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
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
Documentation
- English -> https://absbox-doc.readthedocs.io
- Chinese -> https://absbox.readthedocs.io
Project details
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AbsBox-0.12.6.tar.gz
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AbsBox-0.12.6-py3-none-any.whl
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