{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Loan"
   ]
  },
  {
   "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\"><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"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "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: #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\">6</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;32m6\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": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "loan1 = [\"Loan\"\n",
    "            ,{\"originBalance\": 80000\n",
    "                ,\"originRate\": [\"floater\",0.045,{\"index\":\"SOFR3M\"\n",
    "                                                ,\"spread\":0.01\n",
    "                                                ,\"reset\":\"QuarterEnd\"}]\n",
    "                ,\"originTerm\": 24\n",
    "                ,\"freq\": \"Monthly\"\n",
    "                ,\"type\": \"i_p\"\n",
    "                ,\"originDate\": \"2021-03-01\"}\n",
    "            ,{\"currentBalance\": 65000\n",
    "                ,\"currentRate\": 0.06\n",
    "                ,\"remainTerm\": 12\n",
    "                ,\"status\": \"Current\"}]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "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>65000</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-04-01</th>\n",
       "      <td>65000</td>\n",
       "      <td>0</td>\n",
       "      <td>331.23</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-05-01</th>\n",
       "      <td>65000</td>\n",
       "      <td>0</td>\n",
       "      <td>320.54</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-06-01</th>\n",
       "      <td>65000</td>\n",
       "      <td>0</td>\n",
       "      <td>331.23</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-01</th>\n",
       "      <td>65000</td>\n",
       "      <td>0</td>\n",
       "      <td>267.12</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0</td>\n",
       "      <td>0</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  Loss  \\\n",
       "Date                                                                            \n",
       "2022-03-01    65000          0      0.00           0        0         0     0   \n",
       "2022-04-01    65000          0    331.23           0        0         0     0   \n",
       "2022-05-01    65000          0    320.54           0        0         0     0   \n",
       "2022-06-01    65000          0    331.23           0        0         0     0   \n",
       "2022-07-01    65000          0    267.12           0        0         0     0   \n",
       "\n",
       "             WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  CumRecovery  \\\n",
       "Date                                                                            \n",
       "2022-03-01  0.06             0          0          0           0            0   \n",
       "2022-04-01  0.06             0          0          0           0            0   \n",
       "2022-05-01  0.06             0          0          0           0            0   \n",
       "2022-06-01  0.06             0          0          0           0            0   \n",
       "2022-07-01  0.05             0          0          0           0            0   \n",
       "\n",
       "            CumLoss  \n",
       "Date                 \n",
       "2022-03-01        0  \n",
       "2022-04-01        0  \n",
       "2022-05-01        0  \n",
       "2022-06-01        0  \n",
       "2022-07-01        0  "
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r = localAPI.runAsset(\"2020-01-02\"\n",
    "                     ,[loan1]\n",
    "                     ,poolAssump=(\"Pool\",(\"Loan\",None,None,None,None)\n",
    "                                       ,None\n",
    "                                       ,None)\n",
    "                     ,rateAssump=[(\"SOFR3M\",0.04)]\n",
    "                     ,read=True)\n",
    "\n",
    "r[0].head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Default"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    }\n",
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       "    .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>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>2022-04-01</th>\n",
       "      <td>64944.55</td>\n",
       "      <td>0.0</td>\n",
       "      <td>330.95</td>\n",
       "      <td>0</td>\n",
       "      <td>55.45</td>\n",
       "      <td>0</td>\n",
       "      <td>55.45</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>55.45</td>\n",
       "      <td>0</td>\n",
       "      <td>55.45</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-05-01</th>\n",
       "      <td>64890.93</td>\n",
       "      <td>0.0</td>\n",
       "      <td>320.01</td>\n",
       "      <td>0</td>\n",
       "      <td>53.62</td>\n",
       "      <td>0</td>\n",
       "      <td>53.62</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>109.07</td>\n",
       "      <td>0</td>\n",
       "      <td>109.07</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-06-01</th>\n",
       "      <td>64835.57</td>\n",
       "      <td>0.0</td>\n",
       "      <td>330.39</td>\n",
       "      <td>0</td>\n",
       "      <td>55.36</td>\n",
       "      <td>0</td>\n",
       "      <td>55.36</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>164.43</td>\n",
       "      <td>0</td>\n",
       "      <td>164.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-01</th>\n",
       "      <td>64782.04</td>\n",
       "      <td>0.0</td>\n",
       "      <td>266.22</td>\n",
       "      <td>0</td>\n",
       "      <td>53.53</td>\n",
       "      <td>0</td>\n",
       "      <td>53.53</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>217.96</td>\n",
       "      <td>0</td>\n",
       "      <td>217.96</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "             Balance  Principal  Interest  Prepayment  Default  Recovery  \\\n",
       "Date                                                                       \n",
