API Reference

class absbox.client.API(url: str, lang: str = 'english', check: bool = True)

Bases: object

API to connect to engine server, handling requests and responses

Returns: API instance
Return type: API

check: bool = True: flag to ensure version match between client and server

debug = False: internal

hdrs = {'Accept': '*/*', 'Accept-Encoding': 'gzip', 'Content-type': 'application/json'}: internal

lang: str = 'english': language of response from server, defaults to ‘english’

read_single(breakdown, pool_resp) → tuple

read pool run response from engine and convert to dataframe

Parameters: pool_resp (tuple) – (pool raw cashflow, pool statistics)
Returns: (pool Cashflow in dataFrame, pool statistics)
Return type: tuple

run(deal, poolAssump=None, runAssump=[], read=True, showWarning=True, rtn=[], debug=False) → dict

run deal with pool and deal run assumptions

Parameters

deal (Generic | SPV) – a deal object
poolAssump (tuple, optional) – pool performance assumption, a tuple for single run/ a dict for multi-sceanrio run, defaults to None
runAssump (list, optional) – deal level assumption, defaults to []
read (bool, optional) – flag to convert result to pandas dataframe, defaults to True
showWarning (bool, optional) – flag to show warnings, defaults to True
debug (bool, optional) – return request text instead of sending out such request, defaults to False

Returns

result of run, a dict of dataframe if read is True.

Return type

dict

runAsset(date, _assets, poolAssump=None, rateAssump=None, pricing=None, read=True, debug=False) → tuple

run asset with assumptions

Parameters

date (date) – date of start projection and pricing day
_assets (list) – a list of asset objects
poolAssump (tuple, optional) – asset performance, defaults to None
rateAssump (tuple, optional) – interest rate assumption, defaults to None
pricing (tuple, optional) – princing input for asset, defaults to None
read (bool, optional) – whether convert raw result to dataframe, defaults to True
debug (bool, optional) – return request text instead of sending out such request, defaults to False

Returns

(cashflow, balance, pricing result)

Return type

tuple

runByCombo(dealMap, poolAssump={}, runAssump={}, read=True, showWarning=True, debug=False) → dict

run mulitple deals with multiple pool assumption/ with multiple run assumption, return a map

Parameters

dealMap (_type_) – a dict of deals
poolAssump (dict, optional) – a dict of pool assumptions, defaults to {}
runAssump (dict, optional) – a dict of run assumptions, defaults to {}
read (bool, optional) – if read response into dataframe, defaults to True
showWarning (bool, optional) – if show warning messages from server, defaults to True
debug (bool, optional) – return request text instead of sending out such request, defaults to False

runByDealScenarios(deal, poolAssump=None, runAssump={}, read=True, showWarning=True, debug=False) → dict

run deal with multiple run assumption, return a map

Parameters

deal (_type_) – _description_
poolAssump (dict, optional) – _description_, defaults to None
runAssump (dict) – _description_, defaults to {}
read (bool, optional) – if read response into dataframe, defaults to True
showWarning (bool, optional) – if show warning messages from server, defaults to True
debug (bool, optional) – return request text instead of sending out such request, defaults to False

Returns

a dict with scenario names as keys

Return type

dict

runByScenarios(deal, poolAssump=None, runAssump=[], read=True, showWarning=True, debug=False) → dict

run deal with multiple scenarios, return a map

Parameters

deal (_type_) – _description_
poolAssump (dict, optional) – _description_, defaults to None
runAssump (list, optional) – _description_, defaults to []
read (bool, optional) – if read response into dataframe, defaults to True
showWarning (bool, optional) – if show warning messages from server, defaults to True
debug (bool, optional) – return request text instead of sending out such request, defaults to False

Returns

a dict with scenario names as keys

Return type

dict

runDates(d, dp, eDate=None)

generate a list of dates from date pattern

Parameters

d (date) – a starting date
dp (date pattern) – a date pattern

Returns

a list of dates

Return type

list[date]

runFirstLoss(deal, bName, poolAssump=None, runAssump=[], read=True, debug=False) → dict

run first loss with deal and pool assumptions

Parameters

deal (Generic | SPV) – a deal object
poolAssump (tuple, optional) – pool performance assumption, a tuple for single run/ a dict for multi-scenario run, defaults to None
runAssump (list, optional) – deal level assumption, defaults to []
read (bool, optional) – flag to convert result to pandas dataframe, defaults to True
debug (bool, optional) – return request text instead of sending out such request, defaults to False

Returns

result of run, a dict of dataframe if read is True.

