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7a5cca3
add debug msg
yellowbean Feb 8, 2025
90c431a
BUGFIX: add get origin info for installment
yellowbean Feb 9, 2025
e4db603
bump version to-> < 0.42.6 >
yellowbean Feb 9, 2025
80e13e4
Fix FirstLoss by with cap
yellowbean Feb 10, 2025
c73b6eb
bump version to-> < 0.42.7 >
yellowbean Feb 10, 2025
7cbe8b2
expose rate curve by period
yellowbean Feb 13, 2025
91aa65b
bump version to-> < 0.42.8 >
yellowbean Feb 13, 2025
262456b
Bugfix: max to min on stress
yellowbean Feb 13, 2025
d93a6e7
extend to stressByTs
yellowbean Feb 13, 2025
e63a17b
bump version to-> < 0.42.9 >
yellowbean Feb 13, 2025
1ec676b
show the Cmp type to math symbol
yellowbean Feb 13, 2025
e5b0b28
revert cap
yellowbean Feb 13, 2025
409e7c4
auto patch bond/pool periods at preclosing deal
yellowbean Feb 13, 2025
a9a1a48
expose BondPricing : IRR
yellowbean Feb 14, 2025
721b5c5
Fix UT
yellowbean Feb 15, 2025
fb3f5b8
relax IRR to negative
yellowbean Feb 15, 2025
fabb54d
Fix accural Int in IRR
yellowbean Feb 15, 2025
70cbaf7
increase accuracy of IRR and fix accrual for when trading
yellowbean Feb 15, 2025
068c3df
using bond txn type
yellowbean Feb 15, 2025
d2cbb48
lift pricing result
yellowbean Feb 15, 2025
9e106ee
bump version to-> < 0.42.10 >
yellowbean Feb 15, 2025
4fb6e1d
extend to revolving perf
yellowbean Feb 16, 2025
7ae35f2
bump version to-> < 0.42.12 >
yellowbean Feb 16, 2025
3968d97
add accuracy for pv22
yellowbean Feb 16, 2025
9cf4ec4
fix UT
yellowbean Feb 16, 2025
d223d69
bump version to-> < 0.42.11 >
yellowbean Feb 16, 2025
7a9cb4e
expose add spread root finder
yellowbean Feb 24, 2025
d573207
WIP clean up main ( split to mainBase)
yellowbean Feb 24, 2025
d884ef2
fix int acc in bond pricing result
yellowbean Mar 1, 2025
d657a10
update UT
yellowbean Mar 1, 2025
e65f85a
WIP: to be test
yellowbean Mar 3, 2025
b25e261
Fix UT
yellowbean Mar 4, 2025
40751e1
expose interest rate with refBal
yellowbean Mar 8, 2025
6ab1b08
remove debug
yellowbean Mar 8, 2025
b015cc4
bump version to-> < 0.43.0 >
yellowbean Mar 8, 2025
3dd8ad7
Expose pay custom order in bond group
yellowbean Mar 11, 2025
8ba13bb
expose schdule to bond group & bond balance target query
yellowbean Mar 11, 2025
91067cd
Fix TargetBalance for BondGroup
yellowbean Mar 11, 2025
0c34a32
update chlog
yellowbean Mar 11, 2025
4d0af53
bump version to-> < 0.44.0 >
yellowbean Mar 15, 2025
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30 changes: 30 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,36 @@

<!-- towncrier release notes start -->

## 0.44.0
### 2025-03-11
* BREAK: Add `PAC` `PAC Anchor` to `BondGroup`, now `BondGroup` is `Map String L.Bond (Maybe PrinType)`
* NEW: add formula `bondTargetBalance` to query target amortized balance
* ENHANCE: expose `PAC Anchor` which is same to `PAC` except that the balance schedule will be ineffective if `Anchor Bonds` are paid off.


## 0.43.0
### 2025-03-08
* NEW: new interest type `BalRef` which bond will accrue its interest by a `Formula`, which is being used to model `IO` bond
* ENHANCE: in `FirstLoss` ,the stress will be applied to `revolving assumption` as well
* FIX: add `interest accrued` in bond pricing result
* BREAK: In waterfall ,the action `CalcBondInt` now only accepts a list of bond names
* BREAK: asset modeling and analytics `lease` has been refactored


## 0.42.10
### 2025-02-15
* NEW: expose new bond pricing : calculate IRR for `holding` a bond, `hold and sell` a bond, or `buy a bond`.
* ENHANCE: lift `Pricing` to expose error message.
* ENHANCE: change compare symbol in response from `GT` to `>` and others as well.
* ENHANCE: auto patch `bond paid periods` and `pool collection periods` for `preClosing` deal.


## 0.42.8
### 2025-02-13
* FIX: Enable `byTerm` assumption on `Installment`
* FIX: cap the default rate vector with 100% geneated by `root.finder`
* NEW: add `PeriodBased` rate curve or balance curve in `Pre`, i.e. easy to build default rate trigger in structuring stage

## 0.42.4
### 2025-02-06
* NEW: `FirstLoss` as new endpoint, which will stress on `Default` assumption till 0.01 loss on input tranche.
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4 changes: 4 additions & 0 deletions Hastructure.cabal
Original file line number Diff line number Diff line change
Expand Up @@ -48,6 +48,7 @@ library
Deal.DealAction
Deal.DealBase
Deal.DealDate
Deal.DealMod
Deal.DealQuery
Deal.DealValidation
Errors
Expand Down Expand Up @@ -85,6 +86,7 @@ library
, lucid
, math-functions
, monad-loops
, mtl
, numeric-limits
, openapi3
, parallel
Expand All @@ -109,6 +111,7 @@ library
executable Hastructure-exe
main-is: Main.hs
other-modules:
MainBase
Paths_Hastructure
hs-source-dirs:
app
Expand Down Expand Up @@ -202,6 +205,7 @@ test-suite Hastructure-test
, lucid
, math-functions
, monad-loops
, mtl
, numeric-limits
, openapi3
, parallel
Expand Down
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