Cashflows

Running Securitization Cashflows
Article Topics:  TABLE OF CONTENTS Background Securitization Cashflow Setup     Creating Cohorts  Cohort Summary Visualization  Creating Additional S...
Sat, 5 Apr, 2025 at 8:48 AM
Running Whole Loan Cashflows
Article Topics:  Background Whole Loan Cashflow Setup  Creating Cohorts Cohort Summary Visualization Creating Additional Scenarios Cashflow Result...
Sat, 5 Apr, 2025 at 8:48 AM
Curve Notations for Cashflows
Article Topics: Define a Single Curve Value for the Duration of the Scenario Change Curve Methods Define a Value for a Series of Successive Time Period...
Wed, 14 May, 2025 at 4:17 PM
Cashflows Calculations & FAQ
The dv01 cashflow engine projects future cashflows by simulating the performance of loans and waterfall structures based on user-specified assumptions. A...
Wed, 14 Dec, 2022 at 9:47 AM
LIBOR-to-SOFR Transition for Cashflows
As financial institutions deprecate LIBOR, dv01 has updated its cashflow engine to reflect the transition to SOFR. Effective June 20, 2023, dv01 has impleme...
Tue, 20 Jun, 2023 at 6:29 PM