Since CLOs seem to gain in popularity because of the COVID-19 crisis, I came across the possibility in Bloomberg to generate cashflows for newly issued CLOs through the function "weighted average life graph", where you just have to input several parameters (Default Rate, Prepayment Rate etc.) and Bloomberg generates them automatically.
I was wondering, if anyone uses this generator for valuation of CLOs in a DCF world (i.e. if this generator is appropriate because the model behind is a well known pricing model)
Kind regards