a powerful and extensible open-source cashflow/analytics engine for structured finance world. support customized waterfall distribution,trigger etc shipped with RESTful interface as well as a docker image.Detail
a user friendly python based library,enable user to access the full features of Hastructure by embracing python eco-systemDetail
| Name | URL | Status | Last Check | Version | Swagger |
|---|---|---|---|---|---|
| Singapore:latest | https://absbox.org/api/latest | running | 2024-05-19 19:41:25.544684 | 0.27.5 | https://absbox.org/api/latest/swagger.json |
| Singapore:dev | https://absbox.org/api/dev | running | 2024-05-19 19:41:25.562029 | 0.27.21 | https://absbox.org/api/dev/swagger.json |
| New York:latest | https://spv.run/api/latest | running | 2024-05-19 19:41:26.679896 | 0.27.5 | https://spv.run/api/latest/swagger.json |
| New York:dev | https://spv.run/api/dev | running | 2024-05-19 19:41:27.471200 | 0.27.21 | https://spv.run/api/dev/swagger.json |
| web-ui | https://deal-bench.xyz | running | 2024-05-19 19:41:27.493250 | 0.0.1 |
weekday <n> in the date patternweekly /biweekly in Periodfirst N period without Fee feature to model cashflow of type Installment Combination Type formula (via patching dates)commentoriginalBondBalance,BondDuePrinCalcBondPrin,PayPrinWithDuePoolFactorduration for asset pricing (curve only)ReceivableRecoveryByDays to Receivable ,which describes recovery cash received after default.leaselts-18.22 to lts-22.6Apple silicon chip ! Happy hacking Mac users !Mortgage type cashflowReceivable which represent a invoice factored,trading receivableDefaultAtEnd assumption, which assumes asset default at last payment(For Receivable)fundWith which will increate the balance of bond and deposit cash to account.writeOff which will write off balance of bond via a formulapassMaturity which True if bonds has passed their expected maturity/pay off date.Not as composite boolean test.OAS pricing assumption, which return OAS spread given input scenarios.NO_FirstN as type of Mortgage which implies no payment for first N period and interest due will be capitalized.IO_FirstN as type of Mortgage which implies no principal payment for first N period.Make Whole Feature, which allow user to set a resec deal, which allow to use bonds as underlying assets and allow user to set assumption on underlying deals.payIntBySeq which pay interest to bonds sequentially with optional limitNothing to trigger effectspayFeeBySeq to which pay a list of fees sequentially with optional limitrate and balance to calcDueInt action in waterfall.present value on schedule pool cashflow, which enable Yield Maitenance Overcollaterisaztion supportsFixAsset type , which yield cashflow given a capacity and assumption called utilization rate curve. The new asset type is applicable to Hotel booking/EV Charge station/Solar Panel/Wind Power type.RateCap which yield cash if rateCurve is higher than a strike rateaccruedInterest field in pool stats, which will be deducted from pool cash flow payPrinBySeq in waterfall action, now user can pay prin bond via a simple list.fireTrigger which mannualy fire a trigger at point of projectiontotalCash will aggregate all pool cash fieldpayInt now accept a limit which constrain how much interset to be paid via a formulabookBy a ledger via formulaI_P to Mortgage type ,which models Buy To Let type mortgage( interest only and principal at last period)Lens and code clean upStepUp out of interest part of bond.runDealdefault by amount assumption, which enable user to set a total amount of default alongside with a vector.Cumulative Stats ( cumulative default/delinq/loss/prepayment/principal/recovery)inspect in waterfall action to observe variables during a waterfall executionstepup now accpet a pre instead of a date to switch rateissuance balance for PreClosing Dealpre-run check and post-run check
Ongoing Deal shall have a IssuanceBalance value in Poolprepay penalty when using stepDownLoanpreClosing stagedefault/delinq/loss status map when projecting cashflowhaircut as extra stress projecting mortgage called deal status, which will be set when deal was triggered with a clean up call assumptionrunAsset endpointdeal status as well as trigger statusrampUp deal statuscutoff date to closing dateperformance assumptiondelinquency projection on mortgage as well as schedule mortgage cashflowinspect fieldTrigger from list into a map with a nameCumulatiePoolDefaultedRateTill to query default rate as of collection period N , then support query last one,last two default rates in the past as a rolling basis..queryBool with test logic of any or which will test all predicates or any predicates are/is satisfied. With new included aforementioned formula above, the engine can have a predicate like last 2 period cumulative defaulte rates are all lower than 5%, any last 2 period cumulative defaulte rates is higher than 5% LedgerTxnAmt , allow user to query transaction amount for a ledger by commentAbs in formula , which will get absolute value of another formulapayInt and payFee which includes extraSupport from either another account or liquidation provider, with option to book PDL draw on ledgerCumulative Net Loss Cumulative Net Loss Ratio Bond Rate Bond Weight Average Rate in formulaAvg in formula ,which can calculate average value from a list of deal stats.RefRate in bond , now bond can be setup interest rate which reference to a value of deal , could be like 100% of Pool WAC coupon , or average of bond rate of bonds etc.liquidity provider interest swap to balance sheet repotis_most_senior_bondPoolCurCollection returns target pool source balance in last collected periodtarget reserve amountreserve account excess/gap to formulastep up coupon by date ,which pertains to Euro dealsHackageStep Up By Date /Cap/Floor coupon type for bondPrepay Penalty attribute on Mortgage, penalty types includes:
rate0 before term N and rate1 after term Nterm Nterm Nrate0 by step of rate112 periods with Pct of Rate0 , next 12 periods with Pct of Rate1liquidity provider
valid date of the agreementcalcAndPay action for feeNO_IE type to generate dates vectorrecurr type of feeTargetBalanceFee, which due amount = <formula 1> - <formula 2>comment as a filtercumulative pool on recoveries principal interest prepayment beg balance on poolcumulative pool recoveriesfactor in querybookBy actionpayInt action and accrueInt actionZ-spread calculationdeal.hs , break down code logic into seperate files.ledgers to accomodate PDL feature (Principal Deficiency Ledger)rounding on deal stats, which rounds interest rate change by a factor of fix amount ,or pay principal on balance by a factor of fix amount.runDate endpoint as sandbox for user to play with <datePattern>floorAndCap formula to set upper or lower bound of formula valuepct and annual type of feelimit for revolving buy actiondefault waterfall Pre now support comparing with a balance type formula ,not limited to a balance numberexclude dates and offset by days InspectBalanceSheet Report and Cashflow Report, user can query them via set flags in assumptionCashflow ReportStep-Up coupon feature DatePattern to annotate reset date for floater bondsInstallmentDefaultedRecovery assumption for defaulted assets.AdjustRateMortgage with assumption: