add trigger with waterfall actions

absbox/examples/__init__.py

@@ -1,3 +1,3 @@
 from .baseCase import test01,test02,test03,test04,test05
 from .mixAssetType import mixedAsset_test01
-from .triggerCase import trigger01,trigger02,trigger03,defautlRollingRateTrigger
+from .triggerCase import trigger01,trigger02,trigger03,defautlRollingRateTrigger,trigger04

absbox/examples/triggerCase.py

@@ -160,3 +160,59 @@
     ,{"AfterCollect": defautlRollingRateTrigger}
     ,"Amortizing"
     )
+
+
+trigger04 = Generic(
+    "Trigger with waterfall action"
+    ,{"cutoff":"2021-03-01","closing":"2021-04-01","firstPay":"2021-06-20"
+     ,"payFreq":["DayOfMonth",20],"poolFreq":"MonthFirst","stated":"2030-01-01"}
+    ,{'assets':[["Mortgage"
+        ,{"originBalance":2200,"originRate":["fix",0.045],"originTerm":20
+          ,"freq":"Monthly","type":"Level","originDate":"2021-02-01"}
+          ,{"currentBalance":2200
+          ,"currentRate":0.08
+          ,"remainTerm":20
+          ,"status":"current"}]]}
+    ,(("acc01",{"balance":0}),)
+    ,(("A1",{"balance":1000
+             ,"rate":0.07
+             ,"originBalance":1000
+             ,"originRate":0.07
+             ,"startDate":"2020-01-03"
+             ,"rateType":{"Fixed":0.08}
+             ,"bondType":{"Sequential":None}})
+      ,("B",{"balance":1000
+             ,"rate":0.0
+             ,"originBalance":1000
+             ,"originRate":0.07
+             ,"startDate":"2020-01-03"
+             ,"rateType":{"Fixed":0.00}
+             ,"bondType":{"Equity":None}
+             }))
+    ,tuple()
+    ,{"amortizing":[
+         ["accrueAndPayInt","acc01",["A1"]]
+         ,["payPrin","acc01",["A1"]]
+         ,["payPrin","acc01",["B"]]
+         ,["payIntResidual","acc01","B"]
+     ]}
+    ,[["CollectedInterest","acc01"]
+      ,["CollectedPrincipal","acc01"]
+      ,["CollectedPrepayment","acc01"]
+      ,["CollectedRecoveries","acc01"]]
+    ,None
+    ,None
+    ,None
+    ,{
+        "AfterCollect":
+          {"poolDef":
+            {"condition":[("cumPoolDefaultedBalance",),">",20]
+            ,"effects":("actions"
+                        ,["calcInt", "A1"]
+                        ,["payInt","acc01",["A1"]]
+                        )
+            ,"status":False
+            ,"curable":False}
+          }}
+    ,("PreClosing","Amortizing")
+    )

absbox/local/util.py

@@ -9,13 +9,15 @@
 
 
 def mapNone(x, v):
+    ''' return a default value if x is None, other wise, return x '''
     if x is None:
         return v
     else:
         return x
 
 
 def lmap(f, xs):
+    ''' just make it looks more functional '''
     return list(map(f, xs))
 
 
@@ -32,6 +34,7 @@ def mkTag(x: tuple | str) -> dict:
 
 
 def filter_by_tags(xs: list, tags: list) -> list:
+    ''' fiter a list of maps by tags'''
     tags_set = set(tags)
     return [x for x in xs if x['tag'] in tags_set]
 
@@ -53,19 +56,15 @@ def readTagStr(x: str) -> str:
 def readTag(x: dict):
     return f"<{x['tag']}:{','.join(x['contents'])}>"
 
-
 def isDate(x):
     return re.match(r"\d{4}\-\d{2}\-\d{2}", x)
 
-
 def allList(xs):
     return all([isinstance(x, list) for x in xs])
 
-
 def mkTs(n, vs):
     return mkTag((n, vs))
 
-
 def mkTbl(n, vs):
     return mkTag((n, vs))
 

docs/source/analytics.rst

@@ -900,6 +900,7 @@ params:
    * ``deal`` : a deal instance
    * ``poolAssump`` : pool performance assumption, passing a map if run with multi scenaro mode
    * ``runAssump`` : deal assumptions 
+   * ``showWarning``: if `False`, client won't show warning messages, defualt is `True`
    * ``read`` : if `True` , will try it best to parse the result into `DataFrame`
 
 returns:
@@ -911,6 +912,9 @@ returns:
      * ``pool``
      * ``result``
      * ``pricing``
+     * ``_deal``
+     * ``ledgers``
+     * ``agg_accounts``
 
 .. image:: img/deal_cycle_flow.png
   :width: 600

docs/source/conf.py

@@ -6,8 +6,8 @@
 copyright = '2024, Xiaoyu Zhang'
 author = 'Xiaoyu Zhang'
 
-release = '0.26.0'
-version = '0.26.0'
+release = "0.28.4"
+release = "0.28.4"
 
 # -- General configuration