-
Notifications
You must be signed in to change notification settings - Fork 7
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
1 parent
bd4039a
commit 0f47553
Showing
2 changed files
with
180 additions
and
1 deletion.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
|
@@ -4,4 +4,5 @@ Notebook Samples | |
.. toctree:: | ||
:maxdepth: 1 | ||
|
||
single_invoice | ||
single_invoice | ||
single_loan |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,178 @@ | ||
{ | ||
"cells": [ | ||
{ | ||
"cell_type": "markdown", | ||
"metadata": {}, | ||
"source": [ | ||
"### Loan" | ||
] | ||
}, | ||
{ | ||
"cell_type": "code", | ||
"execution_count": 2, | ||
"metadata": {}, | ||
"outputs": [ | ||
{ | ||
"data": { | ||
"text/html": [ | ||
"<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 -> </span><span style=\"color: #800080; text-decoration-color: #800080; font-weight: bold; text-decoration: underline\">https://absbox.org/api/dev</span>\n", | ||
"</pre>\n" | ||
], | ||
"text/plain": [ | ||
"\u001b[1;35mConnecting engine server -> \u001b[0m\u001b[1;4;35mhttps://absbox.org/api/dev\u001b[0m\n" | ||
] | ||
}, | ||
"metadata": {}, | ||
"output_type": "display_data" | ||
}, | ||
{ | ||
"data": { | ||
"text/html": [ | ||
"<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\">26.6</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\">0.26</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">.</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">5</span>\n", | ||
"</pre>\n" | ||
], | ||
"text/plain": [ | ||
"✅\u001b[1;32mConnected, local li\u001b[0m\u001b[1;32mb:0\u001b[0m\u001b[1;32m.\u001b[0m\u001b[1;32m26.6\u001b[0m\u001b[1;32m, server:\u001b[0m\u001b[1;32m0.26\u001b[0m\u001b[1;32m.\u001b[0m\u001b[1;32m5\u001b[0m\n" | ||
] | ||
}, | ||
"metadata": {}, | ||
"output_type": "display_data" | ||
} | ||
], | ||
"source": [ | ||
"from absbox import API\n", | ||
"\n", | ||
"localAPI = API(\"https://absbox.org/api/dev\",lang='english',check=False)" | ||
] | ||
}, | ||
{ | ||
"cell_type": "code", | ||
"execution_count": 8, | ||
"metadata": {}, | ||
"outputs": [], | ||
"source": [ | ||
"loan1 = [\"Loan\"\n", | ||
" ,{\"originBalance\": 80000\n", | ||
" ,\"originRate\": [\"floater\",0.045,{\"index\":\"SOFR3M\"\n", | ||
" ,\"spread\":0.01\n", | ||
" ,\"reset\":\"QuarterEnd\"}]\n", | ||
" ,\"originTerm\": 24\n", | ||
" ,\"freq\": \"Monthly\"\n", | ||
" ,\"type\": \"i_p\"\n", | ||
" ,\"originDate\": \"2021-03-01\"}\n", | ||
" ,{\"currentBalance\": 65000\n", | ||
" ,\"currentRate\": 0.06\n", | ||
" ,\"remainTerm\": 12\n", | ||
" ,\"status\": \"Current\"}]" | ||
] | ||
}, | ||
{ | ||
"cell_type": "code", | ||
"execution_count": 10, | ||
"metadata": {}, | ||
"outputs": [ | ||
{ | ||
"data": { | ||
"text/plain": [ | ||
"[('2022-03-01', 65000, 0, 0., 0, 0, 0, 0, 0.06, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2022-04-01', 65000, 0, 331.23, 0, 0, 0, 0, 0.06, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2022-05-01', 65000, 0, 320.54, 0, 0, 0, 0, 0.06, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2022-06-01', 65000, 0, 331.23, 0, 0, 0, 0, 0.06, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2022-07-01', 65000, 0, 267.12, 0, 0, 0, 0, 0.05, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2022-08-01', 65000, 0, 276.02, 0, 0, 0, 0, 0.05, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2022-09-01', 65000, 0, 276.02, 0, 0, 0, 0, 0.05, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2022-10-01', 65000, 0, 267.12, 0, 0, 0, 0, 0.05, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2022-11-01', 65000, 0, 276.02, 0, 0, 0, 0, 0.05, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2022-12-01', 65000, 0, 267.12, 0, 0, 0, 0, 0.05, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2023-01-01', 65000, 0, 276.02, 0, 0, 0, 0, 0.05, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2023-02-01', 65000, 0, 276.02, 0, 0, 0, 0, 0.05, 0, 0, 0, 0, 0, 0),\n", | ||
