Trigger example
from absbox import API,EnginePath
import pandas as pd
pd.set_option('display.max_rows', None)
localAPI = API(EnginePath.DEV, lang='english', check=False)
from absbox.examples import trigger01,trigger02
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
Trigger 01 (by default rate)
the test case trigger01 which is in PreClosing stage ,has a trigger with constant default rate. When the cumulative default rate breached, the deal status will convert into Accelerated
defautlRateTrigger = {"defaultRateTrigger":
{"condition":[("cumPoolDefaultedRate",),">", 0.05]
,"effects":("newStatus","Accelerated")
,"status":False
,"curable":False}}
r = localAPI.run(trigger01
,poolAssump = ("Pool",("Mortgage",{"CDR":0.08},None,None,None)
,None
,None)
,runAssump = [("inspect",("MonthEnd",("trigger", "AfterCollect" ,"defaultRateTrigger"))
,("MonthEnd",("cumPoolDefaultedBalance",)))
]
,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(
Warning Message from server:Bond B is not paid off Account acc01 has cash to be distributed No waterfall distribution found on date 2021-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing]
Why so many warnings ?
Because the testing case hasn't specify the waterfall for `Accelerated` status.
cmulativeDefaultRates = r['pool']['flow']['PoolConsol']['CumDefault'] / 2200
cmulativeDefaultRates.iloc[6:10,]
Date
2021-10-01 0.044818
2021-11-01 0.048927
2021-12-01 0.052559
2022-01-01 0.055959
Name: CumDefault, dtype: float64
triggerStatus = r['result']['inspect']['<TriggersStatus:<EndCollectionWF>,<defaultRateTrigger>>']
triggerStatus.iloc[8:12,]
| <TriggersStatus:<EndCollectionWF>,<defaultRateTrigger>> | |
|---|---|
| Date | |
| 2021-10-31 | False |
| 2021-11-30 | False |
| 2021-12-31 | True |
| 2022-01-31 | True |
r['result']['inspect']['<CumulativePoolDefaultedBalance>'].iloc[8:12,]
| <CumulativePoolDefaultedBalance> | |
|---|---|
| Date | |
| 2021-10-31 | 98.6 |
| 2021-11-30 | 107.64 |
| 2021-12-31 | 115.63 |
| 2022-01-31 | 123.11 |
pd.concat([triggerStatus, cmulativeDefaultRates], axis=1).sort_index().iloc[15:22,]
| <TriggersStatus:<EndCollectionWF>,<defaultRateTrigger>> | CumDefault | |
|---|---|---|
| Date | ||
| 2021-10-31 | False | NaN |
| 2021-11-01 | NaN | 0.048927 |
| 2021-11-30 | False | NaN |
| 2021-12-01 | NaN | 0.052559 |
| 2021-12-31 | True | NaN |
| 2022-01-01 | NaN | 0.055959 |
| 2022-01-31 | True | NaN |
r['result']['status']
| Date | From | To | Comment | |
|---|---|---|---|---|
| 0 | 2021-04-01 | PreClosing | Amortizing | By Deal Close |
| 1 | 2021-12-01 | Amortizing | Accelerated | By trigger |
| 2 | 2030-01-01 | DealEnd | Stop: Stated Maturity |
Now the trigger was fired at 2021-12-01 and deal status convert into Accelerated. After this date, deal will pick up waterfall which has a key ("amortizing", "accelerated")
Trigger 02 ( by default balance)
the test case trigger02 which is in Amortizing stage with current defaulted balance = 100 ,has a same trigger as the one shown in trigger01.
Note
`trigger02` is ongoing deal which is likely accumulates some defaults. Here , you may notice `issuanceStat` has a defaulted balance of 100.
trigger02.pool
{'assets': [['Mortgage',
{'originBalance': 2200,
'originRate': ['fix', 0.045],
'originTerm': 20,
'freq': 'Monthly',
'type': 'Level',
'originDate': '2021-02-01'},
{'currentBalance': 2200,
'currentRate': 0.08,
'remainTerm': 20,
'status': 'current'}]],
'issuanceStat': {'HistoryDefaults': 50, 'IssuanceBalance': 1500}}
trigger02.dates
{'collect': ['2021-10-01', '2021-11-01'],
'pay': ['2021-09-20', '2021-10-20'],
'payFreq': ['DayOfMonth', 20],
'poolFreq': 'MonthFirst',
'stated': '2030-01-01'}
r = localAPI.run(trigger02
,poolAssump = ("Pool",("Mortgage",{"CDR":0.03},None,None,None)
,None
,None)
,runAssump = [("inspect",("MonthEnd",("trigger", "AfterCollect" ,"defaultRateTrigger"))
,("MonthEnd",("cumPoolDefaultedBalance",)))
]
,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(
Warning Message from server:Bond B is not paid off Account acc01 has cash to be distributed No waterfall distribution found on date 2022-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2022-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2023-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2024-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2025-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2026-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2027-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2028-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-01-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-02-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-03-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-04-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-05-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-06-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-07-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-08-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-09-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-10-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-11-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing] No waterfall distribution found on date 2029-12-20 with waterfall key DefaultDistributionfrom[DistributionDay Amortizing]
triggerStatus = r['result']['inspect']['<TriggersStatus:<EndCollectionWF>,<defaultRateTrigger>>']
cumulativeDefaultAmt = r['result']['inspect']['<CumulativePoolDefaultedBalance>']
#cumulativeDefaultAmt / 1500
pd.concat([triggerStatus, cumulativeDefaultAmt / 1500], axis=1).sort_index().iloc[10:15,]
| <TriggersStatus:<EndCollectionWF>,<defaultRateTrigger>> | <CumulativePoolDefaultedBalance> | |
|---|---|---|
| Date | ||
| 2022-07-31 | False | 0.049173 |
| 2022-08-31 | False | 0.049747 |
| 2022-09-30 | True | 0.050127 |
| 2022-10-31 | True | 0.050307 |
| 2022-11-30 | True | 0.050307 |
r['result']['status']
| Date | From | To | Comment | |
|---|---|---|---|---|
| 0 | 2022-09-01 | Amortizing | Accelerated | By trigger |
| 1 | 2030-01-01 | DealEnd | Stop: Stated Maturity |