Return type

dict

runPool(pool, poolAssump=None, rateAssump=None, read=True, debug=False, breakdown=False, **kwargs) → tuple

perform pool run with pool and rate assumptions

Parameters

pool (object) – a pool object
poolAssump (tuple) – pool performance assumption, a tuple for single run and a map for multi-scenario run, defaults to None
rateAssump (tuple, optional) – a list of interest rate assumptions, default to None
read (bool, optional) – flag to convert result to pandas dataframe, default to True
debug (bool, optional) – return request text instead of sending out such request, defaults to False

Returns

tuple of cashflow and pool statistics

Return type

tuple

runPoolByScenarios(pool, poolAssump, rateAssump=None, read=True, breakdown=False, debug=False) → dict

run a pool with multiple scenario ,return result as map , with key same to pool assumption map

Parameters

pool (dict) – pool map
poolAssump (dict) – assumption map
rateAssump (_type_, optional) – _description_, defaults to None
read (bool, optional) – if read response into dataframe, defaults to True
debug (bool, optional) – return request text instead of sending out such request, defaults to False

Returns

a dict with scenario names as keys

Return type

dict

runRootFinder(deal, poolAssump, runAssump, p, read=True, debug=False) → dict: run root finder with deal and pool assumptions :param deal: a deal object :type deal: Generic | SPV :param poolAssump: pool performance assumption, a tuple for single run/ a dict for multi-scenario run, defaults to None :type poolAssump: tuple, optional :param runAssump: deal level assumption, defaults to [] :type runAssump: list, optional :param p: a tuple of root finder parameters :type p: tuple/string :param read: flag to convert result to pandas dataframe, defaults to True :type read: bool, optional :param debug: return request text instead of sending out such request, defaults to False :type debug: bool, optional :return: result of run :rtype: dict

runStructs(deals, poolAssump=None, nonPoolAssump=None, runAssump=None, rtn=[], read=True, debug=False) → dict

run multiple deals with same assumption

Parameters

deals (dict) – a dict of deals
poolAssump (_type_, optional) – _description_, defaults to None
nonPoolAssump (_type_, optional) – _description_, defaults to None
runAssump (_type_, optional) – _description_, defaults to None
read (bool, optional) – _description_, defaults to True
debug (bool, optional) – return request text instead of sending out such request, defaults to False

Returns

a map of results

Return type

dict

server_info = {}: internal

session = None: internal

url: str: url of engine server

version = ['0', '52', '3']: internal

class absbox.client.Endpoints(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

Bases: str, Enum

API endpoints for engine server

RunAsset = 'runAsset': Run single asset endpoint

RunByCombo = 'runByCombo': Run mulitple sensitivities

RunDate = 'runDate': Run Dates from a datepattern

RunDeal = 'runDeal': Run a single deal endpoint

RunDealByRunScenarios = 'runDealByRunScenarios': Run a single deal with multiple deal run scenarios endpoint

RunDealByScnearios = 'runDealByScenarios': Run a single deal with multiple scenarios endpoint

RunMultiDeal = 'runMultiDeals': Run multiple deals endpoint

RunPool = 'runPool': Run a pool of asset endpoint

RunPoolByScenarios = 'runPoolByScenarios': Run a pool of asset with multiple scenarios endpoint

RunRootFinder = 'runByRootFinder': Run root finder

Version = 'version': Get version of engine server endpoint

class absbox.client.EnginePath(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

Bases: str, Enum

Enum class representing shortcut engine paths for the client.

DEV = 'https://absbox.org/api/dev'

LDN_DEV = 'https://ldn.spv.run/api/dev'

LDN_PROD = 'https://ldn.spv.run/api/latest'

LOCAL = 'http://localhost:8081': Use local default server

NY_DEV = 'https://spv.run/api/dev'

NY_PROD = 'https://spv.run/api/latest'

PROD = 'https://absbox.org/api/latest'

USE_ENV = 'USE_ENV': USE_ENV (str): Use environment variable (ABSBOX_SERVER) for engine path

class absbox.client.RunReqType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

Bases: str, Enum

Request run type

ComboSensitivity = 'MultiComboReq': Multiple sensitivities

MultiPoolScenarios = 'MultiScenarioRunPoolReq': Single Pool With Multiple Assumptions

MultiRunScenarios = 'MultiRunAssumpReq': Single Deal With Multiple Assumptions

MultiScenarios = 'MultiScenarioRunReq': Single Deal With Multiple Assumptions

MultiStructs = 'MultiDealRunReq': Multiple Deals With Single Assumption

RootFinder = 'RootFinderReq': Root Finder Run

Single = 'SingleRunReq': Single Deal With A Single Assumption

SinglePool = 'SingleRunPoolReq': Single Pool With Single Assumption

class absbox.client.RunResp(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

Bases: int, Enum

Internal

DealResp = 0

LogResp = 2

PoolResp = 1