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an analytical library for cashflow modeling on ABS/MBS products

Project description

AbsBox

a structured finance cashflow engine wrapper for structured credit analyst:

  • transperency -> open source for both wrapper and backend engine
  • human readable waterfall -> no more coding/scripting, just list and maps in Python !
  • easy interaction with Python numeric libraries as well as databases/Excel

Python version PyPI version PyPI download

installation

pip install absbox

Community & Support

Goals

  • Provide building blocks to create cashflow models for ABS/MBS
  • Adapt to multiple asset classes
    • Residential Mortgage / Auto Loans
    • Corp Loans
    • Consumer Credit
    • Lease
  • Features
    • Sensitivity Analysis on different scenarios or deal structures
    • Bond Cashflow Forecast, Pricing

Data flow

image

Documentation

Project details


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