Implement features of Ford securitization

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Reference

ABS_West_Presentation.pdf

Scope

• Implement all features shown in the presentation
• make each dummy sample for each deal type

Features

FordREV

The notes are expected to be redeemed in full at the end of the revolving period

• Step-up or make-whole amounts may otherwise be payable

OC

FCALT 2021-B Prospectus.pdf Ford_a15-19046_4424h.pdf hyundai_auto_abs.pdf

Hyundai Structured Finance 2009-A Prospectus.pdf

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Step-up

• Step up Amount -> use bond map attribute info

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Make Whole

a reference to future bond cashflow a query to PV of the future cashflow with a yield curve table

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https://www.sec.gov/Archives/edgar/data/1977224/000110465923074221/tm2318535d6_424b2.htmhttps://www.sec.gov/Archives/edgar/data/1977224/000110465923074221/tm2318535d6_424b2.htm

Ford Credit Auto Owner Trust 2023-B