an analytical library for cashflow modeling on ABS/MBS products
Project description
AbsBox
a structured finance cashflow engine wrapper
installation
pip install absbox
Goals
- Provide building blocks to create cashflow models for ABS/MBS
- Adapt to multiple asset class
- Residential Mortgage / Auto Loans
- Copr Loans
- Consumer Credit
- Features
- Sensitivity Analysis on different scenarios
- Bond Cashflow Forecast, Pricing
Documentation
- English -> https://absbox-doc.readthedocs.io
- Chinese -> https://absbox.readthedocs.io
Project details
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