%load_ext autoreload
%autoreload 2
import pandas
pandas.set_option('display.max_rows', None)

from absbox import API,EnginePath
#localAPI = API("http://localhost:8081",check=False)
localAPI = API(EnginePath.DEV,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

Revolving Feature Example

revol_asset1 = ["Mortgage"
                ,{"originBalance":220,"originRate":["fix",0.045],"originTerm":30
                  ,"freq":"Monthly","type":"Level","originDate":"2021-07-01"}
                  ,{"currentBalance":220
                  ,"currentRate":0.08
                  ,"remainTerm":6
                  ,"status":"current"}]

revol_asset2 = ["Mortgage"
                ,{"originBalance":220,"originRate":["fix",0.045],"originTerm":30
                  ,"freq":"Monthly","type":"Level","originDate":"2021-07-01"}
                  ,{"currentBalance":220
                  ,"currentRate":0.08
                  ,"remainTerm":12
                  ,"status":"current"}]


revolvingPool1 = (["constant",revol_asset1]
                 ,("Pool",("Mortgage",{"CDR":0.0},None,None,None)
                   ,None
                   ,None))

revolvingPool2 = (["constant",revol_asset2]
                 ,("Pool",("Mortgage",{"CDR":0.1},None,None,None)
                   ,None
                   ,None))

Single revolving pool, Single Deal Pool

A deal with a Single pool and there is only One revolving pool
Use buyAsset waterfall action

from absbox.local.generic import Generic

test00 = Generic(
    "TEST01"
    ,{"cutoff":"2021-03-01","closing":"2021-06-15","firstPay":"2021-07-26"
     ,"payFreq":["DayOfMonth",20],"poolFreq":"MonthEnd","stated":"2030-01-01"}
    ,{'assets':[["Mortgage"
        ,{"originBalance":2200,"originRate":["fix",0.045],"originTerm":30
          ,"freq":"Monthly","type":"Level","originDate":"2021-02-01"}
          ,{"currentBalance":2200
          ,"currentRate":0.08
          ,"remainTerm":24
          ,"status":"current"}]]}
    ,(("acc01",{"balance":0}),)
    ,(("A1",{"balance":1000
             ,"rate":0.07
             ,"originBalance":1000
             ,"originRate":0.07
             ,"startDate":"2020-01-03"
             ,"rateType":{"Fixed":0.08}
             ,"bondType":{"Sequential":None}})
      ,("B",{"balance":1000
             ,"rate":0.0
             ,"originBalance":1000
             ,"originRate":0.07
             ,"startDate":"2020-01-03"
             ,"rateType":{"Fixed":0.00}
             ,"bondType":{"Equity":None}
             }))
    ,(("trusteeFee",{"type":{"fixFee":30},"feeStart":"2021-06-15"}),)
    ,{"amortizing":[
         ["payFee","acc01",['trusteeFee']]
         ,["payInt","acc01",["A1"]]
         ,["If",["=","2022-08-20"]
            ,["buyAsset",["Current|Defaulted",1.0,0],"acc01"]
            ]
         ,["payPrin","acc01",["A1"]]
         ,["payPrin","acc01",["B"]]
         ,["payPrinResidual","acc01",["B"]]
     ]}
    ,[["CollectedInterest","acc01"]
      ,["CollectedPrincipal","acc01"]
      ,["CollectedPrepayment","acc01"]
      ,["CollectedRecoveries","acc01"]]
    ,None
    ,None
    ,None
    ,None
    ,("PreClosing","Amortizing")
)


r = localAPI.run(test00
                 ,runAssump=[("revolving",*revolvingPool2)]
                 ,read=True)

r['pool']['flow']['PoolConsol'].loc["2022-07-31":"2022-11-30"]

/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:Account acc01 has cash to be distributed

	Balance	Principal	Interest	Prepayment	Default	Recovery	Loss	WAC	BorrowerNum	PrepayPenalty	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2022-07-31	1235.10	90.66	8.83	0	0.00	0	0.00	0.08	None	None	964.90	0.0	0.0	0.00	0.0	0.00
2022-08-31	1243.33	91.26	8.23	0	0.00	0	0.00	0.08	None	None	1056.16	0.0	0.0	0.00	0.0	0.00
2022-09-30	1142.65	99.80	8.27	0	0.88	0	0.88	0.08	None	None	1155.96	0.0	0.0	0.88	0.0	0.88
2022-10-31	1041.47	100.40	7.60	0	0.78	0	0.78	0.08	None	None	1256.36	0.0	0.0	1.66	0.0	1.66
2022-11-30	939.76	100.98	6.93	0	0.73	0	0.73	0.08	None	None	1357.34	0.0	0.0	2.39	0.0	2.39

