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an analytical library for cashflow modeling on ABS/MBS products

Project description

AbsBox

a structured finance cashflow engine wrapper

Python version PyPI version PyPI download

installation

pip install absbox

Goals

  • Provide building blocks to create cashflow models for ABS/MBS
  • Adapt to multiple asset class
    • Residential Mortgage / Auto Loans
    • Corp Loans
    • Consumer Credit
  • Features
    • Sensitivity Analysis on different scenarios
    • Bond Cashflow Forecast, Pricing

Documentation

Project details


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Source Distribution

AbsBox-0.8.9.tar.gz (28.0 kB view hashes)

Uploaded Source

Built Distribution

AbsBox-0.8.9-py3-none-any.whl (29.6 kB view hashes)

Uploaded Python 3

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