Currently, user can perform sensitivity on a single component, either on Deal Obj or Deal Run Assumption or Pool Performance assumption.
But there is not functionality to expose a Joint sensitivity that simulation both Deal Obj AND Pool Performance Assumption, i.e: Different tranche sizing with different pool performance.
Then the input signature :
A map of deal obj, A map of pool performance, A map of Deal run assumption.
The response type:
A map with
* Key : (name of deal obj, name of pool performance, name of deal run assump)
* Value : <Single Run Result>
Currently, user can perform sensitivity on a single component, either on
Deal Obj
orDeal Run Assumption
orPool Performance assumption
.But there is not functionality to expose a
Joint
sensitivity that simulation bothDeal Obj
ANDPool Performance Assumption
, i.e: Different tranche sizing with different pool performance.Then the input signature :
The response type: