{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Installment"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "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"
      ]
     },
     "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\">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",
    "\n",
    "localAPI = API(EnginePath.DEV,lang='english',check=False)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "installment = [\"Installment\"\n",
    "                    ,{\"originBalance\": 1000.0\n",
    "                    ,\"feeRate\": [\"fix\",0.01]\n",
    "                    ,\"originTerm\": 12\n",
    "                    ,\"freq\": \"Monthly\"\n",
    "                    ,\"type\": \"f_p\"\n",
    "                    ,\"originDate\": \"2022-01-01\"}\n",
    "                    ,{\"status\": \"Current\"\n",
    "                        ,\"currentBalance\":1000\n",
    "                        ,\"remainTerm\":8}]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "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>2022-05-01</th>\n",
       "      <td>1000.00</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</td>\n",
       "      <td>0.01</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</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-06-01</th>\n",
       "      <td>875.01</td>\n",
       "      <td>124.99</td>\n",
       "      <td>14.99</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>124.99</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>750.02</td>\n",
       "      <td>124.99</td>\n",
       "      <td>14.99</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>249.98</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>2022-08-01</th>\n",
       "      <td>625.03</td>\n",
       "      <td>124.99</td>\n",
       "      <td>14.99</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>374.97</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>2022-09-01</th>\n",
       "      <td>500.04</td>\n",
       "      <td>124.99</td>\n",
       "      <td>14.99</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>499.96</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",
       "2022-05-01  1000.00       0.00      0.00           0        0         0     0   \n",
       "2022-06-01   875.01     124.99     14.99           0        0         0     0   \n",
       "2022-07-01   750.02     124.99     14.99           0        0         0     0   \n",
       "2022-08-01   625.03     124.99     14.99           0        0         0     0   \n",
       "2022-09-01   500.04     124.99     14.99           0        0         0     0   \n",
       "\n",
       "             WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  CumRecovery  \\\n",
       "Date                                                                            \n",
       "2022-05-01  0.01          0.00          0          0           0            0   \n",
       "2022-06-01  0.01        124.99          0          0           0            0   \n",
       "2022-07-01  0.01        249.98          0          0           0            0   \n",
       "2022-08-01  0.01        374.97          0          0           0            0   \n",
       "2022-09-01  0.01        499.96          0          0           0            0   \n",
       "\n",
       "            CumLoss  \n",
       "Date                 \n",
       "2022-05-01        0  \n",
       "2022-06-01        0  \n",
       "2022-07-01        0  \n",
       "2022-08-01        0  \n",
       "2022-09-01        0  "
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r = localAPI.runAsset(\"2022-01-02\"\n",
    "                     ,[installment]\n",
    "                     ,poolAssump=(\"Pool\"\n",
    "                                    ,(\"Installment\", None, None, None, None)\n",
    "                                    ,None\n",
    "                                    ,None)\n",
    "                     ,read=True)\n",
    "\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Installment : Default"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\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>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>2022-05-01</th>\n",
       "      <td>1000.00</td>\n",
       "      <td>0.00</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>0.01</td>\n",
       "      <td>0.00</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>2022-06-01</th>\n",
       "      <td>874.27</td>\n",
       "      <td>124.88</td>\n",
       "      <td>14.98</td>\n",
       "      <td>0</td>\n",
       "      <td>0.85</td>\n",
       "      <td>0</td>\n",
       "      <td>0.85</td>\n",
       "      <td>0.01</td>\n",
       "      <td>124.88</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.85</td>\n",
       "      <td>0</td>\n",
       "      <td>0.85</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-01</th>\n",
       "      <td>748.77</td>\n",
       "      <td>124.78</td>\n",
       "      <td>14.97</td>\n",
       "      <td>0</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0.01</td>\n",
       "      <td>249.66</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.57</td>\n",
       "      <td>0</td>\n",
       "      <td>1.57</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-08-01</th>\n",
       "      <td>623.47</td>\n",
       "      <td>124.67</td>\n",
       "      <td>14.96</td>\n",
       "      <td>0</td>\n",
       "      <td>0.63</td>\n",
       "      <td>0</td>\n",
       "      <td>0.63</td>\n",
       "      <td>0.01</td>\n",
       "      <td>374.33</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.20</td>\n",
       "      <td>0</td>\n",
       "      <td>2.20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-01</th>\n",
       "      <td>498.38</td>\n",
       "      <td>124.56</td>\n",
       "      <td>14.94</td>\n",
       "      <td>0</td>\n",
       "      <td>0.53</td>\n",
