{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "e43e2879-9574-4753-9221-499d1aae9d6c",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\">Connecting engine server -&gt; <span style=\"color: #0000ff; text-decoration-color: #0000ff; text-decoration: underline\">https://absbox.org/api/dev</span>\n",
       "</pre>\n"
      ],
      "text/plain": [
       "Connecting engine server -> \u001b[4;94mhttps://absbox.org/api/dev\u001b[0m\n"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/home/xiaoyu/repo/AbsBox/lib/python3.13/site-packages/urllib3/connectionpool.py:1097: InsecureRequestWarning: Unverified HTTPS request is being made to host 'absbox.org'. Adding certificate verification is strongly advised. See: https://urllib3.readthedocs.io/en/latest/advanced-usage.html#tls-warnings\n",
      "  warnings.warn(\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\">✅Connected, local li<span style=\"color: #00ff00; text-decoration-color: #00ff00; font-weight: bold\">b:0</span>.<span style=\"color: #008080; text-decoration-color: #008080; font-weight: bold\">46.5</span>, server:<span style=\"color: #008080; text-decoration-color: #008080; font-weight: bold\">0.50</span>.<span style=\"color: #008080; text-decoration-color: #008080; font-weight: bold\">1</span>\n",
       "</pre>\n"
      ],
      "text/plain": [
       "✅Connected, local li\u001b[1;92mb:0\u001b[0m.\u001b[1;36m46.5\u001b[0m, server:\u001b[1;36m0.50\u001b[0m.\u001b[1;36m1\u001b[0m\n"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "from absbox import API,EnginePath\n",
    "from numpy import nan\n",
    "localAPI = API(EnginePath.DEV, lang='english', check=False)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "350c255f",
   "metadata": {},
   "source": [
    "### Assumption By Term"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "ec61bf1a-52d9-4145-9c37-c521a566cae3",
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/home/xiaoyu/repo/AbsBox/lib/python3.13/site-packages/urllib3/connectionpool.py:1097: InsecureRequestWarning: Unverified HTTPS request is being made to host 'absbox.org'. Adding certificate verification is strongly advised. See: https://urllib3.readthedocs.io/en/latest/advanced-usage.html#tls-warnings\n",
      "  warnings.warn(\n"
     ]
    }
   ],
   "source": [
    "m = [\"Mortgage\"\n",
    "        ,{\"originBalance\": 12000.0\n",
    "            ,\"originRate\": [\"fix\",0.045]\n",
    "            ,\"originTerm\": 18\n",
    "            ,\"freq\": \"Monthly\"\n",
    "            ,\"type\": \"Level\"\n",
    "            ,\"originDate\": \"2021-02-01\"}\n",
    "        ,{\"currentBalance\": 10000.0\n",
    "            ,\"currentRate\": 0.075\n",
    "            ,\"remainTerm\": 12\n",
    "            ,\"status\": \"Current\"}]\n",
    "\n",
    "byTermAssump = [ [0.01]*9+[0.02]*9\n",
    "                ,[0.02]*6+[0.03]*6\n",
    "                ,[0.03]*3+[0.04]*3  ]\n",
    "\n",
    "r = localAPI.runAsset(\"2020-01-02\"\n",
    "                     ,[m]\n",
    "                     ,poolAssump=(\"Pool\"\n",
    "                                    ,(\"Mortgage\", None, {\"byTerm\":byTermAssump}, None, None)\n",
    "                                    ,None\n",
    "                                    ,None)\n",
    "                     ,read=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "99446e1f-cd43-4ed2-970c-fdca3e1b41c3",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Balance</th>\n",
       "      <th>Principal</th>\n",
       "      <th>Interest</th>\n",
       "      <th>Prepayment</th>\n",
       "      <th>Default</th>\n",
       "      <th>Recovery</th>\n",
       "      <th>Loss</th>\n",
       "      <th>WAC</th>\n",
       "      <th>BorrowerNum</th>\n",
       "      <th>PrepayPenalty</th>\n",
       "      <th>CumPrincipal</th>\n",
       "      <th>CumPrepay</th>\n",
       "      <th>CumDelinq</th>\n",
       "      <th>CumDefault</th>\n",
       "      <th>CumRecovery</th>\n",
       "      <th>CumLoss</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2021-08-01</th>\n",
       "      <td>10000.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.075</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-09-01</th>\n",
       "      <td>9102.98</td>\n",
       "      <td>797.02</td>\n",
       "      <td>61.87</td>\n",
       "      <td>100.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.075</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>797.02</td>\n",
       "      <td>100.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-10-01</th>\n",
