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bump version to-> < 0.42.3 >
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‎absbox/local/component.py‎

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@@ -493,6 +493,18 @@ def queryType(y):
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case ["period", op, v]:
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return mkTag(("IfInt", [op_map[op], mkDs(("periodNum",)), vNum(v)]))
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case ["periodCurve", dsVal, op, dsSelect, periodCurve]:
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val = mkDs(dsVal)
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select = mkDs(dsSelect)
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curve = mkTag(("CurrentVal", periodCurve))
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return mkTag(("IfByPeriodCurve", [op_map[op], val, select, curve]))
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case ["periodRateCurve", dsVal, op, dsSelect, periodCurve]:
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val = mkDs(dsVal)
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select = mkDs(dsSelect)
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curve = mkTag(("CurrentVal", periodCurve))
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return mkTag(("IfRateByPeriodCurve", [op_map[op], val, select, curve]))
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case [ds, "=", 0]:
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return mkTag(("IfZero", mkDs(ds)))
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case [ds, b] if isinstance(b, bool):

‎docs/source/modeling.rst‎

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@@ -313,6 +313,9 @@ Integer Type
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.. versionadded:: 0.23.5
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* ``("periodNum",)`` -> number of pool collection periods collected during *PROJECTION*
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.. versionadded:: 0.42.2
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* ``("dealStat","int","BondPaidPeriod")`` -> number of bond payment periods.
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* ``("dealStat","int","PoolCollectedPeriod")`` -> number of pool colllection periods.
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Ratio Type
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^^^^^^^^^^^^
@@ -421,15 +424,23 @@ Compare with a bool
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* ``[<formula>,True]`` -> true when <formula> is equal to `True`
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* ``[<formula>,False]`` -> true when <formula> is equal to `False`
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Compare with a curve
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^^^^^^^^^^^^^^^^^^^^^^^^
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Compare with a date-based curve
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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* ``[<formula>,">",curve]`` -> true when <formula> greater than a curve
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* ``[<formula>,"<",curve]`` -> true when <formula> less than a curve
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* ``[<formula>,">=",curve]`` -> true when <formula> greater or equals to a curve
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* ``[<formula>,"<=",curve]`` -> true when <formula> less or equals than a curve
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* ``[<formula>,"=",curve]`` -> true when <formula> equals to a curve
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Compare with a index-based curve
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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* ["periodRateCurve", <formula>, ">", <Selector Formula>, <curve>] -> true when <formula> greater than a value query from a curve by <selector> formula
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.. seealso::
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:ref:`Trigger by a period-based rate curve`
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Date Based Condition
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^^^^^^^^^^^^^^^^^^^^
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‎docs/source/nbsample/TriggerByPeriod.ipynb‎

