Deal with multiple Asset Types

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

from absbox.examples import mixedAsset_test01

import a mix-asset-type deal

Lets import test case , which has two pools ,PoolA , PoolB, which holds Morgage and Loan respectively

mixedAsset_test01.pool

{'PoolA': {'assets': [['Mortgage',
    {'originBalance': 2200,
     'originRate': ['fix', 0.045],
     'originTerm': 30,
     'freq': 'Monthly',
     'type': 'Level',
     'originDate': '2021-02-01'},
    {'currentBalance': 2200,
     'currentRate': 0.08,
     'remainTerm': 30,
     'status': 'current'}]]},
 'PoolB': {'assets': [['Loan',
    {'originBalance': 80000,
     'originRate': ['floater',
      0.045,
      {'index': 'SOFR3M', 'spread': 0.01, 'reset': 'QuarterEnd'}],
     'originTerm': 60,
     'freq': 'Monthly',
     'type': 'i_p',
     'originDate': '2021-02-01'},
    {'currentBalance': 65000,
     'currentRate': 0.06,
     'remainTerm': 60,
     'status': 'Current'}]]}}

Set assumption by Pool Name

r = localAPI.run(mixedAsset_test01
                 ,poolAssump = ("ByName"
                                ,{"PoolA":
                                      (("Mortgage",{"CDR":0.02} ,None, None, None)
                                       ,None
                                       ,None)
                                ,"PoolB":
                                  (("Loan",{"CDR":0.01} ,None, None, None)
                                   ,None
                                   ,None)}
                                )
                 ,runAssump = [("interest",("LIBOR6M",0.04)
                                           ,("SOFR3M",0.04))
                               ,("inspect",("MonthEnd",("poolBalance","PoolB"))
                                          ,("MonthEnd",("poolBalance","PoolA"))
                                )]
                 ,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:Bond B is not paid off
Fee serviceFee is not paid off
Fee serviceFee2 is not paid off
Account acc02 has cash to be distributed

Get result via pool name

r['pool']['flow']['PoolA'].head()

	Balance	Principal	Interest	Prepayment	Default	Recovery	Loss	WAC	BorrowerNum	PrepayPenalty	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2021-07-15	1847.71	135.10	25.99	0	6.59	0	6.59	0.08	None	None	135.10	0	0	6.59	0	6.59
2021-07-31	1847.71	0.00	0.00	0	0.00	0	0.00	0.08	None	None	135.10	0	0	6.59	0	6.59
2021-08-31	1776.50	68.05	12.29	0	3.16	0	3.16	0.08	None	None	203.15	0	0	9.75	0	9.75
2021-09-30	1705.08	68.38	11.82	0	3.04	0	3.04	0.08	None	None	271.53	0	0	12.79	0	12.79
2021-10-31	1633.53	68.73	11.34	0	2.82	0	2.82	0.08	None	None	340.26	0	0	15.61	0	15.61

r['pool']['flow']['PoolB'].head()

	Balance	Principal	Interest	Prepayment	Default	Recovery	Loss	WAC	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2021-07-15	64732.11	0.0	541.13	0	108.81	0	108.81	0.05	0.0	0	0	108.81	0	108.81
2021-07-31	64732.11	0.0	0.00	0	0.00	0	0.00	0.05	0.0	0	0	108.81	0	108.81
2021-08-31	64676.88	0.0	274.65	0	55.23	0	55.23	0.05	0.0	0	0	164.04	0	164.04
2021-09-30	64621.70	0.0	274.42	0	55.18	0	55.18	0.05	0.0	0	0	219.22	0	219.22
2021-10-31	64568.35	0.0	265.34	0	53.35	0	53.35	0.05	0.0	0	0	272.57	0	272.57