Maturity contracts
are also called deterministic contracts, because
all cash-flow generation factors are well
defined and have clearly defined cash flow
profiles and market adjustment rules. |
| RiskPro
Symbol |
RiskPro
Long Name |
Examples
of Real Life Contracts Covered
|
| |
Principal
At Maturity |
Medium
and Long Term Bonds, Time Deposit, Debentures,
Pfandbriefe, Obligationen, Hypotheken, Investments |
| RGM |
Regular
Amortizer |
Mortgages,
Construction Credits with Regular
Capital Payments |
| |
Annuity |
Mortgages,
Construction Credits with Annuity (Capital
& Interest) Payments, Amortization Date
normally set, Annuity normally given, Annuity
might be recalculated in case of Variable
Annuities |
| NGM |
Negative
Amortizer |
Mortgages,
Construction Credits with Annuity (Capital
& Interest) Payments, Amortization Date
Variable, Annuity normally given and Constant,
Amortization Date
recalculated as a function of Market Rate
adjustments |
| PAX |
|
Several
Interest Rates Step-up's, Irregular Interest
Payment Cycles, Several Increasing Principal
Payments |
| RGX |
Step-up
Version of RGM |
Several
Interest Rates Step-up's, Irregular Interest
Payment Cycles, Several Increasing Principal
Payments, Several Decreasing Principal Payments |
| ANX |
Step-up
Version of ANN |
Several
Interest Rates Step-up's, Irregular Interest
Payment Cycles, Several Increasing Principal
Payments, Several Decreasing Annuity Payments |
| NGX |
Step-up
Version of NGM |
Several
Interest Rates Step-up's, Irregular Interest
Payment Cycles, Several Increasing Principal
Payments, Several Decreasing Annuity Payments |
| CFL |
Cash
Flow |
Individual
Payments, Irregular Cash Flows |
| CLM |
Call
Money |
Call
Money, Banks on Demand |
| DSC |
Discounter |
Discounter
with a given Discount Rate |
| ZCB |
Zero
Coupon Bond |
Zero
Bonds |
| PBN |
Perpetual
Bond |
Pensions,
Perpetual Bonds, Ewige Rentenpapiere |
|
