an analytical library for cashflow modeling on ABS/MBS products
Project description
AbsBox
a structured finance cashflow engine wrapper for structured credit professionals:
- transparency -> 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 to accomodate daily work.
installation
pip install absbox
Community & Support
Goals
- Provide building blocks to create cashflow models for ABS/MBS
- Adapt to multiple asset classes
- Residential Mortgage / AdjustRateMortgage / Auto Loans
- Corp Loans
- Consumer Credit
- Lease
- Features
- Sensitivity Analysis on different scenarios or deal structures
- sensitiviy analysis on pool performance assumptions
- sensitiviy analysis on capital structures or any deal components
- Bond Cashflow/Pool Cashflow Forecast, Pricing
- Sensitivity Analysis on different scenarios or deal structures
Data flow
Documentation
- English -> https://absbox-doc.readthedocs.io
- Chinese -> https://absbox.readthedocs.io
Project details
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absbox-0.15.5-py3-none-any.whl
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