Single revolving pool, Multiple Deal Pool

The deal has multiple pools ( which model as a map)
Use buyAssetFrom waterfall action
- ["buyAsset2", <Pricing Method>, <Source Account>, <Limit>, <Source of Revloving Pool>, <Target Pool>]

test00_A = Generic(
    "TEST01"
    ,{"cutoff":"2021-03-01","closing":"2021-06-15","firstPay":"2021-07-26"
     ,"payFreq":["DayOfMonth",20],"poolFreq":"MonthEnd","stated":"2030-01-01"}
    ,{"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": ["fix",0.08]
                          ,"originTerm": 36
                          ,"freq": "Monthly"
                          ,"type": "i_p"
                          ,"originDate": "2021-02-01"}
                        ,{"currentBalance": 65000
                          ,"currentRate": 0.06
                          ,"remainTerm": 30
                          ,"status": "Current"}]]}
      }
    ,(("acc01",{"balance":0}),)
    ,(("A1",{"balance":1000
             ,"rate":0.07
             ,"originBalance":1000
             ,"originRate":0.07
             ,"startDate":"2020-01-03"
             ,"rateType":{"Fixed":0.08}
             ,"bondType":{"Sequential":None}})
      ,("B",{"balance":1000
             ,"rate":0.0
             ,"originBalance":1000
             ,"originRate":0.07
             ,"startDate":"2020-01-03"
             ,"rateType":{"Fixed":0.00}
             ,"bondType":{"Equity":None}
             }))
    ,(("trusteeFee",{"type":{"fixFee":30},"feeStart":"2021-06-15"}),)
    ,{"amortizing":[
         ["payFee","acc01",['trusteeFee']]
         ,["payInt","acc01",["A1"]]
         ,["If",["=","2022-08-20"]
            ,["buyAsset2",["Current|Defaulted",1.0,0],"acc01",None,None,"PoolA"]
            ]
         ,["payPrin","acc01",["A1"]]
         ,["payPrin","acc01",["B"]]
         ,["payPrinResidual","acc01",["B"]]
     ]}
    ,[[["PoolA"],"CollectedCash","acc01"]
     ,[["PoolB"],"CollectedCash","acc02"]]
    ,None
    ,None
    ,None
    ,None
    ,("PreClosing","Amortizing")
)

r = localAPI.run(test00_A
           ,runAssump=[("revolving",*revolvingPool2)]
           ,read=True)

r['pool']['flow']['PoolA'].loc["2022-07-31":"2022-11-30"]

/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:Account acc01 has cash to be distributed

	Balance	Principal	Interest	Prepayment	Default	Recovery	Loss	WAC	BorrowerNum	PrepayPenalty	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2022-07-31	1007.32	73.95	7.20	0	0.00	0	0.00	0.08	None	None	1192.68	0	0	0.00	0	0.00
2022-08-31	1014.04	74.43	6.71	0	0.00	0	0.00	0.08	None	None	1267.11	0	0	0.00	0	0.00
2022-09-30	931.92	81.40	6.74	0	0.72	0	0.72	0.08	None	None	1348.51	0	0	0.72	0	0.72
2022-10-31	849.41	81.88	6.19	0	0.63	0	0.63	0.08	None	None	1430.39	0	0	1.35	0	1.35
2022-11-30	766.46	82.36	5.65	0	0.59	0	0.59	0.08	None	None	1512.75	0	0	1.94	0	1.94

r['pool']['flow']['PoolB'].loc["2022-07-31":"2022-11-30"]

	Balance	Principal	Interest	Prepayment	Default	Recovery	Loss	WAC	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2022-07-31	65000	0	320.54	0	0	0	0	0.06	0.0	0.0	0.0	0.0	0.0	0.0
2022-08-31	65000	0	331.23	0	0	0	0	0.06	0.0	0.0	0.0	0.0	0.0	0.0
2022-09-30	65000	0	331.23	0	0	0	0	0.06	0.0	0.0	0.0	0.0	0.0	0.0
2022-10-31	65000	0	320.54	0	0	0	0	0.06	0.0	0.0	0.0	0.0	0.0	0.0
2022-11-30	65000	0	331.23	0	0	0	0	0.06	0.0	0.0	0.0	0.0	0.0	0.0

Multiple revolving pool, Multiple Deal Pool

A deal transaction may have multiple pools which doesn’t share same asset type. In this case, the PoolA has a list of Mortgage while PoolB has a list of Loan.