       "      <td>0</td>\n",
       "      <td>0.53</td>\n",
       "      <td>0.01</td>\n",
       "      <td>498.89</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.73</td>\n",
       "      <td>0</td>\n",
       "      <td>2.73</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Balance  Principal  Interest  Prepayment  Default  Recovery  Loss  \\\n",
       "Date                                                                            \n",
       "2022-05-01  1000.00       0.00      0.00           0     0.00         0  0.00   \n",
       "2022-06-01   874.27     124.88     14.98           0     0.85         0  0.85   \n",
       "2022-07-01   748.77     124.78     14.97           0     0.72         0  0.72   \n",
       "2022-08-01   623.47     124.67     14.96           0     0.63         0  0.63   \n",
       "2022-09-01   498.38     124.56     14.94           0     0.53         0  0.53   \n",
       "\n",
       "             WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  CumRecovery  \\\n",
       "Date                                                                            \n",
       "2022-05-01  0.01          0.00          0          0        0.00            0   \n",
       "2022-06-01  0.01        124.88          0          0        0.85            0   \n",
       "2022-07-01  0.01        249.66          0          0        1.57            0   \n",
       "2022-08-01  0.01        374.33          0          0        2.20            0   \n",
       "2022-09-01  0.01        498.89          0          0        2.73            0   \n",
       "\n",
       "            CumLoss  \n",
       "Date                 \n",
       "2022-05-01     0.00  \n",
       "2022-06-01     0.85  \n",
       "2022-07-01     1.57  \n",
       "2022-08-01     2.20  \n",
       "2022-09-01     2.73  "
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r = localAPI.runAsset(\"2022-01-02\"\n",
    "                     ,[installment]\n",
    "                     ,poolAssump=(\"Pool\"\n",
    "                                    ,(\"Installment\", {\"CDR\":0.01}, None, None, None)\n",
    "                                    ,None\n",
    "                                    ,None)\n",
    "                     ,read=True)\n",
    "\n",
    "r[0].head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Installment: Prepayment"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "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",
       "    <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>2022-05-01</th>\n",
       "      <td>1000.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0.00</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",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-06-01</th>\n",
       "      <td>873.53</td>\n",
       "      <td>124.77</td>\n",
       "      <td>14.97</td>\n",
       "      <td>0.85</td>\n",
       "      <td>0.85</td>\n",
       "      <td>0</td>\n",
       "      <td>0.85</td>\n",
       "      <td>0.01</td>\n",
       "      <td>124.77</td>\n",
       "      <td>0.85</td>\n",
       "      <td>0</td>\n",
       "      <td>0.85</td>\n",
       "      <td>0</td>\n",
       "      <td>0.85</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-01</th>\n",
       "      <td>747.52</td>\n",
       "      <td>124.57</td>\n",
       "      <td>14.94</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0.01</td>\n",
       "      <td>249.34</td>\n",
       "      <td>1.57</td>\n",
       "      <td>0</td>\n",
       "      <td>1.57</td>\n",
       "      <td>0</td>\n",
       "      <td>1.57</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-08-01</th>\n",
       "      <td>621.90</td>\n",
       "      <td>124.36</td>\n",
       "      <td>14.92</td>\n",
       "      <td>0.63</td>\n",
       "      <td>0.63</td>\n",
       "      <td>0</td>\n",
       "      <td>0.63</td>\n",
       "      <td>0.01</td>\n",
       "      <td>373.70</td>\n",
       "      <td>2.20</td>\n",
       "      <td>0</td>\n",
       "      <td>2.20</td>\n",
       "      <td>0</td>\n",
       "      <td>2.20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-01</th>\n",
       "      <td>496.70</td>\n",
       "      <td>124.14</td>\n",
       "      <td>14.89</td>\n",
       "      <td>0.53</td>\n",
       "      <td>0.53</td>\n",
       "      <td>0</td>\n",
       "      <td>0.53</td>\n",
       "      <td>0.01</td>\n",
       "      <td>497.84</td>\n",
       "      <td>2.73</td>\n",
       "      <td>0</td>\n",
       "      <td>2.73</td>\n",
       "      <td>0</td>\n",
       "      <td>2.73</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Balance  Principal  Interest  Prepayment  Default  Recovery  Loss  \\\n",
       "Date                                                                            \n",
       "2022-05-01  1000.00       0.00      0.00        0.00     0.00         0  0.00   \n",
       "2022-06-01   873.53     124.77     14.97        0.85     0.85         0  0.85   \n",
       "2022-07-01   747.52     124.57     14.94        0.72     0.72         0  0.72   \n",
       "2022-08-01   621.90     124.36     14.92        0.63     0.63         0  0.63   \n",
       "2022-09-01   496.70     124.14     14.89        0.53     0.53         0  0.53   \n",
       "\n",
       "             WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  CumRecovery  \\\n",
       "Date                                                                            \n",
       "2022-05-01  0.01          0.00       0.00          0        0.00            0   \n",
       "2022-06-01  0.01        124.77       0.85          0        0.85            0   \n",
       "2022-07-01  0.01        249.34       1.57          0        1.57            0   \n",
       "2022-08-01  0.01        373.70       2.20          0        2.20            0   \n",
       "2022-09-01  0.01        497.84       2.73          0        2.73            0   \n",
