Current cashflow projection will yield a record as snapshot on a date like
Date Balance Principal Default Loss Interest
But it pose drawbacks:
To get cumulative balance of Default ,engine has to loop over all records each time. if it is not cached ( it is not cached ) ,that's duplication of summing
The record only will lose information the balance on each single period sum up doesn't tie out with previous one.
Balance
Principal
Interest
Default
100
20
5
10
75
20
3
4
<--
as point of time of the Arrow, there's no way to infer the total balance of original pool is 100+20+10 = 130
But given the cumulative fields included, the integrity of pool performance record is preserved.
Balance
Principal
Interest
Default
CumuDefault
CumuPrincipal
100
20
5
10
10
20
75
20
3
5
15
40
<--
This will yield extra benefits like , delinquency pool which has extra
balance field .
Background
Current cashflow projection will yield a record as snapshot on a date like
But it pose drawbacks:
Default
,engine has to loop over all records each time. if it is not cached ( it is not cached ) ,that's duplication of summingas point of time of the Arrow, there's no way to infer the total balance of original pool is 100+20+10 = 130
But given the cumulative fields included, the integrity of pool performance record is preserved.
This will yield extra benefits like , delinquency pool which has extra balance field .
Propose solution