Run Asset Pool 2

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": 8000.0
            ,"originRate": ["fix",0.045]
            ,"originTerm": 25
            ,"freq": "monthly"
            ,"type": "level"
            ,"originDate": "2021-02-01"}
            ,{"currentBalance": 6000.0
            ,"currentRate": 0.075
            ,"remainTerm": 15
            ,"status": "current"}]

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

Assumption on Pool Level

User can set assumption on pool level ,which suggests the assumption will be applied to all the assets in the pool.

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
2022-03-01	13891.98	693.78	91.15	0	11.24	0	11.24	0.075	None	None	693.78	0	0	11.24	0	11.24
2022-04-01	13182.62	697.52	86.74	0	11.84	0	11.84	0.075	None	None	1391.30	0	0	23.08	0	23.08
2022-05-01	12470.45	701.30	82.31	0	10.87	0	10.87	0.075	None	None	2092.60	0	0	33.95	0	33.95
2022-06-01	11754.74	705.08	77.87	0	10.63	0	10.63	0.075	None	None	2797.68	0	0	44.58	0	44.58
2022-07-01	11036.14	708.90	73.40	0	9.70	0	9.70	0.075	None	None	3506.58	0	0	54.28	0	54.28

Assumption on Asset Level

assetLevelAssump = ("ByIndex"
                      ,([0],(("Mortgage",{"CDR":0.01},None,None,None)
                                    ,None
                                    ,None))
                       ,([1],(("Mortgage",None,{"CPR":0.01},None,None)
                                    ,None
                                    ,None))
                      )

r = localAPI.runPool(myPool
                  ,poolAssump=assetLevelAssump
                  ,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
2022-03-01	13891.98	693.78	91.15	4.02	7.22	0	7.22	0.075	None	None	693.78	4.02	0	7.22	0	7.22
2022-04-01	13182.62	697.52	86.74	4.12	7.72	0	7.72	0.075	None	None	1391.30	8.14	0	14.94	0	14.94
2022-05-01	12470.45	701.30	82.31	3.66	7.21	0	7.21	0.075	None	None	2092.60	11.80	0	22.15	0	22.15
2022-06-01	11754.74	705.08	77.87	3.45	7.18	0	7.18	0.075	None	None	2797.68	15.25	0	29.33	0	29.33
2022-07-01	11036.14	708.90	73.40	3.01	6.69	0	6.69	0.075	None	None	3506.58	18.26	0	36.02	0	36.02

Cumulative Stats

User can annotate the HistoryDefaults which suggusts as of the cutoffDate, how much balance is in status of Default

myPool2 = {'assets':[ mortgage1, mortgage2  ],
           'cutoffDate':"2022-03-01"
           ,'issuanceStat':{"HistoryDefaults":200,"HistoryLoss":50}}

r = localAPI.runPool(myPool2
                  ,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
2022-03-01	13891.98	693.78	91.15	0	11.24	0	11.24	0.075	None	None	693.78	0	0	11.24	0	11.24
2022-04-01	13182.62	697.52	86.74	0	11.84	0	11.84	0.075	None	None	1391.30	0	0	23.08	0	23.08
2022-05-01	12470.45	701.30	82.31	0	10.87	0	10.87	0.075	None	None	2092.60	0	0	33.95	0	33.95
2022-06-01	11754.74	705.08	77.87	0	10.63	0	10.63	0.075	None	None	2797.68	0	0	44.58	0	44.58
2022-07-01	11036.14	708.90	73.40	0	9.70	0	9.70	0.075	None	None	3506.58	0	0	54.28	0	54.28