcLimitException attribute) (ForceRating attribute) (HypoPoolRow attribute) pd (CorpLoan attribute) pd_curve (HypoPoolRow attribute) (Obligor attribute) (PoolPosition attribute) pd_curve_normed (Obligor attribute)

pd_normed (CorpLoan attribute) percent (CFRepline attribute) Percent (PoolStratRow attribute) percentage (ConcLimitException attribute) perf_par_adj_amt (CLOTransaction attribute) perf_par_adj_rationale (CLOTransaction attribute) performance_drift_table_dict (ModelParameters attribute) pmt_per_yr (CLOTransaction attribute) pool_amort (TransactionData attribute) pool_def_par (OutputStep1 attribute) pool_expected_EAD (OutputStep2 attribute) pool_expected_ead (PoolingDiagnosticRow attribute) pool_par (DBRSMatrixInputs attribute) (TradingScenarioRow attribute) pool_perf_par (OutputStep1 attribute) pool_total_par (OutputStep1 attribute) pooling_diagnostics (OutputStep4b attribute) PoolingDiagnosticRow (class in model_clo_insight.clo_external_data_contracts) PoolPosition (class in model_clo_insight.clo_internal_objects) PoolStratRow (class in model_clo_insight.clo_external_data_contracts) ppy_is_off (ModelSettings attribute) prepay_start_recommend (OutputStep1 attribute) princ_proceeds (CLOTransaction attribute) prop_id (CorpLoan attribute)

R

rating_list (MethodologyParamsDefaults attribute) RatingVectorData (class in model_clo_insight.clo_external_data_contracts) rec_lag (CFRepline attribute) (CFReplineTradingPct attribute) rec_rate (AgencyRecovery attribute) (PoolPosition attribute) rec_rate_mdy (CLOPoolRow attribute) rec_rate_sp (CLOPoolRow attribute) rec_rates_agency_choice (InputStep3 attribute) rec_rates_agency_comment (InputStep3 attribute) rec_rates_agency_recommend (OutputStep1 attribute) recommended_vals (ModelParameters attribute) recoveries_tbl (ModelParameters attribute) recovery_lags (MethodologyParameters attribute) recovery_lags_clo (MethodologyAssumptions attribute) recovery_rate (CorpLoan attribute) (ModelPoolRowAssetSpecific attribute) RecoveryLags (class in model_clo_insight.clo_external_data_contracts) reinvestment_periods_choice (InputStep4b attribute) relative_was_drift (TradingScenarioRecommendedValues attribute) repline_trading_pct_choice (InputStep3 attribute) (InputStep4a attribute) (InputStep4b attribute) repline_trading_pct_choice_mode_3 (InputStep4a attribute) repline_trading_pct_comment (InputStep3 attribute) repline_trading_pct_mode3_comment (InputStep4a attribute) repline_trading_pct_recommend (OutputStep1 attribute) replines (OutputStep1 attribute) reset() (CorpLoan method) (Obligor method) result (CLOTrancheOutputStep2 attribute) revolver_method (CLOTransaction attribute) risk_score (DBRSMatrixInputs attribute) (TradingScenarioHypoResultRow attribute) riskscore_realized (HypoResultMonitor attribute) riskscore_solution (HypoResultMonitor attribute) rl_recoveries (OutputStep1 attribute) rl_recoveries_trading (InputStep4a attribute) (OutputStep1 attribute)

