Download Default VECTOR 3.1 Model User Manual

Transcript
www.derivativefitch.com
The user can save all of the VECTOR 3.1 Outputs by selecting Save Reports from
the Reports drop down and specifying a file name and location.
B. CDO Comparison
When using the Single tier CDO Comparator after simulation is run this sheet is
populated instead of the Simulation Summary sheet. Several of the other
worksheets/reports below are no longer available as they would only relate to a
single version of the CDO and therefore not applicable.
This sheet show the comparative RLR’s for each version of the CDO as below.
The lowest RLR’s are highlighted in green and the highest in RED.