Loan

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

loan1 = ["Loan"
            ,{"originBalance": 80000
                ,"originRate": ["floater",0.045,{"index":"SOFR3M"
                                                ,"spread":0.01
                                                ,"reset":"QuarterEnd"}]
                ,"originTerm": 24
                ,"freq": "Monthly"
                ,"type": "i_p"
                ,"originDate": "2021-03-01"}
            ,{"currentBalance": 65000
                ,"currentRate": 0.06
                ,"remainTerm": 12
                ,"status": "Current"}]

r = localAPI.runAsset("2020-01-02"
                     ,[loan1]
                     ,poolAssump=("Pool",("Loan",None,None,None,None)
                                       ,None
                                       ,None)
                     ,rateAssump=[("SOFR3M",0.04)]
                     ,read=True)

r[0].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	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2022-03-01	65000	0	0.00	0	0	0	0	0.06	0	0	0	0	0	0
2022-04-01	65000	0	331.23	0	0	0	0	0.06	0	0	0	0	0	0
2022-05-01	65000	0	320.54	0	0	0	0	0.06	0	0	0	0	0	0
2022-06-01	65000	0	331.23	0	0	0	0	0.06	0	0	0	0	0	0
2022-07-01	65000	0	267.12	0	0	0	0	0.05	0	0	0	0	0	0

Default

r = localAPI.runAsset("2020-01-02"
                     ,[loan1]
                     ,poolAssump=("Pool",("Loan",{"CDR":0.01},None,None,None)
                                       ,None
                                       ,None)
                     ,rateAssump=[("SOFR3M",0.04)]
                     ,read=True)

r[0].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	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2022-03-01	65000.00	0.0	0.00	0	0.00	0	0.00	0.06	0.0	0	0	0.00	0	0.00
2022-04-01	64944.55	0.0	330.95	0	55.45	0	55.45	0.06	0.0	0	0	55.45	0	55.45
2022-05-01	64890.93	0.0	320.01	0	53.62	0	53.62	0.06	0.0	0	0	109.07	0	109.07
2022-06-01	64835.57	0.0	330.39	0	55.36	0	55.36	0.06	0.0	0	0	164.43	0	164.43
2022-07-01	64782.04	0.0	266.22	0	53.53	0	53.53	0.05	0.0	0	0	217.96	0	217.96

Prepayment

r = localAPI.runAsset("2020-01-02"
                     ,[loan1]
                     ,poolAssump=("Pool",("Loan",None,{"CPR":0.01},None,None)
                                       ,None
                                       ,None)
                     ,rateAssump=[("SOFR3M",0.04)]
                     ,read=True)

r[0].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	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2022-03-01	65000.00	0.0	0.00	0.00	0	0	0	0.06	0.0	0.00	0	0	0	0
2022-04-01	64944.55	0.0	330.95	55.45	0	0	0	0.06	0.0	55.45	0	0	0	0
2022-05-01	64890.93	0.0	320.01	53.62	0	0	0	0.06	0.0	109.07	0	0	0	0
2022-06-01	64835.57	0.0	330.39	55.36	0	0	0	0.06	0.0	164.43	0	0	0	0
2022-07-01	64782.04	0.0	266.22	53.53	0	0	0	0.05	0.0	217.96	0	0	0	0

Loan With Schedule Repayment

loan2 = ["Loan"
          ,{"originBalance": 80000
            ,"originRate": ["floater",0.045,{"index":"SOFR3M"
                                            ,"spread":0.01
                                            ,"reset":"QuarterEnd"}]
            ,"originTerm": 3
            ,"freq": "SemiAnnually"
            ,"type": ("Schedule",[["2021-10-10",20000]
                                  ,["2022-01-10",20000]
                                  ,["2022-10-10",40000]
                                ])
            ,"originDate": "2021-03-01"}
          ,{"currentBalance": 80000
            ,"currentRate": 0.06
            ,"remainTerm": 3
            ,"status": "Current"}]

r = localAPI.runAsset("2020-01-02"
                     ,[loan2]
                     ,poolAssump=("Pool",("Loan",None,None,None,None)
                                       ,None
                                       ,None)
                     ,rateAssump=[("SOFR3M",0.04)]
                     ,read=True)

r[0].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	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2021-03-01	80000	0	0.00	0	0	0	0	0.06	0	0	0	0	0	0
2021-10-10	60000	20000	2932.60	0	0	0	0	0.06	20000	0	0	0	0	0
2022-01-10	40000	20000	756.16	0	0	0	0	0.05	40000	0	0	0	0	0
2022-10-10	0	40000	1495.89	0	0	0	0	0.05	80000	0	0	0	0	0

Schedule Repayment with stress

r = localAPI.runAsset("2020-01-02"
                     ,[loan2]
                     ,poolAssump=("Pool",("Loan",None,{"CPR":0.01},None,None)
                                       ,None
                                       ,None)
                     ,rateAssump=[("SOFR3M",0.04)]
                     ,read=True)

r[0].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	CumPrincipal	CumPrepay	CumDelinq	CumDefault	CumRecovery	CumLoss
Date
2021-03-01	80000.00	0.00	0.00	0.00	0	0	0	0.06	0.00	0.00	0	0	0	0
2021-10-10	59632.72	19877.56	2914.65	489.72	0	0	0	0.06	19877.56	489.72	0	0	0	0
2022-01-10	39654.58	19827.27	749.63	150.87	0	0	0	0.05	39704.83	640.59	0	0	0	0
2022-10-10	0.00	39357.62	1471.86	296.96	0	0	0	0.05	79062.45	937.55	0	0	0	0