" ('2023-03-01', 0, 65000, 249.31, 0, 0, 0, 0, 0.05, 65000, 0, 0, 0, 0, 0)]" | ||
] | ||
}, | ||
"execution_count": 10, | ||
"metadata": {}, | ||
"output_type": "execute_result" | ||
} | ||
], | ||
"source": [ | ||
"r = localAPI.runAsset(\"2020-01-02\"\n", | ||
" ,[loan1]\n", | ||
" ,poolAssump=(\"Pool\",(\"Loan\",None,None,None,None)\n", | ||
" ,None\n", | ||
" ,None)\n", | ||
" ,rateAssump=[(\"SOFR3M\",0.04)]\n", | ||
" ,read=True)\n", | ||
"\n", | ||
"list(r[0].to_records())" | ||
] | ||
}, | ||
{ | ||
"cell_type": "code", | ||
"execution_count": 12, | ||
"metadata": {}, | ||
"outputs": [ | ||
{ | ||
"data": { | ||
"text/plain": [ | ||
"[('2022-03-01', 65000., 0., 0., 0, 0., 0, 0., 0.06, 0., 0, 0, 0., 0, 0.),\n", | ||
" ('2022-04-01', 64944.55, 0., 330.95, 0, 55.45, 0, 55.45, 0.06, 0., 0, 0, 55.45, 0, 55.45),\n", | ||
" ('2022-05-01', 64890.93, 0., 320.01, 0, 53.62, 0, 53.62, 0.06, 0., 0, 0, 109.07, 0, 109.07),\n", | ||
" ('2022-06-01', 64835.57, 0., 330.39, 0, 55.36, 0, 55.36, 0.06, 0., 0, 0, 164.43, 0, 164.43),\n", | ||
" ('2022-07-01', 64782.04, 0., 266.22, 0, 53.53, 0, 53.53, 0.05, 0., 0, 0, 217.96, 0, 217.96),\n", | ||
" ('2022-08-01', 64726.77, 0., 274.86, 0, 55.27, 0, 55.27, 0.05, 0., 0, 0, 273.23, 0, 273.23),\n", | ||
" ('2022-09-01', 64671.55, 0., 274.63, 0, 55.22, 0, 55.22, 0.05, 0., 0, 0, 328.45, 0, 328.45),\n", | ||
" ('2022-10-01', 64618.15, 0., 265.55, 0, 53.4, 0, 53.4, 0.05, 0., 0, 0, 381.85, 0, 381.85),\n", | ||
" ('2022-11-01', 64563.02, 0., 274.17, 0, 55.13, 0, 55.13, 0.05, 0., 0, 0, 436.98, 0, 436.98),\n", | ||
" ('2022-12-01', 64509.71, 0., 265.1, 0, 53.31, 0, 53.31, 0.05, 0., 0, 0, 490.29, 0, 490.29),\n", | ||
" ('2023-01-01', 64454.67, 0., 273.71, 0, 55.04, 0, 55.04, 0.05, 0., 0, 0, 545.33, 0, 545.33),\n", | ||
" ('2023-02-01', 64399.68, 0., 273.47, 0, 54.99, 0, 54.99, 0.05, 0., 0, 0, 600.32, 0, 600.32),\n", | ||
" ('2023-03-01', 0., 64350.05, 246.82, 0, 49.63, 0, 49.63, 0.05, 64350.05, 0, 0, 649.95, 0, 649.95)]" | ||
] | ||
}, | ||
"execution_count": 12, | ||
"metadata": {}, | ||
"output_type": "execute_result" | ||
} | ||
], | ||
"source": [ | ||
"r = localAPI.runAsset(\"2020-01-02\"\n", | ||
" ,[loan1]\n", | ||
" ,poolAssump=(\"Pool\",(\"Loan\",{\"CDR\":0.01},None,None,None)\n", | ||
" ,None\n", | ||
" ,None)\n", | ||
" ,rateAssump=[(\"SOFR3M\",0.04)]\n", | ||
" ,read=True)\n", | ||
"\n", | ||
"list(r[0].to_records())" | ||
] | ||
}, | ||
{ | ||
"cell_type": "code", | ||
"execution_count": null, | ||
"metadata": {}, | ||
"outputs": [], | ||
"source": [] | ||
} | ||
], | ||
"metadata": { | ||
"kernelspec": { | ||
"display_name": "Python 3", | ||
"language": "python", | ||
"name": "python3" | ||
}, | ||
"language_info": { | ||
"codemirror_mode": { | ||
"name": "ipython", | ||
"version": 3 | ||
}, | ||
"file_extension": ".py", | ||
"mimetype": "text/x-python", | ||
"name": "python", | ||
"nbconvert_exporter": "python", | ||
"pygments_lexer": "ipython3", | ||
"version": "3.11.6" | ||
} | ||
}, | ||
"nbformat": 4, | ||
"nbformat_minor": 2 | ||
} |