Make whole payment - 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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Closed yellowbean closed 7 months ago

yellowbean commented 1 year ago

yellowbean commented 1 year ago

it should be model as a call option. if the deal was called ,then issuer would make a make whole payment as a liquidity provider ( as such the payment would be model as credit risk exposure of the issuer )

the call should be include an action like

<LiquidityProvider> deposit cash to  <AccountName> via <Formula >

<Formula> : <Till Yield> <Bond WAL> <Curve> <Spread>

yellowbean commented 7 months ago