0.30.x - Githubissues

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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0.30.x #216

Closed yellowbean closed 1 month ago

yellowbean commented 2 months ago

BUG: fix pool balance when there are multiple assets in revolving pool
FIX: remove duplication of waterfall execution in a call execution
NEW: add new sensitivity endpoint which include 3 maps of input (deal, pool perf, deal assump)
NEW: writeOff sequentially to list of bonds,
NEW: clear ledger in the Limit
BREAK: select a pool to sell/liquidate
ENHANCE: patch cashflow status(begBal,begDate,AccInt) on asset cashflow
NEW: prepayment/default extra stress curve
NEW: waterfall action :transfer multiple accounts to single one

yellowbean commented 1 month ago

@orangemaple23 could you try with 0.29.7 ? I haven't add UT yet, it passes your case. I will add UT and more other cases next week.

Orangemaple23 commented 1 month ago

Hi @yellowbean I have just tested and the issue seems to be resolved. Thank you!

Orangemaple23 commented 1 month ago

I have just noticed that with a multi pool deal, the balance does not show the correct balance. Will update with an example next week.

yellowbean commented 1 month ago

I have just noticed that with a multi pool deal, the balance does not show the correct balance. Will update with an example next week.

Does the incorrect balance come from formula or cashflow resutl r[pool][flow] ?

Orangemaple23 commented 1 month ago

Hello, from r[pool]['flow]

yellowbean commented 1 month ago

extra stress.ipynb.zip If you have 0.29.9 ready (both engine and python wrapper from pypi ), you shall able to run this extra stress @Orangemaple23 , let me know if this extra stress is expected.

padding default/prepayment rates sample ( now the curve will padding with last rate ) RunAsset-PaddingDefaultRate.ipynb.zip