       "      <td>8217.97</td>\n",
       "      <td>793.99</td>\n",
       "      <td>56.32</td>\n",
       "      <td>91.02</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.075</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1591.01</td>\n",
       "      <td>191.02</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-01</th>\n",
       "      <td>7344.84</td>\n",
       "      <td>790.96</td>\n",
       "      <td>50.84</td>\n",
       "      <td>82.17</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.075</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2381.97</td>\n",
       "      <td>273.19</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-01</th>\n",
       "      <td>6417.96</td>\n",
       "      <td>779.99</td>\n",
       "      <td>44.98</td>\n",
       "      <td>146.89</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.075</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>3161.96</td>\n",
       "      <td>420.08</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "             Balance  Principal  Interest  Prepayment  Default  Recovery  \\\n",
       "Date                                                                       \n",
       "2021-08-01  10000.00       0.00      0.00        0.00        0         0   \n",
       "2021-09-01   9102.98     797.02     61.87      100.00        0         0   \n",
       "2021-10-01   8217.97     793.99     56.32       91.02        0         0   \n",
       "2021-11-01   7344.84     790.96     50.84       82.17        0         0   \n",
       "2021-12-01   6417.96     779.99     44.98      146.89        0         0   \n",
       "\n",
       "            Loss    WAC BorrowerNum PrepayPenalty  CumPrincipal  CumPrepay  \\\n",
       "Date                                                                         \n",
       "2021-08-01     0  0.075        None          None          0.00       0.00   \n",
       "2021-09-01     0  0.075        None          None        797.02     100.00   \n",
       "2021-10-01     0  0.075        None          None       1591.01     191.02   \n",
       "2021-11-01     0  0.075        None          None       2381.97     273.19   \n",
       "2021-12-01     0  0.075        None          None       3161.96     420.08   \n",
       "\n",
       "            CumDelinq  CumDefault  CumRecovery  CumLoss  \n",
       "Date                                                     \n",
       "2021-08-01          0           0            0        0  \n",
       "2021-09-01          0           0            0        0  \n",
       "2021-10-01          0           0            0        0  \n",
       "2021-11-01          0           0            0        0  \n",
       "2021-12-01          0           0            0        0  "
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r[0].head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "c8569f01-4437-4f6c-8a16-c4ab244dc313",
   "metadata": {},
   "outputs": [],
   "source": [
    "i = [\"Installment\"\n",
    "     ,{\"originBalance\": 1000.0\n",
    "      ,\"feeRate\": [\"fix\",0.01]\n",
    "      ,\"originTerm\": 12\n",
    "      ,\"freq\": \"Monthly\"\n",
    "      ,\"type\": \"f_p\"\n",
    "      ,\"originDate\": \"2022-01-01\"}\n",
    "      ,{\"status\": \"Current\"\n",
    "        ,\"currentBalance\":1000\n",
    "        ,\"remainTerm\":10}]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "f3f5740d-8c8d-4b62-a6e8-590768b0db73",
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/home/xiaoyu/repo/AbsBox/lib/python3.13/site-packages/urllib3/connectionpool.py:1097: InsecureRequestWarning: Unverified HTTPS request is being made to host 'absbox.org'. Adding certificate verification is strongly advised. See: https://urllib3.readthedocs.io/en/latest/advanced-usage.html#tls-warnings\n",
      "  warnings.warn(\n"
     ]
    }
   ],
   "source": [
    "byTermAssump = [ [0.01]*9+[0.02]*9\n",
    "                ,[0.02]*6+[0.03]*6\n",
    "                ,[0.03]*3+[0.04]*3  ]\n",
    "\n",
    "r = localAPI.runAsset(\"2020-01-02\"\n",
    "                     ,[i]\n",
    "                     ,poolAssump=(\"Pool\"\n",
    "                                    ,(\"Installment\", {\"byTerm\":byTermAssump}, None, None, None)\n",
    "                                    ,None\n",
    "                                    ,None)\n",
    "                     ,read=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "05048d4d-360a-41dc-817a-afad57e304ee",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Balance</th>\n",
