Run Multiple Scenario on Pool

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

Pool

In Pool , it will have a field named assets ,which contains a list of assets

mortgage1 = ["Mortgage"
            ,{"originBalance": 12000.0
            ,"originRate": ["fix",0.045]
            ,"originTerm": 40
            ,"freq": "monthly"
            ,"type": "level"
            ,"originDate": "2021-02-01"}
            ,{"currentBalance": 10000.0
            ,"currentRate": 0.075
            ,"remainTerm": 30
            ,"status": "current"}]

mortgage2 = ["Mortgage"
            ,{"originBalance": 800.0
            ,"originRate": ["fix",0.045]
            ,"originTerm": 25
            ,"freq": "monthly"
            ,"type": "level"
            ,"originDate": "2021-02-01"}
            ,{"currentBalance": 600.0
            ,"currentRate": 0.075
            ,"remainTerm": 15
            ,"status": "current"}]

myPool = {'assets':[ mortgage1, mortgage2],
         'cutoffDate':"2022-03-01"}

Set Multi Assumption

It is just a map!

multiAssump= \
    {"cdr001":("Pool",("Mortgage",{"CDR":0.01},None,None,None)
                                    ,None
                                    ,None)
    ,"non":("Pool",("Mortgage",None,None,None,None)
                    ,None
                    ,None
                    )}

Make sure call runPoolByScenarios

r = localAPI.runPoolByScenarios(myPool,poolAssump=multiAssump,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(

Use keys from multiAssump to retrive results

r['cdr001']['PoolConsol']['flow'].head()

	Balance	Principal	Interest	Prepayment	Default	Recovery	Loss	WAC	BorrowerNum	PrepayPenalty	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2022-03-01	9542.79	345.80	61.80	0	7.62	0	7.62	0.075	None	None	345.80	0	0	7.62	0	7.62
2022-04-01	9186.98	347.68	59.58	0	8.13	0	8.13	0.075	None	None	693.48	0	0	15.75	0	15.75
2022-05-01	8829.85	349.56	57.36	0	7.57	0	7.57	0.075	None	None	1043.04	0	0	23.32	0	23.32
2022-06-01	8470.88	351.45	55.13	0	7.52	0	7.52	0.075	None	None	1394.49	0	0	30.84	0	30.84
2022-07-01	8110.54	353.35	52.89	0	6.99	0	6.99	0.075	None	None	1747.84	0	0	37.83	0	37.83

Run Multiple Pools with Multiple Assumptions

receivable1 = ["Invoice"
                  ,{"start":"2024-04-01","originBalance":2000
                    ,"originAdvance":1500,"dueDate":"2024-06-01"}
                  ,{"status":"Current"}]

myMixedPool = {"invoicePool": {'assets':[receivable1],}
              ,"mortgagePool": {'assets':[mortgage1]}
              ,'cutoffDate':"2022-03-01"}

mPoolAssump0 = ("Pool",
               ("Mortgage",None,None,None,None)
                ,None
                ,None)

mPoolAssump = ("Pool",
               ("Mortgage",{"CDR":0.01},None,None,None)
                ,None
                ,None)

iPoolAssump0 = ("Pool"
                ,("Receivable", None, None, None)
                ,None
                ,None)

iPoolAssump = ("Pool"
                ,("Receivable", {"CDR":0.01}, None, None)
                ,None
                ,None)


r = localAPI.runPoolByScenarios(myMixedPool
                  ,poolAssump = {"NonStress":("ByPoolId",
                                    {"invoicePool":iPoolAssump0
                                    ,"mortgagePool":mPoolAssump0})
                                 ,"Stress":("ByPoolId",
                                    {"invoicePool":iPoolAssump
                                    ,"mortgagePool":mPoolAssump})}
                  ,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(

r['NonStress']['invoicePool']['flow'].head()

	Balance	AccuredFee	Principal	Fee	Default	Recovery	Loss	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2024-04-01	2000	0	0	0	0	0	0	0	0	0	0	0	0
2024-06-01	0	0	2000	0	0	0	0	0	0	0	0	0	0

r['Stress']['mortgagePool']['flow'].head()

	Balance	Principal	Interest	Prepayment	Default	Recovery	Loss	WAC	BorrowerNum	PrepayPenalty	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2022-03-01	9059.53	307.14	58.54	0	7.22	0	7.22	0.075	None	None	307.14	0	0	7.22	0	7.22
2022-04-01	8743.01	308.80	56.57	0	7.72	0	7.72	0.075	None	None	615.94	0	0	14.94	0	14.94
2022-05-01	8425.32	310.48	54.59	0	7.21	0	7.21	0.075	None	None	926.42	0	0	22.15	0	22.15
2022-06-01	8105.99	312.15	52.61	0	7.18	0	7.18	0.075	None	None	1238.57	0	0	29.33	0	29.33
2022-07-01	7785.46	313.84	50.62	0	6.69	0	6.69	0.075	None	None	1552.41	0	0	36.02	0	36.02