       "\n",
       "            CumLoss  \n",
       "Date                 \n",
       "2022-05-01     0.00  \n",
       "2022-06-01     0.85  \n",
       "2022-07-01     1.57  \n",
       "2022-08-01     2.20  \n",
       "2022-09-01     2.73  "
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r = localAPI.runAsset(\"2022-01-02\"\n",
    "                     ,[installment]\n",
    "                     ,poolAssump=(\"Pool\"\n",
    "                                    ,(\"Installment\", {\"CDR\":0.01}, {\"CPR\":0.01}, None, None)\n",
    "                                    ,None\n",
    "                                    ,None)\n",
    "                     ,read=True)\n",
    "\n",
    "r[0].head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Installment: Fee-Free / Interest Free for first N period\n",
    "\n",
    "Let's use new `Weekly` frequency "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
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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>2022-01-08</th>\n",
       "      <td>1100</td>\n",
       "      <td>100</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>100</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>2022-01-15</th>\n",
       "      <td>1000</td>\n",
       "      <td>100</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>200</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>2022-01-22</th>\n",
       "      <td>900</td>\n",
       "      <td>100</td>\n",
       "      <td>12</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>300</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>2022-01-29</th>\n",
       "      <td>800</td>\n",
       "      <td>100</td>\n",
       "      <td>12</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>400</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>2022-02-05</th>\n",
       "      <td>700</td>\n",
       "      <td>100</td>\n",
       "      <td>12</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>500</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",
       "2022-01-08     1100        100         0           0        0         0     0   \n",
       "2022-01-15     1000        100         0           0        0         0     0   \n",
       "2022-01-22      900        100        12           0        0         0     0   \n",
       "2022-01-29      800        100        12           0        0         0     0   \n",
       "2022-02-05      700        100        12           0        0         0     0   \n",
       "\n",
       "             WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  CumRecovery  \\\n",
       "Date                                                                            \n",
       "2022-01-08  0.01           100          0          0           0            0   \n",
       "2022-01-15  0.01           200          0          0           0            0   \n",
       "2022-01-22  0.01           300          0          0           0            0   \n",
       "2022-01-29  0.01           400          0          0           0            0   \n",
       "2022-02-05  0.01           500          0          0           0            0   \n",
       "\n",
       "            CumLoss  \n",
       "Date                 \n",
       "2022-01-08        0  \n",
       "2022-01-15        0  \n",
       "2022-01-22        0  \n",
       "2022-01-29        0  \n",
       "2022-02-05        0  "
      ]
     },
     "execution_count": 35,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "installment2 = [\"Installment\"\n",
    "                    ,{\"originBalance\": 1200.0\n",
    "                    ,\"feeRate\": [\"fix\",0.01]\n",
    "                    ,\"originTerm\": 12\n",
    "                    ,\"freq\": \"Weekly\"\n",
    "                    ,\"type\": (\"PO_FirstN\", 2)\n",
    "                    ,\"originDate\": \"2022-01-01\"}\n",
    "                    ,{\"status\": \"Current\"\n",
    "                        ,\"currentBalance\":1200\n",
    "                        ,\"remainTerm\":12}]\n",
    "\n",
    "\n",
    "r = localAPI.runAsset(\"2021-12-01\"\n",
    "                     ,[installment2]\n",
    "                     ,read=True)\n",
    "\n",
    "r[0].head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Same with default with `None`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "      <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>2022-01-01</th>\n",
       "      <td>1200</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",
       "      <td>0.01</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>2022-01-08</th>\n",
       "      <td>1100</td>\n",
       "      <td>100</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>100</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>2022-01-15</th>\n",
       "      <td>1000</td>\n",
       "      <td>100</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>200</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>2022-01-22</th>\n",
       "      <td>900</td>\n",
       "      <td>100</td>\n",
       "      <td>12</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>300</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>2022-01-29</th>\n",
       "      <td>800</td>\n",
       "      <td>100</td>\n",
       "      <td>12</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.01</td>\n",
       "      <td>400</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",
       "2022-01-01     1200          0         0           0        0         0     0   \n",
       "2022-01-08     1100        100         0           0        0         0     0   \n",
       "2022-01-15     1000        100         0           0        0         0     0   \n",
       "2022-01-22      900        100        12           0        0         0     0   \n",
       "2022-01-29      800        100        12           0        0         0     0   \n",
       "\n",