       "      <th>Principal</th>\n",
       "      <th>Interest</th>\n",
       "      <th>Prepayment</th>\n",
       "      <th>Default</th>\n",
       "      <th>Recovery</th>\n",
       "      <th>Loss</th>\n",
       "      <th>WAC</th>\n",
       "      <th>CumPrincipal</th>\n",
       "      <th>CumPrepay</th>\n",
       "      <th>CumDelinq</th>\n",
       "      <th>CumDefault</th>\n",
       "      <th>CumRecovery</th>\n",
       "      <th>CumLoss</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-03-01</th>\n",
       "      <td>1000.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-04-01</th>\n",
       "      <td>882.01</td>\n",
       "      <td>97.99</td>\n",
       "      <td>11.75</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "      <td>0.01</td>\n",
       "      <td>97.99</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "      <td>0</td>\n",
       "      <td>20.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-05-01</th>\n",
       "      <td>768.34</td>\n",
       "      <td>96.03</td>\n",
       "      <td>11.52</td>\n",
       "      <td>0</td>\n",
       "      <td>17.64</td>\n",
       "      <td>0</td>\n",
       "      <td>17.64</td>\n",
       "      <td>0.01</td>\n",
       "      <td>194.02</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>37.64</td>\n",
       "      <td>0</td>\n",
       "      <td>37.64</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-06-01</th>\n",
       "      <td>658.87</td>\n",
       "      <td>94.11</td>\n",
       "      <td>11.29</td>\n",
       "      <td>0</td>\n",
       "      <td>15.36</td>\n",
       "      <td>0</td>\n",
       "      <td>15.36</td>\n",
       "      <td>0.01</td>\n",
       "      <td>288.13</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>53.00</td>\n",
       "      <td>0</td>\n",
       "      <td>53.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-01</th>\n",
       "      <td>553.47</td>\n",
       "      <td>92.23</td>\n",
       "      <td>11.06</td>\n",
       "      <td>0</td>\n",
       "      <td>13.17</td>\n",
       "      <td>0</td>\n",
       "      <td>13.17</td>\n",
       "      <td>0.01</td>\n",
       "      <td>380.36</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>66.17</td>\n",
       "      <td>0</td>\n",
       "      <td>66.17</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Balance  Principal  Interest  Prepayment  Default  Recovery  \\\n",
       "Date                                                                      \n",
       "2022-03-01  1000.00       0.00      0.00           0     0.00         0   \n",
       "2022-04-01   882.01      97.99     11.75           0    20.00         0   \n",
       "2022-05-01   768.34      96.03     11.52           0    17.64         0   \n",
       "2022-06-01   658.87      94.11     11.29           0    15.36         0   \n",
       "2022-07-01   553.47      92.23     11.06           0    13.17         0   \n",
       "\n",
       "             Loss   WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  \\\n",
       "Date                                                                      \n",
       "2022-03-01   0.00  0.01          0.00          0          0        0.00   \n",
       "2022-04-01  20.00  0.01         97.99          0          0       20.00   \n",
       "2022-05-01  17.64  0.01        194.02          0          0       37.64   \n",
       "2022-06-01  15.36  0.01        288.13          0          0       53.00   \n",
       "2022-07-01  13.17  0.01        380.36          0          0       66.17   \n",
       "\n",
       "            CumRecovery  CumLoss  \n",
       "Date                              \n",
       "2022-03-01            0     0.00  \n",
       "2022-04-01            0    20.00  \n",
       "2022-05-01            0    37.64  \n",
       "2022-06-01            0    53.00  \n",
       "2022-07-01            0    66.17  "
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r[0].head(5)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "acc9af57-180c-48b8-81d5-d7c86b0fb506",
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/home/xiaoyu/repo/AbsBox/lib/python3.13/site-packages/urllib3/connectionpool.py:1097: InsecureRequestWarning: Unverified HTTPS request is being made to host 'absbox.org'. Adding certificate verification is strongly advised. See: https://urllib3.readthedocs.io/en/latest/advanced-usage.html#tls-warnings\n",
      "  warnings.warn(\n"
     ]
    }
   ],
