Welcome to AbsBox Documentation!
AbsBox is a python based library which pertains to structured product analytics.
Data-Driven oriented design, it’s easy to pull factual data from database/local files to build cashflow models.
By adopting resuable components, it flattens the learning curve.
Being capable of modeling deal via a natureal & structural language way.
investment analytics
setting pool/loan level assumptions: default, prepayment, loss, (revolving assupmtions)
setting deal level assumptions: trigger, call, interest rate curve
view the projected pool and bond cashflow , pricing the cashflow to get IRR / WAL / Duration and PV
or structuring ( pool selection/waterfall design/bond pricing) by
swapping different pool/liability plans
to view the projected pool and bond cashflow from these plans
pick the best plan
using
RESTfulservice, easy to integration (Docker is ready)
Note
This project is under active development, feel free to reach out via Email or raise issues in https://github.com/yellowbean/AbsBox/issues
Content
- Installation
- Modeling
- Structure of a Generic deal
- Building Blocks
- Components
- Examples
- Analytics
- How To
- How to load loan level data(Freddie Mac)
- How to structuring a deal
- How to run a yield table
- How to model cashflow for ARM Mortgage
- How to view projected quasi Financial Reports ?
- Model a revolving deal (BMW Auto)
- Debug the cashflow
- Visualize the cash flow
- Project Cashflow for Solar Panel
- How to use Deal Library
- How to pass deal files around ?
- Primary Pricing with Absbox
- Tempalte: Model CLO
- How to get response ?
- How to use pre-built executable
- Deal Library
- Support
- Reference
- Notebook Gallery
- Run Single Assets
- Run Assets in Pool
- Run Deals
- Set Assumptions
- View Result
- Model Examples
- Deal with multiple Asset Types
- Run A resecuritization Deal
- Interest Over Interest on Bond
- Model Account Sample
- Waterfall to run with
- with fixed target amount
- Insufficent cash from distribution acccount
- Reserve account is helping out
- A1 is being paid interest
- fee is paid
- Reserve Account is being fill up
- When A1 is being paid off
- Reserve account is releasing
- With a formula
- distributioin account is collecting excess cash from reserve account
- With reinvestment setup
- fix rate
- float rate
- How to price Balloon Mortgage
- Revolving Feature Example
- Waterfall Example
- Liquidate Pools
- Transfer Multiple Account Example
- Test Calls
- New
callWhen - EDML BLUE Ducth RMBS sample
- MultiIntBond
- Bond Schedule By Index Example
- Example of fee flow by index
- SRT Examples
- Trigger Examples
- Debug Examples
- Refinance Examples
- CLO IC Test (WIP)
- IRR Example
- FAQ
- API Reference
APIAPI.checkAPI.debugAPI.hdrsAPI.langAPI.read_single()API.run()API.runAsset()API.runByCombo()API.runByDealScenarios()API.runByScenarios()API.runDates()API.runFirstLoss()API.runPool()API.runPoolByScenarios()API.runRootFinder()API.runStructs()API.server_infoAPI.sessionAPI.urlAPI.version
EndpointsEnginePathRunReqTypeRunResp
- Changelogs