absbox 0.19.12

an analytical library for cashflow modeling on ABS/MBS products

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 lists 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

• Discussion

What it does

• 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

Goal

• Structuring
  • Given easy way to create different pool assets/deal capital structure and waterfall, user can tell how key variables(service fee/bond WAL/bond cashflow etc) changes in different structure of transaction.
• Investor
  • Given powerful modelling language to build cashflow model , user can make pricing on bonds of transaction already in the market or make pool performance assumption to perform pricing on the bonds in the portfolio..

Data flow

Documentation

• English -> https://absbox-doc.readthedocs.io
• Chinese -> https://absbox.readthedocs.io