{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Pricing a single asset"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "m = [\"Mortgage\"\n",
    "        ,{\"originBalance\": 12000.0\n",
    "            ,\"originRate\": [\"fix\",0.045]\n",
    "            ,\"originTerm\": 30\n",
    "            ,\"freq\": \"Monthly\"\n",
    "            ,\"type\": \"Level\"\n",
    "            ,\"originDate\": \"2021-02-01\"}\n",
    "        ,{\"currentBalance\": 10000.0\n",
    "            ,\"currentRate\": 0.075\n",
    "            ,\"remainTerm\": 20\n",
    "            ,\"status\": \"Current\"}]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "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",
    "\n",
    "localAPI = API(EnginePath.DEV,lang='english',check=False)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### Pricing by balance"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "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",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Pricing</th>\n",
       "      <th>WAL</th>\n",
       "      <th>Duration</th>\n",
       "      <th>Convexity</th>\n",
       "      <th>AccruedInterest</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>9500</td>\n",
       "      <td>2.95</td>\n",
       "      <td>-1</td>\n",
       "      <td>-1</td>\n",
       "      <td>-1</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   Pricing   WAL  Duration  Convexity  AccruedInterest\n",
       "0     9500  2.95        -1         -1               -1"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "### Pricing a single Mortgage\n",
    "\n",
    "r = localAPI.runAsset(\"2020-01-02\"\n",
    "                     ,[m]\n",
    "                     ,poolAssump=(\"Pool\"\n",
    "                                    ,(\"Mortgage\", {\"CDR\":0.01}\n",
    "                                                , None\n",
    "                                                , {\"Rate\":0.3,\"Timing\":[0.5,0.25,0.25]}\n",
    "                                                , None)\n",
    "                                    ,None\n",
    "                                    ,None)\n",
    "                     ,pricing=[\"Current|Defaulted\",0.95,0]\n",
    "                     ,read=True)\n",
    "r[1]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### Pricing by rate"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "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": {
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       "\n",
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       "    }\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>Pricing</th>\n",
       "      <th>WAL</th>\n",
       "      <th>Duration</th>\n",
       "      <th>Convexity</th>\n",
       "      <th>AccruedInterest</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>10142.91</td>\n",
       "      <td>0.92</td>\n",
       "      <td>0.859649</td>\n",
       "      <td>0</td>\n",
       "      <td>61.64</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    Pricing   WAL  Duration  Convexity  AccruedInterest\n",
       "0  10142.91  0.92  0.859649          0            61.64"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r = localAPI.runAsset(\"2021-12-01\"\n",
    "                     ,[m]\n",
    "                     ,poolAssump=(\"Pool\"\n",
    "                                    ,(\"Mortgage\", {\"CDR\":0.01}\n",
    "                                                , None\n",
    "                                                , {\"Rate\":0.3,\"Timing\":[0.5,0.25,0.25]}\n",
    "                                                , None)\n",
    "                                    ,None\n",
    "                                    ,None)\n",
    "                     ,pricing=[\"PvRate\",0.0525]\n",
    "                     ,read=True)\n",
    "r[1]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### Pricing by curve"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "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": {
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Pricing</th>\n",
       "      <th>WAL</th>\n",
       "      <th>Duration</th>\n",
       "      <th>Convexity</th>\n",
       "      <th>AccruedInterest</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>9930.16</td>\n",
       "      <td>0.92</td>\n",
       "      <td>0.852143</td>\n",
       "      <td>0</td>\n",
       "      <td>61.64</td>\n",
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      ],
      "text/plain": [
       "   Pricing   WAL  Duration  Convexity  AccruedInterest\n",
       "0  9930.16  0.92  0.852143          0            61.64"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "\n",
    "\n",
    "\n",
    "r = localAPI.runAsset(\"2021-12-01\"\n",
    "                     ,[m]\n",
    "                     ,poolAssump=(\"Pool\"\n",
    "                                    ,(\"Mortgage\", {\"CDR\":0.01}\n",
    "                                                , None\n",
    "                                                , {\"Rate\":0.3,\"Timing\":[0.5,0.25,0.25]}\n",
    "                                                , None)\n",
    "                                    ,None\n",
    "                                    ,None)\n",
    "                     ,pricing=[\"PVCurve\",[[\"2021-12-01\",0.0525]\n",
    "                                          ,[\"2022-12-01\",0.0825]]]\n",
    "                     ,read=True)\n",
    "r[1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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