Post by praetorian on Nov 4, 2016 14:06:00 GMT
I want to analyse prepayments, but unfortunately I am not quite sure how to identify them in the historic data.
I think all prepayments have their ContractEndDate set.
But there are some loans, where ContractEndDate is after MaturityDateLast or which are even defaulted before ContractEndDate. Not sure how these constellations can occur.
My idea is to look for all loans, that have their ContractEndDate before MaturityDateLast and are not defaulted. Do I miss something doing it this way?
I think all prepayments have their ContractEndDate set.
But there are some loans, where ContractEndDate is after MaturityDateLast or which are even defaulted before ContractEndDate. Not sure how these constellations can occur.
My idea is to look for all loans, that have their ContractEndDate before MaturityDateLast and are not defaulted. Do I miss something doing it this way?