{
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   "source": [
    "### Bond Pricing"
   ]
  },
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   "execution_count": 48,
   "id": "98488b88",
   "metadata": {},
   "outputs": [
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       "<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\"><span style=\"color: #800080; text-decoration-color: #800080; font-weight: bold\">Connecting engine server -&gt; </span><span style=\"color: #800080; text-decoration-color: #800080; font-weight: bold; text-decoration: underline\">https://absbox.org/api/dev</span>\n",
       "</pre>\n"
      ],
      "text/plain": [
       "\u001b[1;35mConnecting engine server -> \u001b[0m\u001b[1;4;35mhttps://absbox.org/api/dev\u001b[0m\n"
      ]
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     "metadata": {},
     "output_type": "display_data"
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      "text/html": [
       "<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\">✅<span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">Connected, local lib:0.</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">26.4</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">, server:</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">0.27</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">.</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">17</span>\n",
       "</pre>\n"
      ],
      "text/plain": [
       "✅\u001b[1;32mConnected, local li\u001b[0m\u001b[1;32mb:0\u001b[0m\u001b[1;32m.\u001b[0m\u001b[1;32m26.4\u001b[0m\u001b[1;32m, server:\u001b[0m\u001b[1;32m0.27\u001b[0m\u001b[1;32m.\u001b[0m\u001b[1;32m17\u001b[0m\n"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "from absbox import API,EnginePath\n",
    "localAPI = API(EnginePath.DEV,lang='english',check=False)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "f6b1e22e",
   "metadata": {},
   "source": [
    "#### Setup Pricing Assumtpion\n",
    "\n",
    "`syntax`\n",
    "\n",
    "\n",
    "    {\n",
    "     \"date\":<Pricing Date>\n",
    "     ,\"curve\":<Pricing Curve>\n",
    "    }\n",
    "    \n",
    " \n",
    " * `<pricing date>` : the day all bond cashflow will discount back to \n",
    " * `<pricing curve>` : the rate to be used to PV calculation. if cashflow falls in the middle , it will use the rates proprotionally"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "id": "8e4760cc",
   "metadata": {},
   "outputs": [],
   "source": [
    "from absbox.examples import test01\n",
    "\n",
    "r = localAPI.run(test01\n",
    "               ,poolAssump = (\"Pool\",(\"Mortgage\",{\"CDR\":0.01},None,None,None)\n",
    "                                       ,None\n",
    "                                       ,None)\n",
    "               ,runAssump = [(\"pricing\"\n",
    "                              ,{\"date\":\"2021-09-20\"\n",
    "                                ,\"curve\":[[\"2021-01-01\",0.025]\n",
    "                                         ,[\"2024-08-01\",0.025]]})]\n",
    "               ,read=True\n",
    "               ,showWarning=False)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8520a8f6",
   "metadata": {},
   "source": [
    "#### Access bond pricing"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 50,
   "id": "76cbb746",
   "metadata": {},
   "outputs": [],
   "source": [
    "if localAPI.server_info['_version']>'0.27.17':\n",
    "    print(r['pricing']['summary'])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "id": "31d5bb66",
   "metadata": {},
   "outputs": [],
   "source": [
    "if localAPI.server_info['_version']>'0.27.17':\n",
    "    print(r['pricing']['breakdown']['A1'])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 52,
   "id": "1ef0ee62",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "    pricing     face   WAL  duration  convexity  accure interest\n",
      "A1   201.66   20.166  0.11      0.11       0.12                0\n",
      "B   1291.18  129.118  0.54      0.52       1.09                0\n"
     ]
    }
   ],
   "source": [
    "if localAPI.server_info['_version']<='0.27.17':\n",
    "    print(r['pricing'])"
   ]
  }
 ],
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