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fix doc
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docs/source/analytics.rst

Lines changed: 42 additions & 8 deletions
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@@ -606,9 +606,11 @@ Pool assumption can be applied via multiple ways:
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rankdir = LR
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"Asset Assumption" -> "Whole Pool"
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"Asset Assumption" -> "By Pool Name"
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"Asset Assumption" -> "By Pool Id"
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"Asset Assumption" -> "By Deal Name"
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"Whole Pool" -> "('Pool',<assump>)"
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"By Pool Name" -> "('ByPoolId',<assump>)"
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"By Pool Name" -> "('ByName',<assump map>)"
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"By Pool Id" -> "('ByPoolId',<assump map>)"
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"By Deal Name" -> "('ByDealName',<assump>)"
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"Asset Assumption" -> "By Pool Index"
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"By Pool Index" -> "('ByIndex',(index,<assump>)...)"
@@ -633,11 +635,20 @@ The assump will be applied to *ALL* assets in the pool
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.. code-block:: python
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#syntax
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# For Loan type asset
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("Pool",("Loan",<default assump>,<prepay assump>,<recovery assump>,<extra assump>)
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,<delinq assumption>
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,<defaulted assumption>)
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("Pool",("Mortgage",<default assump>,<prepay assump>,<recovery assump>,<extra assump>)
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,<delinq assumption>
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,<defaulted assumption>)
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("Pool",("Installment",<default assump>,<prepay assump>,<recovery assump>,<extra assump>)
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,<delinq assumption>
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,<defaulted assumption>)
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# others
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Asset Level By Index
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""""""""""""""""""""""""
@@ -648,8 +659,8 @@ The assumption will be applied to assets by their index position in the pool
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#syntax
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("ByIndex"
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,([<asset id>],(<default assump>,<prepay assump>,<recvoery assump>))
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,([<asset id>],(<default assump>,<prepay assump>,<recvoery assump>))
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,([<asset id>..],(<performing assump>,<delinq assump>,<defaulted assump>))
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,([<asset id>..],(<performing assump>,<delinq assump>,<defaulted assump>))
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,....
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)
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@@ -764,11 +775,34 @@ By Pool Name
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""""""""""""""""""
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This assumption map with key of assumption to the name of pool.
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It will apply *Pool Level* assumption to pools with same name
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.. code-block:: python
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#syntax
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("ByName",<assumption map>)
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Assumption map
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Key -> Pool Name/Id
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Value -> (<performing assumption> ,<delinq assumption> ,<defaulted assumption>)
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By Pool Id
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""""""""""""""""""
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This assumption map with key of assumption to the name of pool.
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It will apply *Any Level* assumption to pools with same name
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.. code-block:: python
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#syntax
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("ByPoolName",<assumption>)
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("ByPoolId",<assumption map>)
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Assumption map
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Key -> Pool Name/Id
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Value -> <Any Pool Assumption>
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By Deal Name
@@ -1436,7 +1470,7 @@ returns:
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.. code-block:: python
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localAPI.run(test01,
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poolAssump=("Pool",("Mortgage",{"CPR":0.01},{"CDR":0.01},{"Rate":0.7,"Lag":18})
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poolAssump=("Pool",("Mortgage",{"CPR":0.01},{"CDR":0.01},{"Rate":0.7,"Lag":18},None)
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,None
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,None),
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runAssump =[("pricing"
@@ -1453,10 +1487,10 @@ Pass a map to ``poolAssump`` to run multiple scenarios.
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.. code-block:: python
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localAPI.runByScenarios(test01,
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poolAssump={"ScenarioA":("Pool",("Mortgage",{"CPR":0.01},{"CDR":0.01},{"Rate":0.7,"Lag":18})
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poolAssump={"ScenarioA":("Pool",("Mortgage",{"CPR":0.01},{"CDR":0.01},{"Rate":0.7,"Lag":18},None)
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,None
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,None)
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,"ScenarioB":("Pool",("Mortgage",{"CPR":0.02},{"CDR":0.02},{"Rate":0.7,"Lag":18})
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,"ScenarioB":("Pool",("Mortgage",{"CPR":0.02},{"CDR":0.02},{"Rate":0.7,"Lag":18},None)
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,None
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,None)
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},

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