   "source": [
    "l = [\"Loan\"\n",
    "      ,{\"originBalance\": 80000\n",
    "        ,\"originRate\": [\"fix\",0.045]\n",
    "        ,\"originTerm\": 18\n",
    "        ,\"freq\": \"SemiAnnually\"\n",
    "        ,\"type\": \"i_p\"\n",
    "        ,\"originDate\": \"2021-03-01\"}\n",
    "      ,{\"currentBalance\": 65000\n",
    "        ,\"currentRate\": 0.06\n",
    "        ,\"remainTerm\": 12\n",
    "        ,\"status\": \"Current\"}]\n",
    "\n",
    "r = localAPI.runAsset(\"2020-01-02\"\n",
    "                     ,[l]\n",
    "                     ,poolAssump=(\"Pool\"\n",
    "                                    ,(\"Loan\", {\"byTerm\":byTermAssump}, None, None, None)\n",
    "                                    ,None\n",
    "                                    ,None)\n",
    "                     ,read=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "id": "923428bb-e552-4fa3-87fb-b380c1b3445a",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Balance</th>\n",
       "      <th>Principal</th>\n",
       "      <th>Interest</th>\n",
       "      <th>Prepayment</th>\n",
       "      <th>Default</th>\n",
       "      <th>Recovery</th>\n",
       "      <th>Loss</th>\n",
       "      <th>WAC</th>\n",
       "      <th>CumPrincipal</th>\n",
       "      <th>CumPrepay</th>\n",
       "      <th>CumDelinq</th>\n",
       "      <th>CumDefault</th>\n",
       "      <th>CumRecovery</th>\n",
       "      <th>CumLoss</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2024-03-01</th>\n",
       "      <td>65000.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-09-01</th>\n",
       "      <td>64350.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1946.36</td>\n",
       "      <td>0</td>\n",
       "      <td>650.00</td>\n",
       "      <td>0</td>\n",
       "      <td>650.00</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>650.00</td>\n",
       "      <td>0</td>\n",
       "      <td>650.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2025-03-01</th>\n",
       "      <td>63706.50</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1895.48</td>\n",
       "      <td>0</td>\n",
       "      <td>643.50</td>\n",
       "      <td>0</td>\n",
       "      <td>643.50</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1293.50</td>\n",
       "      <td>0</td>\n",
       "      <td>1293.50</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2025-09-01</th>\n",
       "      <td>63069.44</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1907.63</td>\n",
       "      <td>0</td>\n",
       "      <td>637.06</td>\n",
       "      <td>0</td>\n",
       "      <td>637.06</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1930.56</td>\n",
       "      <td>0</td>\n",
       "      <td>1930.56</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2026-03-01</th>\n",
       "      <td>61808.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1839.00</td>\n",
       "      <td>0</td>\n",
       "      <td>1261.38</td>\n",
       "      <td>0</td>\n",
       "      <td>1261.38</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>3191.94</td>\n",
       "      <td>0</td>\n",
       "      <td>3191.94</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "             Balance  Principal  Interest  Prepayment  Default  Recovery  \\\n",
       "Date                                                                       \n",
       "2024-03-01  65000.00        0.0      0.00           0     0.00         0   \n",
       "2024-09-01  64350.00        0.0   1946.36           0   650.00         0   \n",
       "2025-03-01  63706.50        0.0   1895.48           0   643.50         0   \n",
       "2025-09-01  63069.44        0.0   1907.63           0   637.06         0   \n",
       "2026-03-01  61808.06        0.0   1839.00           0  1261.38         0   \n",
       "\n",
       "               Loss   WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  \\\n",
       "Date                                                                        \n",
       "2024-03-01     0.00  0.06           0.0          0          0        0.00   \n",
       "2024-09-01   650.00  0.06           0.0          0          0      650.00   \n",
       "2025-03-01   643.50  0.06           0.0          0          0     1293.50   \n",
       "2025-09-01   637.06  0.06           0.0          0          0     1930.56   \n",
       "2026-03-01  1261.38  0.06           0.0          0          0     3191.94   \n",
       "\n",
       "            CumRecovery  CumLoss  \n",