       "             WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  CumRecovery  \\\n",
       "Date                                                                            \n",
       "2022-01-01  0.01             0          0          0           0            0   \n",
       "2022-01-08  0.01           100          0          0           0            0   \n",
       "2022-01-15  0.01           200          0          0           0            0   \n",
       "2022-01-22  0.01           300          0          0           0            0   \n",
       "2022-01-29  0.01           400          0          0           0            0   \n",
       "\n",
       "            CumLoss  \n",
       "Date                 \n",
       "2022-01-01        0  \n",
       "2022-01-08        0  \n",
       "2022-01-15        0  \n",
       "2022-01-22        0  \n",
       "2022-01-29        0  "
      ]
     },
     "execution_count": 36,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r = localAPI.runAsset(\"2021-12-01\"\n",
    "                     ,[installment2]\n",
    "                     ,poolAssump=(\"Pool\"\n",
    "                                    ,(\"Installment\", None, None, None, None)\n",
    "                                    ,None\n",
    "                                    ,None)\n",
    "                     ,read=True)\n",
    "\n",
    "r[0].head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Default Stress"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th>Prepayment</th>\n",
       "      <th>Default</th>\n",
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       "      <th>CumDelinq</th>\n",
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       "    <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",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-01-01</th>\n",
       "      <td>1200.00</td>\n",
       "      <td>0.00</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>0.01</td>\n",
       "      <td>0.00</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>2022-01-08</th>\n",
       "      <td>1099.79</td>\n",
       "      <td>99.98</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.23</td>\n",
       "      <td>0</td>\n",
       "      <td>0.23</td>\n",
       "      <td>0.01</td>\n",
       "      <td>99.98</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.23</td>\n",
       "      <td>0</td>\n",
       "      <td>0.23</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-15</th>\n",
       "      <td>999.62</td>\n",
       "      <td>99.96</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.21</td>\n",
       "      <td>0</td>\n",
       "      <td>0.21</td>\n",
       "      <td>0.01</td>\n",
       "      <td>199.94</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.44</td>\n",
       "      <td>0</td>\n",
       "      <td>0.44</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-22</th>\n",
       "      <td>899.49</td>\n",
       "      <td>99.94</td>\n",
       "      <td>11.99</td>\n",
       "      <td>0</td>\n",
       "      <td>0.19</td>\n",
       "      <td>0</td>\n",
       "      <td>0.19</td>\n",
       "      <td>0.01</td>\n",
       "      <td>299.88</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.63</td>\n",
       "      <td>0</td>\n",
       "      <td>0.63</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-29</th>\n",
       "      <td>799.40</td>\n",
       "      <td>99.92</td>\n",
       "      <td>11.99</td>\n",
       "      <td>0</td>\n",
       "      <td>0.17</td>\n",
       "      <td>0</td>\n",
       "      <td>0.17</td>\n",
       "      <td>0.01</td>\n",
       "      <td>399.80</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.80</td>\n",
       "      <td>0</td>\n",
       "      <td>0.80</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Balance  Principal  Interest  Prepayment  Default  Recovery  Loss  \\\n",
       "Date                                                                            \n",
       "2022-01-01  1200.00       0.00      0.00           0     0.00         0  0.00   \n",
       "2022-01-08  1099.79      99.98      0.00           0     0.23         0  0.23   \n",
       "2022-01-15   999.62      99.96      0.00           0     0.21         0  0.21   \n",
       "2022-01-22   899.49      99.94     11.99           0     0.19         0  0.19   \n",
       "2022-01-29   799.40      99.92     11.99           0     0.17         0  0.17   \n",
       "\n",
       "             WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  CumRecovery  \\\n",
       "Date                                                                            \n",
       "2022-01-01  0.01          0.00          0          0        0.00            0   \n",
       "2022-01-08  0.01         99.98          0          0        0.23            0   \n",
       "2022-01-15  0.01        199.94          0          0        0.44            0   \n",
       "2022-01-22  0.01        299.88          0          0        0.63            0   \n",
       "2022-01-29  0.01        399.80          0          0        0.80            0   \n",
       "\n",
       "            CumLoss  \n",
       "Date                 \n",
       "2022-01-01     0.00  \n",
       "2022-01-08     0.23  \n",
       "2022-01-15     0.44  \n",
       "2022-01-22     0.63  \n",
       "2022-01-29     0.80  "
      ]
     },
     "execution_count": 37,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r = localAPI.runAsset(\"2021-12-01\"\n",
    "                     ,[installment2]\n",
    "                     ,poolAssump=(\"Pool\"\n",
    "                                    ,(\"Installment\", {\"CDR\":0.01}, None, None, None)\n",
    "                                    ,None\n",
    "                                    ,None)\n",
    "                     ,read=True)\n",
    "\n",
    "r[0].head()"
   ]
  }
 ],
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