Current the engine can run multi-scenario on either:
deal components, like different bond balance ,different bond rate , different waterfall -> runStructs()
pool performance , like different prepament rate, default rates.. -> runByScenarios()
But what about running cashflow with different deal run assumptions ? like:
different call day ?
different revolving pool ?
different refinance strategy ?
different interest rate curves ?
Propose
adding new entry point with accept a map of deal run assumptions , the return response will be a map too with same keys.
Further considerations
should be a more generic way of combination , like ,allow user to set multi pool performance and multi deal run assumptions in the same time(single call) ?
combination problem
This may leads to a problem that ,the PRODUCT of assumptions, like if there is N deal structures, M pool assumptions, O deal run assumptions, that would leads to M N O responses ! How response should be presented in easy way so user can access specific response ?
yellowbean
commented
2 months ago
Issue
Current the engine can run multi-scenario on either:
runStructs()runByScenarios()But what about running cashflow with different
deal run assumptions? like:Propose
adding new entry point with accept a map of
deal run assumptions, the return response will be a map too with same keys.Further considerations
combination problem
This may leads to a problem that ,the PRODUCT of assumptions, like if there is N deal structures, M pool assumptions, O deal run assumptions, that would leads to M N O responses ! How response should be presented in easy way so user can access specific response ?