       "Date                              \n",
       "2024-03-01            0     0.00  \n",
       "2024-09-01            0   650.00  \n",
       "2025-03-01            0  1293.50  \n",
       "2025-09-01            0  1930.56  \n",
       "2026-03-01            0  3191.94  "
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r[0].head(5)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "c2185ec4-31c7-4a61-bc2b-76b31ca55c0a",
   "metadata": {},
   "source": [
    "#### Combination with Tag\n",
    "\n",
    "User can make further strats on applying assumpition in smaller granularity"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "c861943f-89aa-4a37-be20-08e2eb961253",
   "metadata": {},
   "outputs": [],
   "source": [
    "ob1 = {\n",
    "    \"id\":\"1\",\n",
    "    \"tag\":[\"A\",\"B\"],\n",
    "    \"fields\":{\"age\":30,\"creditLevel\":\"A\"}\n",
    "} \n",
    "\n",
    "ob2 = {\n",
    "    \"id\":\"2\",\n",
    "    \"tag\":[\"C\",\"B\"],\n",
    "    \"fields\":{\"age\":50,\"creditLevel\":\"B\"}\n",
    "} \n",
    "\n",
    "\n",
    "myAsset1 = [\"Mortgage\"\n",
    "            ,{\"originBalance\": 12000.0\n",
    "             ,\"originRate\": [\"fix\",0.045]\n",
    "             ,\"originTerm\": 20\n",
    "             ,\"freq\": \"monthly\"\n",
    "             ,\"type\": \"level\"\n",
    "             ,\"originDate\": \"2021-02-01\"\n",
    "             ,\"obligor\":ob1\n",
    "             }\n",
    "            ,{\"currentBalance\": 2000.0\n",
    "             ,\"currentRate\": 0.075\n",
    "             ,\"remainTerm\": 8\n",
    "             ,\"status\": \"current\"}]\n",
    "myAsset2 = [\"Mortgage\"\n",
    "            ,{\"originBalance\": 12000.0\n",
    "             ,\"originRate\": [\"fix\",0.045]\n",
    "             ,\"originTerm\": 20\n",
    "             ,\"freq\": \"monthly\"\n",
    "             ,\"type\": \"level\"\n",
    "             ,\"originDate\": \"2021-02-01\"\n",
    "             ,\"obligor\":ob2\n",
    "             }\n",
    "            ,{\"currentBalance\": 5000.0\n",
    "             ,\"currentRate\": 0.075\n",
    "             ,\"remainTerm\": 8\n",
    "             ,\"status\": \"current\"}]\n",
    "\n",
    "myPool = {'assets':[myAsset1,myAsset2],\n",
    "          'cutoffDate':\"2022-03-01\"}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "id": "d9d2a77d-c451-48b4-9ce7-67890c16a93b",
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/home/xiaoyu/repo/AbsBox/lib/python3.13/site-packages/urllib3/connectionpool.py:1097: InsecureRequestWarning: Unverified HTTPS request is being made to host 'absbox.org'. Adding certificate verification is strongly advised. See: https://urllib3.readthedocs.io/en/latest/advanced-usage.html#tls-warnings\n",
      "  warnings.warn(\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Balance</th>\n",
       "      <th>Principal</th>\n",
       "      <th>Interest</th>\n",
       "      <th>Prepayment</th>\n",
       "      <th>Default</th>\n",
       "      <th>Recovery</th>\n",
       "      <th>Loss</th>\n",
       "      <th>WAC</th>\n",
       "      <th>BorrowerNum</th>\n",
       "      <th>PrepayPenalty</th>\n",
       "      <th>CumPrincipal</th>\n",
       "      <th>CumPrepay</th>\n",
       "      <th>CumDelinq</th>\n",
       "      <th>CumDefault</th>\n",
       "      <th>CumRecovery</th>\n",
       "      <th>CumLoss</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-03-01</th>\n",
       "      <td>6034.37</td>\n",
       "      <td>840.77</td>\n",
       "      <td>42.96</td>\n",
       "      <td>40.00</td>\n",
       "      <td>84.86</td>\n",
       "      <td>0</td>\n",
       "      <td>84.86</td>\n",
       "      <td>0.075</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>840.77</td>\n",
       "      <td>40.00</td>\n",
       "      <td>0</td>\n",
       "      <td>84.86</td>\n",
       "      <td>0</td>\n",
       "      <td>84.86</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-04-01</th>\n",
       "      <td>5089.14</td>\n",
       "      <td>829.85</td>\n",
       "      <td>36.98</td>\n",
       "      <td>34.40</td>\n",
       "      <td>80.98</td>\n",
       "      <td>0</td>\n",
       "      <td>80.98</td>\n",
       "      <td>0.075</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1670.62</td>\n",
       "      <td>74.40</td>\n",
       "      <td>0</td>\n",
       "      <td>165.84</td>\n",
       "      <td>0</td>\n",
       "      <td>165.84</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-05-01</th>\n",