       "2022-03-01  65000.00        0.0      0.00           0     0.00         0   \n",
       "2022-04-01  64944.55        0.0    330.95           0    55.45         0   \n",
       "2022-05-01  64890.93        0.0    320.01           0    53.62         0   \n",
       "2022-06-01  64835.57        0.0    330.39           0    55.36         0   \n",
       "2022-07-01  64782.04        0.0    266.22           0    53.53         0   \n",
       "\n",
       "             Loss   WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  \\\n",
       "Date                                                                      \n",
       "2022-03-01   0.00  0.06           0.0          0          0        0.00   \n",
       "2022-04-01  55.45  0.06           0.0          0          0       55.45   \n",
       "2022-05-01  53.62  0.06           0.0          0          0      109.07   \n",
       "2022-06-01  55.36  0.06           0.0          0          0      164.43   \n",
       "2022-07-01  53.53  0.05           0.0          0          0      217.96   \n",
       "\n",
       "            CumRecovery  CumLoss  \n",
       "Date                              \n",
       "2022-03-01            0     0.00  \n",
       "2022-04-01            0    55.45  \n",
       "2022-05-01            0   109.07  \n",
       "2022-06-01            0   164.43  \n",
       "2022-07-01            0   217.96  "
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r = localAPI.runAsset(\"2020-01-02\"\n",
    "                     ,[loan1]\n",
    "                     ,poolAssump=(\"Pool\",(\"Loan\",{\"CDR\":0.01},None,None,None)\n",
    "                                       ,None\n",
    "                                       ,None)\n",
    "                     ,rateAssump=[(\"SOFR3M\",0.04)]\n",
    "                     ,read=True)\n",
    "\n",
    "r[0].head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Prepayment"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
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       "      <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",
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       "      <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",
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       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-03-01</th>\n",
       "      <td>65000.00</td>\n",
       "      <td>0.0</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>0.06</td>\n",
       "      <td>0.0</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>2022-04-01</th>\n",
       "      <td>64944.55</td>\n",
       "      <td>0.0</td>\n",
       "      <td>330.95</td>\n",
       "      <td>55.45</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>55.45</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-05-01</th>\n",
       "      <td>64890.93</td>\n",
       "      <td>0.0</td>\n",
       "      <td>320.01</td>\n",
       "      <td>53.62</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>109.07</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-06-01</th>\n",
       "      <td>64835.57</td>\n",
       "      <td>0.0</td>\n",
       "      <td>330.39</td>\n",
       "      <td>55.36</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>164.43</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-01</th>\n",
       "      <td>64782.04</td>\n",
       "      <td>0.0</td>\n",
       "      <td>266.22</td>\n",
       "      <td>53.53</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>0.0</td>\n",
       "      <td>217.96</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",
       "2022-03-01  65000.00        0.0      0.00        0.00        0         0   \n",
       "2022-04-01  64944.55        0.0    330.95       55.45        0         0   \n",
       "2022-05-01  64890.93        0.0    320.01       53.62        0         0   \n",
       "2022-06-01  64835.57        0.0    330.39       55.36        0         0   \n",
       "2022-07-01  64782.04        0.0    266.22       53.53        0         0   \n",
       "\n",
       "            Loss   WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  \\\n",
       "Date                                                                     \n",
       "2022-03-01     0  0.06           0.0       0.00          0           0   \n",
       "2022-04-01     0  0.06           0.0      55.45          0           0   \n",
       "2022-05-01     0  0.06           0.0     109.07          0           0   \n",
       "2022-06-01     0  0.06           0.0     164.43          0           0   \n",
       "2022-07-01     0  0.05           0.0     217.96          0           0   \n",
       "\n",
       "            CumRecovery  CumLoss  \n",
       "Date                              \n",
       "2022-03-01            0        0  \n",
       "2022-04-01            0        0  \n",
       "2022-05-01            0        0  \n",
       "2022-06-01            0        0  \n",
       "2022-07-01            0        0  "
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r = localAPI.runAsset(\"2020-01-02\"\n",
    "                     ,[loan1]\n",
    "                     ,poolAssump=(\"Pool\",(\"Loan\",None,{\"CPR\":0.01},None,None)\n",
    "                                       ,None\n",
    "                                       ,None)\n",
    "                     ,rateAssump=[(\"SOFR3M\",0.04)]\n",
    "                     ,read=True)\n",
    "\n",
    "r[0].head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Loan With Schedule Repayment"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<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>2021-03-01</th>\n",
       "      <td>80000</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-10-10</th>\n",
       "      <td>60000</td>\n",
       "      <td>20000</td>\n",
       "      <td>2932.60</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>20000</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-10</th>\n",
       "      <td>40000</td>\n",
       "      <td>20000</td>\n",
