Comments (5)
Current the revolving features is not implemented on Receivable
yet. but it's quite easy fix.
That's why when you "Buy" and "Sell" would failed at engine level. Because the buying/selling will involving pricing of the assets. But the pricing
on receivable has not been implemented.
Probably I can make a quick patch tomorrow
from absbox.
After couple changes, now the 0.26.x engine supports ( the dev
docker image and "https://absbox.org/api/dev" ) revolving on receivables. support 0411.ipynb.zip
there are items you may interest in :
- there is no revolving end condition yet, current deal will remain revolving status all the time.
- Probably you can setup a trigger which will change the deal status to "Amortizing" ? ref
- I've change the "default" waterfall to "Revolving" which means the engine will pick up IF the deal status is
Revolving
- in the collection, I've delete the
cash
collection, which is duplication withPrincipal
andFee
. You may delete thePrincipal
/Fee
and keep theCash
- if there isn't formula referencing issuance balance in the deal object . ( like pool factor, which use issuance balance as denominator ), you can just use
'issuanceStat':{"IssuanceBalance":0}
![](https://private-user-images.githubusercontent.com/1008321/321904848-79f10922-71df-4df9-8b8a-0f0dbd907093.png?jwt=eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.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.TwT9PV_-eit6ovdDB2vwH-CvtDejTDw8daKpB5rG28Q)
![](https://private-user-images.githubusercontent.com/1008321/321904922-1335f682-9c80-4a33-b626-11e58185d8c0.png?jwt=eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJpc3MiOiJnaXRodWIuY29tIiwiYXVkIjoicmF3LmdpdGh1YnVzZXJjb250ZW50LmNvbSIsImtleSI6ImtleTUiLCJleHAiOjE3MjM4ODQ3MDIsIm5iZiI6MTcyMzg4NDQwMiwicGF0aCI6Ii8xMDA4MzIxLzMyMTkwNDkyMi0xMzM1ZjY4Mi05YzgwLTRhMzMtYjYyNi0xMWU1ODE4NWQ4YzAucG5nP1gtQW16LUFsZ29yaXRobT1BV1M0LUhNQUMtU0hBMjU2JlgtQW16LUNyZWRlbnRpYWw9QUtJQVZDT0RZTFNBNTNQUUs0WkElMkYyMDI0MDgxNyUyRnVzLWVhc3QtMSUyRnMzJTJGYXdzNF9yZXF1ZXN0JlgtQW16LURhdGU9MjAyNDA4MTdUMDg0NjQyWiZYLUFtei1FeHBpcmVzPTMwMCZYLUFtei1TaWduYXR1cmU9NjVkYzZmZGNlMWM3ODYxYWM3NTdlMjNiNzhmZDc4YjEzYmY0NmUyZGNmNmM0ZTk0OTYwOGM4MTEyZDcwMjM3YyZYLUFtei1TaWduZWRIZWFkZXJzPWhvc3QmYWN0b3JfaWQ9MCZrZXlfaWQ9MCZyZXBvX2lkPTAifQ.pk4govTS4fZdeOVwCxEFaq8ML3tHQ2gSZxSanG7j1c0)
from absbox.
Thank you very much for adding the revolving feature for Receivables and for the feedback! It's extremely useful! Just a quick question. When I model the deal with the revolving assets for receivables, I see that within the pool the cumulative defaults and cumulative losses don't increase with the revolving assets. Even though the defaults still occur with the revolving assets? Is there an option that I'm missing to ensure that the cumulative defaults also increase with the revolving assets in the pool?
from absbox.
Yeah, I can reproduce the behavior.
The cumulative default/loss only includes from starting pool ( excluding the default/loss stat from the resolving pool )
I think that's missing from the engine. To be fixed #63
from absbox.
Ahh understood, thank you!
from absbox.
Related Issues (20)
- Code Quality improvement
- Validator HOT 2
- Add Exception message HOT 2
- remove dependency of pyxirr HOT 2
- refactor on CallWhen HOT 1
- Friendly function for creating pool performance vector
- Viz bug HOT 1
- RateLike /Boolean/ BalanceLike formulas are easily outdated HOT 1
- failing test case ( mixed assets) HOT 3
- Including Notebook based testing HOT 2
- RunPool consistency. HOT 2
- Missing Cumulative Stats from the Revolving Bought Assets
- Including Pydantic HOT 1
- Review on Transaction Comments
- Add SRT smaple
- Loan Asset Type pool issues HOT 3
- Auto connect with latest compatible engine HOT 1
- holiday workaround example
- LocalAPI connect issue HOT 6
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from absbox.