       "      <td>4174.58</td>\n",
       "      <td>819.43</td>\n",
       "      <td>31.20</td>\n",
       "      <td>28.99</td>\n",
       "      <td>66.14</td>\n",
       "      <td>0</td>\n",
       "      <td>66.14</td>\n",
       "      <td>0.075</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2490.05</td>\n",
       "      <td>103.39</td>\n",
       "      <td>0</td>\n",
       "      <td>231.98</td>\n",
       "      <td>0</td>\n",
       "      <td>231.98</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-06-01</th>\n",
       "      <td>3285.99</td>\n",
       "      <td>808.78</td>\n",
       "      <td>25.58</td>\n",
       "      <td>23.74</td>\n",
       "      <td>56.07</td>\n",
       "      <td>0</td>\n",
       "      <td>56.07</td>\n",
       "      <td>0.075</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>3298.83</td>\n",
       "      <td>127.13</td>\n",
       "      <td>0</td>\n",
       "      <td>288.05</td>\n",
       "      <td>0</td>\n",
       "      <td>288.05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-01</th>\n",
       "      <td>2425.96</td>\n",
       "      <td>798.62</td>\n",
       "      <td>20.15</td>\n",
       "      <td>18.67</td>\n",
       "      <td>42.74</td>\n",
       "      <td>0</td>\n",
       "      <td>42.74</td>\n",
       "      <td>0.075</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>4097.45</td>\n",
       "      <td>145.80</td>\n",
       "      <td>0</td>\n",
       "      <td>330.79</td>\n",
       "      <td>0</td>\n",
       "      <td>330.79</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Balance  Principal  Interest  Prepayment  Default  Recovery  \\\n",
       "Date                                                                      \n",
       "2022-03-01  6034.37     840.77     42.96       40.00    84.86         0   \n",
       "2022-04-01  5089.14     829.85     36.98       34.40    80.98         0   \n",
       "2022-05-01  4174.58     819.43     31.20       28.99    66.14         0   \n",
       "2022-06-01  3285.99     808.78     25.58       23.74    56.07         0   \n",
       "2022-07-01  2425.96     798.62     20.15       18.67    42.74         0   \n",
       "\n",
       "             Loss    WAC BorrowerNum PrepayPenalty  CumPrincipal  CumPrepay  \\\n",
       "Date                                                                          \n",
       "2022-03-01  84.86  0.075        None          None        840.77      40.00   \n",
       "2022-04-01  80.98  0.075        None          None       1670.62      74.40   \n",
       "2022-05-01  66.14  0.075        None          None       2490.05     103.39   \n",
       "2022-06-01  56.07  0.075        None          None       3298.83     127.13   \n",
       "2022-07-01  42.74  0.075        None          None       4097.45     145.80   \n",
       "\n",
       "            CumDelinq  CumDefault  CumRecovery  CumLoss  \n",
       "Date                                                     \n",
       "2022-03-01          0       84.86            0    84.86  \n",
       "2022-04-01          0      165.84            0   165.84  \n",
       "2022-05-01          0      231.98            0   231.98  \n",
       "2022-06-01          0      288.05            0   288.05  \n",
       "2022-07-01          0      330.79            0   330.79  "
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "byTermAssump = [ [0.01]*10+[0.02]*10\n",
    "                ,[0.03]*3+[0.04]*3  ]\n",
    "\n",
    "ppyAssump = ((\"Mortgage\",None ,{\"byTerm\":byTermAssump}, None, None)\n",
    "             ,None\n",
    "             ,None)\n",
    "defAssump = ((\"Mortgage\",{\"CDR\":0.2} ,None, None, None)\n",
    "             ,None\n",
    "             ,None)\n",
    "\n",
    "AssetLevelAssumption = (\"ByObligor\"\n",
    "                        ,(\"ByField\",[(\"creditLevel\",\"in\",[\"A\"]),(\"age\",\"cmp\",\"L\",35)],ppyAssump)\n",
    "                        ,(\"ByDefault\",defAssump)\n",
    "                       )\n",
    "\n",
    "r = localAPI.runPool(myPool\n",
    "                   ,poolAssump=AssetLevelAssumption\n",
    "                   ,read=True)\n",
    "\n",
    "r['PoolConsol']['flow'].head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "e2a76e7d-3473-4ec6-b482-ee6e24a51539",
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python 3 (ipykernel)",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.13.3"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 5
}