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yellowbean / Hastructure

ABS/MBS cashflow engine written in Haskell, with API to Python and C/Java (on the way)
https://deal-bench.xyz
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Credit Hedge / SRT #163

Closed yellowbean closed 4 months ago

yellowbean commented 4 months ago

Add a new entity ,which will serve as an credit hedge to the SPV.

The noteholder will get protection from the credit hedge:

yellowbean commented 4 months ago

Any input will be useful.

yellowbean commented 4 months ago

https://absbox-doc.readthedocs.io/en/latest/nbsample/SRT_Example_Native_Prod.html