row (CFNamedRangeRow attribute) (HypoPoolRow attribute) (PoolPosition attribute) rtg (ForceRating attribute) (PoolPosition attribute) rtg_dbrs (CLOPoolRow attribute) (CLOTranche attribute) (CLOTrancheOutputStep1 attribute) (CLOTrancheOutputStep2 attribute) (CLOTrancheOutputStep5 attribute) rtg_dbrs_ce (CLOPoolRow attribute) rtg_fitch (CLOPoolRow attribute) (CLOTranche attribute) rtg_mdy (CLOPoolRow attribute) (CLOTranche attribute) rtg_regime_map (MethodologyParamsDefaults attribute) rtg_sp (CLOPoolRow attribute) (CLOTranche attribute) rtg_watch_dbrs (CLOPoolRow attribute) rtg_watch_fitch (CLOPoolRow attribute) rtg_watch_mdy (CLOPoolRow attribute) rtg_watch_sp (CLOPoolRow attribute) run_defaults() (in module model_clo_insight.engines.defaults) run_defaults_only() (in module model_clo_insight.engines.post_defaults) run_losses_only() (in module model_clo_insight.engines.post_defaults) run_name (JsonMetaData attribute) run_stats() (in module model_clo_insight.analysis.stats) run_type (JsonMetaData attribute) rvst_oc_test (CLOTranche attribute) rvst_per_choice_indicative (InputStep2 attribute) rvst_per_choice_matrix (InputStep3 attribute) (InputStep4b attribute) rvst_per_comment_indicative (InputStep2 attribute) rvst_per_comment_matrix (InputStep3 attribute) rvst_per_recommend_indicative (OutputStep1 attribute) rvst_per_recommend_matrix (OutputStep1 attribute) rvst_target_par (CLOTransaction attribute)

S

s_1 (CFReplineTradingPct attribute) s_2 (CFReplineTradingPct attribute) s_3 (CFReplineTradingPct attribute) same_reg_diff_ind (CorrelationMatrix attribute) same_reg_same_ind (CorrelationMatrix attribute) scenario (TradingScenarioRow attribute) scenario_hypo_results (OutputStep3 attribute) scenario_shell_tbl (ModelParameters attribute) scenarios (InputStep4a attribute) (InputStep4b attribute) (InputStep5 attribute) (OutputStep3 attribute) sdr (HypoResultMonitor attribute) (TradingScenarioHypoResultRow attribute) sdr_diag (HypoResultMonitor attribute) sec_name (PoolPosition attribute) security (CLOPoolRow attribute) (ModelPoolRow attribute) (ModelPoolRowAssetSpecific attribute) seed (ModelSettings attribute) seniority (AgencyRecovery attribute) (CLOPoolRow attribute) (TradingScenarioRow attribute) set_amort() (CorpLoan method) settings (ModelParameters attribute) setup() (CorpLoan method) (Obligor method) (TransactionData method)

setup_master_object() (ExcelData2 method) solve_dscore_ob_base() (in module model_clo_insight.engines.solvers) solve_dscore_ob_ex_partial() (in module model_clo_insight.engines.solvers) solver_wrap_base_ob() (in module model_clo_insight.engines.solvers) solver_wrap_ob_ex_partial() (in module model_clo_insight.engines.solvers) spd (CLOPoolRow attribute) (CLOTranche attribute) spread (CFRepline attribute) spread_selection (TradingScenarioRow attribute) starting_period_choice (InputStep4b attribute) starting_period_comment (InputStep4b attribute) starting_period_recommend (OutputStep1 attribute) step4a_par_selection (ModelSettings attribute) step_1_parse_pool() (in module model_clo_insight.app) step_2_run_indicative_pool() (in module model_clo_insight.app) step_3_build_trading_scenarios() (in module model_clo_insight.app) step_4a_generate_cf_scenarios() (in module model_clo_insight.app) step_4b_run_trading_scenarios() (in module model_clo_insight.app) step_5_final_results() (in module model_clo_insight.app) stratify() (in module model_clo_insight.analysis.data) strats_country (OutputStep1 attribute) strats_country_tier (OutputStep1 attribute) strats_cov_lite (OutputStep1 attribute) strats_cpn_type (OutputStep1 attribute) strats_dbrs_rating (OutputStep1 attribute) strats_industry (OutputStep1 attribute) strats_obligor (OutputStep1 attribute) strats_seniority (OutputStep1 attribute)

