feat(security): add collateralization ratio attribute

[albieduffy]

No description provided.

[muratabur]

hi @albieduffy is this ratio a percentage of balance, mtm or notional amount or something else?

[albieduffy]

@muratabur

hi @albieduffy is this ratio a percentage of balance, mtm or notional amount or something else?

Overcollateralisation is based on the covered pool balance/issuance size.

For example, the below extract comes from a HSBC Covered Bond Investor Report

For example, the below extract comes from a CBS Covered Bond Investor Report

[muratabur]

Hey, so, I guess, would it make more sense to add the "cover pool balance" and deduce the ratio?

This would make doing some things easier like aggregating, comparing total principal amount outstanding across all covered bonds to total cover pool balance

[albieduffy]

@muratabur makes sense, I'll update this MR to cover pool balance and that with issue size can be used to deduce the ratio