Run Asset Pool 1

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"}

r = localAPI.runPool(myPool
                  ,poolAssump=("Pool",("Mortgage",{"CDR":0.01},None,None,None)
                                    ,None
                                    ,None)
                  ,read=True)

r['PoolConsol']['flow'].head(5)

/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(
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

Cutoff day

Cutoff day means the day after which assets’s cashflow belongs to the pool

myPool = {'assets':[ mortgage1, mortgage2  ],
         'cutoffDate':"2023-03-01"}

r = localAPI.runPool(myPool
                  ,poolAssump=("Pool",("Mortgage",{"CDR":0.01},None,None,None)
                                    ,None
                                    ,None)
                  ,read=True)

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

/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(
Balance Principal Interest Prepayment Default Recovery Loss WAC BorrowerNum PrepayPenalty CumPrincipal CumPrepay CumDelinq CumDefault CumRecovery CumLoss
Date
2023-03-01 5168.39 368.94 34.60 0 4.26 0 4.26 0.075 None None 368.94 0 0 4.26 0 4.26
2023-04-01 4834.54 329.45 32.27 0 4.40 0 4.40 0.075 None None 698.39 0 0 8.66 0 8.66
2023-05-01 4499.31 331.24 30.19 0 3.99 0 3.99 0.075 None None 1029.63 0 0 12.65 0 12.65
2023-06-01 4162.45 333.03 28.09 0 3.83 0 3.83 0.075 None None 1362.66 0 0 16.48 0 16.48
2023-07-01 3824.19 334.83 25.99 0 3.43 0 3.43 0.075 None None 1697.49 0 0 19.91 0 19.91

Mixed Asset Pool

User can build multiple pools with different asset type

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"}

Without any stress assumption, the return result will be a map, which keys are the pool name

r = localAPI.runPool(myMixedPool,read=True)

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

/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(
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['mortgagePool']['flow'].head()
Balance Principal Interest Prepayment Default Recovery Loss WAC BorrowerNum PrepayPenalty CumPrincipal CumPrepay CumDelinq CumDefault CumRecovery CumLoss
Date
2022-03-01 9082.00 307.91 58.68 0 0 0 0 0.075 None None 307.91 0 0 0 0 0
2022-04-01 8772.17 309.83 56.76 0 0 0 0 0.075 None None 617.74 0 0 0 0 0
2022-05-01 8460.40 311.77 54.82 0 0 0 0 0.075 None None 929.51 0 0 0 0 0
2022-06-01 8146.68 313.72 52.87 0 0 0 0 0.075 None None 1243.23 0 0 0 0 0
2022-07-01 7831.00 315.68 50.91 0 0 0 0 0.075 None None 1558.91 0 0 0 0 0

Set assumptions to the pools

  • passing a tuple with key ByPoolID to pool Assumption

  • a map with key equals to the name of pool

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

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


r = localAPI.runPool(myMixedPool
                  ,poolAssump = ("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['invoicePool']['flow'].head(5)
Balance AccuredFee Principal Fee Default Recovery Loss CumPrincipal CumPrepay CumDelinq CumDefault CumRecovery CumLoss
Date
2024-04-01 2000 0 0.00 0 0.00 0 0.00 0 0 0 0.00 0 0.00
2024-06-01 0 0 1996.65 0 3.35 0 3.35 0 0 0 3.35 0 3.35 
r['mortgagePool']['flow'].head(5)
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