FTP rate assignment methods

• Cash flows weighted term
• Direct assignment using the ETL
• Fixed rate
• Par rate
• Principal cash flows weighted term
• Rate term given by duration
• Strip balance (principal and interest cash flows)
• Strip balance (principal cash flows)
• With IP cycle compounding
• With RS cycle compounding
• Yield term value

FTP spread assignment methods

• Treasury
• Management
• Credit
• Liquidity
• Capital
• Teaser
• Taxes
• Administration
• Funding
• Interest
• Option Adjusted
• Behavior