Sensitivity on Deal Run Assumption
from absbox import Generic
from absbox.examples import test01
from absbox import API,EnginePath
localAPI = API(EnginePath.DEV, lang='english', check=False)
Connecting engine server -> https://absbox.org/api/dev
/home/docs/checkouts/readthedocs.org/user_builds/absbox-doc/envs/stable/lib/python3.11/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
warnings.warn(
✅Connected, local lib:0.52.3, server:0.52.3
runAssumptionMap = {
"A":[("call",("poolBalance",200))]
,"B":[("call",("poolBalance",500))]
}
r = localAPI.runByDealScenarios(test01
,runAssump=runAssumptionMap
,read=True)
/home/docs/checkouts/readthedocs.org/user_builds/absbox-doc/envs/stable/lib/python3.11/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
warnings.warn(
Warning Message from server for A:Account acc01 has cash to be distributed Outstanding pool cashflow hasn't been collected yetfromList [(PoolConsol,1)]
Warning Message from server for B:Bond B is not paid off Account acc01 has cash to be distributed Outstanding pool cashflow hasn't been collected yetfromList [(PoolConsol,4)]
r["A"]["pool"]['flow']['PoolConsol'].tail()
| Balance | Principal | Interest | Prepayment | Default | Recovery | Loss | WAC | BorrowerNum | PrepayPenalty | CumPrincipal | CumPrepay | CumDelinq | CumDefault | CumRecovery | CumLoss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Date | ||||||||||||||||
| 2022-05-01 | 577.70 | 113.25 | 4.60 | 0 | 0 | 0 | 0 | 0.08 | None | None | 1622.30 | 0 | 0 | 0 | 0 | 0 |
| 2022-06-01 | 463.69 | 114.01 | 3.85 | 0 | 0 | 0 | 0 | 0.08 | None | None | 1736.31 | 0 | 0 | 0 | 0 | 0 |
| 2022-07-01 | 348.92 | 114.77 | 3.09 | 0 | 0 | 0 | 0 | 0.08 | None | None | 1851.08 | 0 | 0 | 0 | 0 | 0 |
| 2022-08-01 | 233.38 | 115.54 | 2.32 | 0 | 0 | 0 | 0 | 0.08 | None | None | 1966.62 | 0 | 0 | 0 | 0 | 0 |
| 2022-09-01 | 117.08 | 116.30 | 1.55 | 0 | 0 | 0 | 0 | 0.08 | None | None | 2082.92 | 0 | 0 | 0 | 0 | 0 |
r["B"]["pool"]['flow']['PoolConsol'].tail()
| Balance | Principal | Interest | Prepayment | Default | Recovery | Loss | WAC | BorrowerNum | PrepayPenalty | CumPrincipal | CumPrepay | CumDelinq | CumDefault | CumRecovery | CumLoss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Date | ||||||||||||||||
| 2022-02-01 | 915.22 | 111.01 | 6.84 | 0 | 0 | 0 | 0 | 0.08 | None | None | 1284.78 | 0 | 0 | 0 | 0 | 0 |
| 2022-03-01 | 803.46 | 111.76 | 6.10 | 0 | 0 | 0 | 0 | 0.08 | None | None | 1396.54 | 0 | 0 | 0 | 0 | 0 |
| 2022-04-01 | 690.95 | 112.51 | 5.35 | 0 | 0 | 0 | 0 | 0.08 | None | None | 1509.05 | 0 | 0 | 0 | 0 | 0 |
| 2022-05-01 | 577.70 | 113.25 | 4.60 | 0 | 0 | 0 | 0 | 0.08 | None | None | 1622.30 | 0 | 0 | 0 | 0 | 0 |
| 2022-06-01 | 463.69 | 114.01 | 3.85 | 0 | 0 | 0 | 0 | 0.08 | None | None | 1736.31 | 0 | 0 | 0 | 0 | 0 |