T

tbl_to_json() (in module model_clo_insight.methodology_assumptions.methodology_ref) tenor (CorpLoan attribute) (DBRSMatrixInputs attribute) (ModelPoolRowAssetSpecific attribute) (PoolPosition attribute) tenors_agg (TransactionData attribute) test() (ExcelData2 method) (in module excel_interface.excel_interface_2) tier1 (RecoveryLags attribute) tier2 (RecoveryLags attribute) tier3 (RecoveryLags attribute) time_elapsed (OutputStep2 attribute) (PoolingDiagnosticRow attribute) time_stamp (JsonMetaData attribute) toJSON() (ExcelData2 method) total_capitalization (CLOTransaction attribute) total_collat_px (OutputStep1 attribute) total_par (HypoPoolRow attribute) (Obligor attribute) total_tranche_draws (OutputStep1 attribute) trading_repline_tbl (ModelParameters attribute) trading_scenario_hypo_mode_comment (InputStep3 attribute)

trading_scenario_is_on_choice (InputStep4a attribute) (InputStep4b attribute) (InputStep5 attribute) trading_scenario_is_on_comment (InputStep4a attribute) trading_scenario_mode (CLOTransaction attribute) trading_scenario_n_ind_comment (InputStep3 attribute) trading_scenario_start_period (TradingScenarioRecommendedValues attribute) TradingScenarioHypoResultRow (class in model_clo_insight.clo_external_data_contracts) TradingScenarioIsOnRow (class in model_clo_insight.clo_external_data_contracts) TradingScenarioRecommendedValues (class in model_clo_insight.clo_external_data_contracts) TradingScenarioRow (class in model_clo_insight.clo_external_data_contracts) tranche (CFMatrixMetaData attribute) tranche_data (InputStep2 attribute) (OutputStep1 attribute) tranche_results (InputStep4b attribute) (InputStep5 attribute) (OutputStep2 attribute) tranche_summary_results (OutputStep5 attribute) tranche_tenor_level (TransactionData attribute) tranche_tenor_rtg (TransactionData attribute) tranches (CLOTransaction attribute) transaction_tenor (TransactionData attribute) TransactionData (class in model_clo_insight.clo_internal_objects)

U

unfunded (CLOPoolRow attribute) (CLOTranche attribute)

user_name (JsonMetaData attribute) user_notes (JsonMetaData attribute)

W

w_avg() (in module model_clo_insight.analysis.data) wa_cpn (OutputStep1 attribute) wa_life (OutputStep1 attribute) wa_pd (OutputStep1 attribute) wac (InputStep4a attribute) wal_monitor_choice (InputStep3 attribute) (InputStep4b attribute) wal_monitor_comment (InputStep3 attribute) wal_monitor_recommend (OutputStep1 attribute) warf (TradingScenarioHypoResultRow attribute) warf_ind_port (OutputStep1 attribute) warf_ind_port_choice (InputStep3 attribute) warf_ind_port_comment (InputStep3 attribute) WARF_mdy (OutputStep1 attribute) warr (DBRSMatrixInputs attribute) (TradingScenarioRow attribute) was (DBRSMatrixInputs attribute) (TradingScenarioRow attribute) was_high_choice (InputStep3 attribute) was_high_recommend (OutputStep1 attribute) was_ind_port (OutputStep1 attribute)

was_ind_port_choice (InputStep3 attribute) was_ind_port_comment (InputStep3 attribute) was_low_choice (InputStep3 attribute) was_low_comment (InputStep3 attribute) was_low_recommend (OutputStep1 attribute) wb (ExcelData2 attribute) wb_fullname (ExcelData2 attribute) write_input_step_3() (ExcelData2 method) write_input_step_4a() (ExcelData2 method) write_inputs_step_1() (ExcelData2 method) write_inputs_step_2() (ExcelData2 method) write_inputs_step_4b() (ExcelData2 method) write_inputs_step_5() (ExcelData2 method) write_meta_data() (ExcelData2 method) write_meth_params() (ExcelData2 method) write_model_settings() (ExcelData2 method) write_outputs_step_1() (ExcelData2 method) write_outputs_step_2() (ExcelData2 method) write_outputs_step_3() (ExcelData2 method) write_outputs_step_4a() (ExcelData2 method) write_outputs_step_4b() (ExcelData2 method) write_outputs_step_5() (ExcelData2 method)