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{
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"cells": [
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{
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"cell_type": "markdown",
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"id": "d92411d3",
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"metadata": {},
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"source": [
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"### Trigger by a period-based rate curve"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 1,
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"id": "426fe99a",
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"metadata": {},
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"outputs": [],
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"source": [
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"from absbox import API,Generic,EnginePath"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 20,
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"id": "bccf1e85",
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"metadata": {},
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"outputs": [],
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"source": [
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"test01 = Generic(\n",
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" \"TriggerByPeriod\"\n",
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" ,{\"cutoff\":\"2021-03-01\",\"closing\":\"2021-06-15\",\"firstPay\":\"2021-07-26\"\n",
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" ,\"payFreq\":[\"DayOfMonth\",20],\"poolFreq\":\"MonthEnd\",\"stated\":\"2030-01-01\"}\n",
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" ,{'assets':[[\"Mortgage\"\n",
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" ,{\"originBalance\":1800,\"originRate\":[\"fix\",0.045],\"originTerm\":30\n",
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" ,\"freq\":\"Monthly\",\"type\":\"Level\",\"originDate\":\"2021-02-01\"}\n",
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" ,{\"currentBalance\":1100\n",
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" ,\"currentRate\":0.08\n",
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" ,\"remainTerm\":30\n",
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" ,\"status\":\"current\"}]]}\n",
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" ,((\"acc01\",{\"balance\":0}),)\n",
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" ,((\"A1\",{\"balance\":1000\n",
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" ,\"rate\":0.07\n",
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" ,\"originBalance\":1000\n",
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" ,\"originRate\":0.07\n",
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" ,\"startDate\":\"2020-01-03\"\n",
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" ,\"rateType\":{\"Fixed\":0.08}\n",
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" ,\"bondType\":{\"Sequential\":None}})\n",
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" ,(\"B\",{\"balance\":1000\n",
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" ,\"rate\":0.0\n",
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" ,\"originBalance\":1000\n",
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" ,\"originRate\":0.07\n",
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" ,\"startDate\":\"2020-01-03\"\n",
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" ,\"rateType\":{\"Fixed\":0.00}\n",
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" ,\"bondType\":{\"Equity\":None}\n",
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" }))\n",
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" ,((\"trusteeFee\",{\"type\":{\"fixFee\":30}}),)\n",
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" ,{\"amortizing\":[\n",
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" [\"payFee\",\"acc01\",['trusteeFee']]\n",
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" ,[\"payInt\",\"acc01\",[\"A1\"]]\n",
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" ,[\"payPrin\",\"acc01\",[\"A1\"]]\n",
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" ,[\"payPrin\",\"acc01\",[\"B\"]]\n",
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" ,[\"payIntResidual\",\"acc01\",\"B\"]\n",
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" ]}\n",
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" ,[[\"CollectedInterest\",\"acc01\"]\n",
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" ,[\"CollectedPrincipal\",\"acc01\"]\n",
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" ,[\"CollectedPrepayment\",\"acc01\"]\n",
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" ,[\"CollectedRecoveries\",\"acc01\"]]\n",
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" ,None\n",
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" ,None\n",
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" ,None\n",
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" ,{\n",
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" \"BeforeDistribution\":{\"periodTest\":{\n",
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" \"condition\": [\"periodRateCurve\", (\"cumPoolDefaultedRate\",)\n",
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" , \">=\", (\"dealStat\",\"int\",\"BondPaidPeriod\")\n",
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" ,[[0,0.014]\n",
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" ,[12,0.035]\n",
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" ,[24,0.06]]\n",
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" ]\n",
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" ,\"effects\":(\"newStatus\",\"Ended\")\n",
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" ,\"status\":False\n",
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" ,\"curable\":False}\n",
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" }\n",
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" }\n",
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" ,(\"PreClosing\",\"Amortizing\")\n",
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" ,None\n",
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" ,None\n",
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" ,None\n",
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" ,{\"BondPaidPeriod\":0}\n",
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")"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 9,
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"id": "33ca4042",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\"><span style=\"color: #800080; text-decoration-color: #800080; font-weight: bold\">Connecting engine server -&gt; </span><span style=\"color: #800080; text-decoration-color: #800080; font-weight: bold; text-decoration: underline\">http://localhost:8081</span>\n",
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"</pre>\n"
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],
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"text/plain": [
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"\u001b[1;35mConnecting engine server -> \u001b[0m\u001b[1;4;35mhttp://localhost:8081\u001b[0m\n"
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"<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\">✅<span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">Connected, local lib:0.</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">28.7</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">, server:</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">0.42</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">.</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">7</span>\n",
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"</pre>\n"
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"text/plain": [
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"✅\u001b[1;32mConnected, local li\u001b[0m\u001b[1;32mb:0\u001b[0m\u001b[1;32m.\u001b[0m\u001b[1;32m28.7\u001b[0m\u001b[1;32m, server:\u001b[0m\u001b[1;32m0.42\u001b[0m\u001b[1;32m.\u001b[0m\u001b[1;32m7\u001b[0m\n"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"localAPI = API(EnginePath.DEV,check=False)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 21,
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"id": "83f7a2f5",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\">Warning Message from server:\n",
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"<span style=\"color: #808000; text-decoration-color: #808000; font-weight: bold\">Bond A1 is not paid off</span>\n",
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"<span style=\"color: #808000; text-decoration-color: #808000; font-weight: bold\">Bond B is not paid off</span>\n",
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"</pre>\n"
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],
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"text/plain": [
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"Warning Message from server:\n",
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"\u001b[1;33mBond A1 is not paid off\u001b[0m\n",
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"\u001b[1;33mBond B is not paid off\u001b[0m\n"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"r = localAPI.run(test01\n",
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" ,poolAssump = (\"Pool\",(\"Mortgage\",{\"CDR\":0.02},None,None,None)\n",
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" ,None\n",
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" ,None)\n",
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" ,read=True)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 22,
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"id": "315c009c",
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"metadata": {},
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"outputs": [
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{
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" <thead>\n",
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" <th>2021-07-26</th>\n",
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" status memo\n",
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"execution_count": 22,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"r['triggers']['BeginDistributionWF']['periodTest']"
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]
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}
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],
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"metadata": {
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‎docs/source/nbsample/triggerExamples.rst‎

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triggers
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triggerRolling
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TriggerWithWaterfallActions
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TriggerByPeriod
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‎setup.cfg‎

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[metadata]
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name = absbox
3-
version = 0.42.2
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version = 0.42.3
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description_file = README.md
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author = xiaoyu, zhang
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author_email = [email protected]

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