       "      <td>756.16</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>40000</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-10-10</th>\n",
       "      <td>0</td>\n",
       "      <td>40000</td>\n",
       "      <td>1495.89</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>80000</td>\n",
       "      <td>0</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  Loss  \\\n",
       "Date                                                                            \n",
       "2021-03-01    80000          0      0.00           0        0         0     0   \n",
       "2021-10-10    60000      20000   2932.60           0        0         0     0   \n",
       "2022-01-10    40000      20000    756.16           0        0         0     0   \n",
       "2022-10-10        0      40000   1495.89           0        0         0     0   \n",
       "\n",
       "             WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  CumRecovery  \\\n",
       "Date                                                                            \n",
       "2021-03-01  0.06             0          0          0           0            0   \n",
       "2021-10-10  0.06         20000          0          0           0            0   \n",
       "2022-01-10  0.05         40000          0          0           0            0   \n",
       "2022-10-10  0.05         80000          0          0           0            0   \n",
       "\n",
       "            CumLoss  \n",
       "Date                 \n",
       "2021-03-01        0  \n",
       "2021-10-10        0  \n",
       "2022-01-10        0  \n",
       "2022-10-10        0  "
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "loan2 = [\"Loan\"\n",
    "          ,{\"originBalance\": 80000\n",
    "            ,\"originRate\": [\"floater\",0.045,{\"index\":\"SOFR3M\"\n",
    "                                            ,\"spread\":0.01\n",
    "                                            ,\"reset\":\"QuarterEnd\"}]\n",
    "            ,\"originTerm\": 3\n",
    "            ,\"freq\": \"SemiAnnually\"\n",
    "            ,\"type\": (\"Schedule\",[[\"2021-10-10\",20000]\n",
    "                                  ,[\"2022-01-10\",20000]\n",
    "                                  ,[\"2022-10-10\",40000]\n",
    "                                ])\n",
    "            ,\"originDate\": \"2021-03-01\"}\n",
    "          ,{\"currentBalance\": 80000\n",
    "            ,\"currentRate\": 0.06\n",
    "            ,\"remainTerm\": 3\n",
    "            ,\"status\": \"Current\"}]\n",
    "\n",
    "r = localAPI.runAsset(\"2020-01-02\"\n",
    "                     ,[loan2]\n",
    "                     ,poolAssump=(\"Pool\",(\"Loan\",None,None,None,None)\n",
    "                                       ,None\n",
    "                                       ,None)\n",
    "                     ,rateAssump=[(\"SOFR3M\",0.04)]\n",
    "                     ,read=True)\n",
    "\n",
    "r[0].head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### Schedule Repayment with stress"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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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>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>2021-03-01</th>\n",
       "      <td>80000.00</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>0.06</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>2021-10-10</th>\n",
       "      <td>59632.72</td>\n",
       "      <td>19877.56</td>\n",
       "      <td>2914.65</td>\n",
       "      <td>489.72</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>19877.56</td>\n",
       "      <td>489.72</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-10</th>\n",
       "      <td>39654.58</td>\n",
       "      <td>19827.27</td>\n",
       "      <td>749.63</td>\n",
       "      <td>150.87</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>39704.83</td>\n",
       "      <td>640.59</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-10-10</th>\n",
       "      <td>0.00</td>\n",
       "      <td>39357.62</td>\n",
       "      <td>1471.86</td>\n",
       "      <td>296.96</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.05</td>\n",
       "      <td>79062.45</td>\n",
       "      <td>937.55</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",
       "2021-03-01  80000.00       0.00      0.00        0.00        0         0   \n",
       "2021-10-10  59632.72   19877.56   2914.65      489.72        0         0   \n",
       "2022-01-10  39654.58   19827.27    749.63      150.87        0         0   \n",
       "2022-10-10      0.00   39357.62   1471.86      296.96        0         0   \n",
       "\n",
       "            Loss   WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  \\\n",
       "Date                                                                     \n",
       "2021-03-01     0  0.06          0.00       0.00          0           0   \n",
       "2021-10-10     0  0.06      19877.56     489.72          0           0   \n",
       "2022-01-10     0  0.05      39704.83     640.59          0           0   \n",
       "2022-10-10     0  0.05      79062.45     937.55          0           0   \n",
       "\n",
       "            CumRecovery  CumLoss  \n",
       "Date                              \n",
       "2021-03-01            0        0  \n",
       "2021-10-10            0        0  \n",
       "2022-01-10            0        0  \n",
       "2022-10-10            0        0  "
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r = localAPI.runAsset(\"2020-01-02\"\n",
    "                     ,[loan2]\n",
    "                     ,poolAssump=(\"Pool\",(\"Loan\",None,{\"CPR\":0.01},None,None)\n",
    "                                       ,None\n",
    "                                       ,None)\n",
    "                     ,rateAssump=[(\"SOFR3M\",0.04)]\n",
    "                     ,read=True)\n",
    "\n",
    "r[0].head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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