In the buyAsset2 action ,user can specify the :

source revolving pool from the assumption where the buy action perform from.
target pool which the new bought asset belong to

test02 = Generic(
    "TEST01"
    ,{"cutoff":"2021-03-01","closing":"2021-06-15","firstPay":"2021-07-26"
     ,"payFreq":["DayOfMonth",20],"poolFreq":"MonthEnd","stated":"2030-01-01"}
    ,{"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": ["fix",0.08]
                          ,"originTerm": 36
                          ,"freq": "Monthly"
                          ,"type": "i_p"
                          ,"originDate": "2021-02-01"}
                        ,{"currentBalance": 65000
                          ,"currentRate": 0.06
                          ,"remainTerm": 30
                          ,"status": "Current"}]
                          ]
                }
      }
    ,(("acc01",{"balance":0}),)
    ,(("A1",{"balance":1000
             ,"rate":0.07
             ,"originBalance":1000
             ,"originRate":0.07
             ,"startDate":"2020-01-03"
             ,"rateType":{"Fixed":0.08}
             ,"bondType":{"Sequential":None}})
      ,("B",{"balance":1000
             ,"rate":0.0
             ,"originBalance":1000
             ,"originRate":0.07
             ,"startDate":"2020-01-03"
             ,"rateType":{"Fixed":0.00}
             ,"bondType":{"Equity":None}
             }))
    ,(("trusteeFee",{"type":{"fixFee":30},"feeStart":"2021-06-15"}),)
    ,{"amortizing":[
         ["payFee","acc01",['trusteeFee']]
         ,["payInt","acc01",["A1"]]
         ,["If",["=","2022-08-20"]
            ,["buyAsset2",["Current|Defaulted",1.0,0],"acc01",None,"Pool3","PoolB"]
            ]
         ,["payPrin","acc01",["A1"]]
         ,["payPrin","acc01",["B"]]
         ,["payPrinResidual","acc01",["B"]]
     ]}
    ,[[["PoolA"],"CollectedCash","acc01"]
     ,[["PoolB"],"CollectedCash","acc02"]]
    ,None
    ,None
    ,None
    ,None
    ,("PreClosing","Amortizing")
)


revol_asset3 =["Loan"
                ,{"originBalance": 80000
                  ,"originRate": ["fix",0.08]
                  ,"originTerm": 36
                  ,"freq": "Monthly"
                  ,"type": "i_p"
                  ,"originDate": "2021-02-01"}
                ,{"currentBalance": 65000
                  ,"currentRate": 0.06
                  ,"remainTerm": 30
                  ,"status": "Current"}]


revolvingPool3 = (["constant",revol_asset3]
                 ,("Pool",("Loan",{"CDR":0.1},None,None,None)
                   ,None
                   ,None))

r = localAPI.run(test02
         ,runAssump=[("revolving"
                       ,{"Pool1":revolvingPool1,"Pool3":revolvingPool3})]
         ,read=True)

r['pool']['flow']['PoolB'].loc["2022-07-31":"2022-11-30"]

/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:Account acc01 has cash to be distributed

	Balance	Principal	Interest	Prepayment	Default	Recovery	Loss	WAC	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2022-07-31	65000.00	0.0	320.54	0	0.00	0	0.00	0.06	0.0	0.0	0.0	0.00	0.0	0.00
2022-08-31	65081.15	0.0	331.23	0	0.00	0	0.00	0.06	0.0	0.0	0.0	0.00	0.0	0.00
2022-09-30	65080.43	0.0	331.63	0	0.72	0	0.72	0.06	0.0	0.0	0.0	0.72	0.0	0.72
2022-10-31	65079.74	0.0	320.93	0	0.69	0	0.69	0.06	0.0	0.0	0.0	1.41	0.0	1.41
2022-11-30	65079.03	0.0	331.63	0	0.71	0	0.71	0.06	0.0	0.0	0.0	2.12	0.0	2.12