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yellowbean / AbsBox

a cashflow engine wrapper for structured finance professionals
https://pypi.org/project/absbox/
Apache License 2.0
42 stars 6 forks source link

Model Dutch RMBS #32

Open yellowbean opened 1 year ago

yellowbean commented 1 year ago

Discussed in https://github.com/yellowbean/AbsBox/discussions/5

Originally posted by **yellowbean** March 21, 2023 Missing part: * swap structure * revolving pools * loan by loan headers it seems that Dutch RMBS loan by loan data was disclosed at [Loan by Loan](https://www.loanbyloan.eu/home/). but I don't have access to. Anyone who can access that ,it would be great to have the header/fields list available Reference: - [Loan by Loan](https://www.loanbyloan.eu/home/) - [20190301 Dutch RMBS a primer.pdf](https://github.com/yellowbean/AbsBox/files/11025305/20190301.Dutch.RMBS.a.primer.pdf) - [The+Danish+Mortgage+Bond+Market_UK.pdf](https://github.com/yellowbean/AbsBox/files/11329481/The%2BDanish%2BMortgage%2BBond%2BMarket_UK.pdf) - [den-klassiske-realkreditmodel_uk_2021_final.pdf](https://github.com/yellowbean/AbsBox/files/11329482/den-klassiske-realkreditmodel_uk_2021_final.pdf)
yellowbean commented 1 year ago

revolving pools is ready ,and this would be a great example shipped with swap feature

yellowbean commented 1 year ago

interest swap is ready 14b071b88c5e22e280f8f69efbc6f2ccf7d7b483