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absbox

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an analytical library for cashflow modeling on ABS/MBS products

abscashflowcloenginembsmodelrmbssrtstructuring
Versions collected1
Direct dependencies21From release 0.52.8
Last observed20 Oct, 17:36 UTC

README

Version 0.52.8 documentation

AbsBox

a structured finance cashflow engine wrapper for structured credit professionals:

  • transparency -> open source for both wrapper and backend engine, great variable inspection support.
  • 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.

PyPI version PyPI download

installation

pip install absbox

Documentation

AI Assistant Skill

  • absbox-skill -> ready-made workflows, reference tables and verified golden-path recipes that let AI coding assistants (opencode, Claude, etc.) model and project structured finance deals with absbox and the Hastructure engine.

Goal

  • Structuring
    • Easy way to create different pool assets/deal capital structures and waterfalls
    • User can tell how key variables(service fee/bond WAL/bond cashflow etc) changes in different structure of transactions.
  • Investor
    • Given powerful modelling language to build cashflow model , user can price bonds of transaction with pool performance assumption

What it does

  • Provide building blocks to create cashflow models for ABS/MBS
  • Adapt to multiple asset classes
    • Residential Mortgage / AdjustRateMortgage/ IO,PO,Balloon Mortgages / Auto Loans
    • Corp Loans
    • Consumer Credit
    • Lease (For CMBS)
    • Fix Asset (Solar Panel/Hotel)
    • Receivable
    • SRT/Siginificant Risk Transfer
    • Master Trust
  • Features
    • Sensitivity Analysis on different scenarios or deal structures
      • sensitivity analysis on pool performance assumptions
      • sensitivity analysis on capital structures or any deal components
    • Bond Cashflow/Pool Cashflow Forecast, Pricing

What it takes to master

  • Python syntax, nice to have knowledge of functional programming ,or exposure to package toolz/lenses
  • Patience & Persistence, but remember , there is a slack community and responsive support !

Missing Features ?

Raise issues or disucssion with the prospectus or spreadsheet how asset cashflow should be projected.

Data flow

Data Privacy

User can have option to connect to a private calculation engine in his/her own environment

Screenshot_2024-08-19_15-09-10

Community & Support

Misc

Proposed Rule regarding Asset-Backed Securities: File No. S7-08-10

Downloads & popularity

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Versions 1

Collected releases
VersionPublishedDirect dependenciesOpen version
0.52.811 Oct 202621

Package advisories

0
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Repository

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yellowbean/absbox

Shared repository data · GitHub

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Metadata history

Meaningful changes
Current collected state Current

Observed since 20 Oct, 17:36 UTC

No superseded metadata states collected. Unchanged observations do not create new revisions.

Record identity

package:f960fa05d2a17a693b2bf82a2481e46d04d1763683789f50704b68e7135d0518