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   "cell_type": "markdown",
   "id": "723dea80-1f1f-4da3-b600-aa9588446e7d",
   "metadata": {},
   "source": [
    "### First Loss Example"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "6a5c410a",
   "metadata": {},
   "source": [
    "#### Init"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "a791a17b",
   "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\"><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\">http://localhost:8081</span>\n",
       "</pre>\n"
      ],
      "text/plain": [
       "\u001b[1;35mConnecting engine server -> \u001b[0m\u001b[1;4;35mhttp://localhost:8081\u001b[0m\n"
      ]
     },
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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\">28.7</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\">0.42</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">.</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">4</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;32m28.7\u001b[0m\u001b[1;32m, server:\u001b[0m\u001b[1;32m0.42\u001b[0m\u001b[1;32m.\u001b[0m\u001b[1;32m4\u001b[0m\n"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "from absbox import examples,API,EnginePath\n",
    "\n",
    "localAPI = API(EnginePath.DEV, lang='english', check=False)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "af9dedfe",
   "metadata": {},
   "source": [
    "#### Run Input\n",
    "\n",
    "Using endpoint ``runRootFinder()``\n",
    "\n",
    "Start with a tuple with :\n",
    "* \"firstLoss\"\n",
    "* deal object\n",
    "* performance assumption\n",
    "* run assumption\n",
    "* bond name"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "e03297f6",
   "metadata": {},
   "outputs": [],
   "source": [
    "r0 = localAPI.runRootFinder(\n",
    "                    examples.test01\n",
    "                    ,(\"Pool\",(\"Mortgage\",{\"CDRPadding\":[0.01,0.02]},{\"CPR\":0.02},{\"Rate\":0.1,\"Lag\":5},None)\n",
    "                            ,None\n",
    "                            ,None)\n",
    "                    ,[]\n",
    "                    ,(\"firstLoss\", \"A1\")\n",
    "                )"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "2b73c5d2-2f27-4c48-8a02-c4a8734c50e6",
   "metadata": {},
   "source": [
    "#### Result\n",
    "\n",
    "The first element in the  ``r0`` is the factor which will cause first 0.01 loss on the bond"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "c5af85e6-07ea-49bf-bd99-960c0e2c7113",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "38.68723442313214"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r0[0]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8159eec0-8cfc-483a-95b6-525b1027a45b",
   "metadata": {},
   "source": [
    "The second element in the ``r0`` is \n",
    "* the deal\n",
    "* the stressed performance assumption used\n",
    "* the run assumption used"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "3163b313",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'tag': 'PoolLevel',\n",
       " 'contents': [{'tag': 'MortgageAssump',\n",
       "   'contents': [{'tag': 'DefaultVecPadding',\n",
       "     'contents': [{'numerator': 1361186051031351,\n",
       "       'denominator': 3518437208883200},\n",
       "      {'numerator': 1361186051031351, 'denominator': 1759218604441600}]},\n",
       "    {'tag': 'PrepaymentCPR', 'contents': {'numerator': 1, 'denominator': 50}},\n",
       "    {'tag': 'Recovery', 'contents': [{'numerator': 1, 'denominator': 10}, 5]},\n",
       "    None]},\n",
       "  [],\n",
       "  {'tag': 'DummyDefaultAssump'}]}"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r0[1]"
   ]
  }
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