From 0d56a013c4a385711d40e69624af70d4c42d6f55 Mon Sep 17 00:00:00 2001
From: Xiaoyu <always.zhang@gmail.com>
Date: Sat, 22 Jun 2024 21:41:00 +0800
Subject: [PATCH] expose bond issuance assumption

---
 app/Main.hs                         |   7 +-
 src/Asset.hs                        |   2 +-
 src/AssetClass/AssetBase.hs         |   5 +
 src/AssetClass/ProjectedCashFlow.hs | 240 +++++++++++
 src/Assumptions.hs                  |  28 +-
 src/Cashflow.hs                     |   6 +-
 src/Deal.hs                         |  41 +-
 src/Deal/DealBase.hs                |  93 +++-
 src/Deal/DealDate.hs                |   1 +
 src/InterestRate.hs                 |   3 +-
 src/Liability.hs                    |  52 +--
 src/Lib.hs                          |   5 +-
 src/Stmt.hs                         |   9 +-
 src/Triggers.hs                     |   2 +-
 src/Types.hs                        | 636 +++++++++++++---------------
 src/Waterfall.hs                    |   4 +-
 swagger.json                        | 286 ++++++++++++-
 test/DealTest/DealTest.hs           |   2 +-
 test/DealTest/MultiPoolDealTest.hs  |   2 +-
 19 files changed, 1014 insertions(+), 410 deletions(-)
 create mode 100644 src/AssetClass/ProjectedCashFlow.hs

diff --git a/app/Main.hs b/app/Main.hs
index 2ac2d799..181f77e5 100644
--- a/app/Main.hs
+++ b/app/Main.hs
@@ -134,8 +134,8 @@ instance ToSchema AB.AssetUnion
 instance ToSchema PoolId
 instance ToSchema DealStatus
 instance ToSchema DateType
-instance ToSchema DateDesp
-instance ToSchema ActionOnDate
+instance ToSchema DB.DateDesp
+instance ToSchema DB.ActionOnDate
 instance ToSchema DealStats
 instance ToSchema Cmp
 instance ToSchema PricingMethod
@@ -181,7 +181,7 @@ instance ToSchema CE.LiqDrawType
 instance ToSchema CustomDataType
 instance ToSchema TRG.Trigger
 instance ToSchema TRG.TriggerEffect
-instance ToSchema OverrideType
+instance ToSchema DB.OverrideType
 instance ToSchema Types.BalanceSheetReport
 instance ToSchema Types.CashflowReport
 instance ToSchema Types.BookItem
@@ -191,6 +191,7 @@ instance ToSchema AB.AssociateExp
 instance ToSchema AB.AssociateIncome
 instance ToSchema RV.RevolvingPool
 instance ToSchema (TsPoint [AB.AssetUnion])
+instance ToSchema (TsPoint AP.IssueBondEvent)
 instance ToSchema AP.NonPerfAssumption
 instance ToSchema AP.BondPricingInput
 instance ToSchema AP.RevolvingAssumption
diff --git a/src/Asset.hs b/src/Asset.hs
index e33b8688..3493f02a 100644
--- a/src/Asset.hs
+++ b/src/Asset.hs
@@ -77,7 +77,7 @@ class (Show a,IR.UseRate a) => Asset a where
   splitWith :: a -> [Rate] -> [a]
   -- | ! Change the origination date of an asset
   updateOriginDate :: a -> Date -> a
-  -- | get Last Interest Payment date
+  -- | Get Last Interest Payment date
   getLastInterestPaymentDate :: a -> Maybe Date
   -- | Calculate Accrued Interest 
   calcAccruedInterest :: a -> Date -> Balance
diff --git a/src/AssetClass/AssetBase.hs b/src/AssetClass/AssetBase.hs
index e8b93289..4397663a 100644
--- a/src/AssetClass/AssetBase.hs
+++ b/src/AssetClass/AssetBase.hs
@@ -9,6 +9,7 @@ module AssetClass.AssetBase
   ,LeaseStepUp(..),AccrualPeriod(..),PrepayPenaltyType(..)
   ,AmortPlan(..),Loan(..),Mortgage(..),AssetUnion(..),MixedAsset(..),FixedAsset(..)
   ,AmortRule(..),Capacity(..),AssociateExp(..),AssociateIncome(..),ReceivableFeeType(..),Receivable(..)
+  ,ProjectedCashflow(..)
   ,calcAssetPrinInt, calcPmt
   )
   where
@@ -171,6 +172,10 @@ data Mortgage = Mortgage OriginalInfo Balance IRate RemainTerms (Maybe BorrowerN
               | ScheduleMortgageFlow Date [CF.TsRow] DatePattern
               deriving (Show,Generic,Eq,Ord)
 
+data ProjectedCashflow = ProjectedFlowFixed Date [CF.TsRow] DatePattern
+                       | ProjectedFlowMixFloater Date [CF.TsRow] DatePattern (Rate, IRate) [(Rate, Spread, Index)]
+                       deriving (Show,Generic,Eq,Ord)
+
 data Receivable = Invoice OriginalInfo Status
                 | DUMMY4
                 deriving (Show,Generic,Eq,Ord)
diff --git a/src/AssetClass/ProjectedCashFlow.hs b/src/AssetClass/ProjectedCashFlow.hs
new file mode 100644
index 00000000..8954672a
--- /dev/null
+++ b/src/AssetClass/ProjectedCashFlow.hs
@@ -0,0 +1,240 @@
+{-# LANGUAGE OverloadedStrings #-}
+{-# LANGUAGE TemplateHaskell #-}
+{-# LANGUAGE DeriveGeneric #-}
+
+module AssetClass.ProjectedCashFlow  
+  ()
+  where
+
+import qualified Data.Time as T
+import qualified Cashflow as CF 
+import qualified Assumptions as A
+import Asset as Ast
+import Types
+import Lib
+import Util
+import DateUtil
+import InterestRate as IR
+
+import qualified Data.Map as Map
+import Data.List
+import Data.Ratio
+import Data.Maybe
+import GHC.Generics
+import Data.Aeson hiding (json)
+import Language.Haskell.TH
+import Data.Aeson.TH
+import Data.Aeson.Types
+
+import qualified Cashflow as CF
+
+import AssetClass.AssetBase
+import AssetClass.AssetCashflow
+
+import qualified Assumptions as A
+
+import Cashflow (extendTxns,TsRow(..),mflowBalance)
+
+import Debug.Trace
+
+projectScheduleFlow :: [CF.TsRow] -> Rate -> Balance -> [CF.TsRow] -> [DefaultRate] -> [PrepaymentRate] -> [Amount] -> [Amount] -> (Int, Rate) -> [CF.TsRow]
+projectScheduleFlow trs _ last_bal [] _ _ [] [] (_,_) = trs 
+projectScheduleFlow trs bal_factor last_bal (flow:flows) (defRate:defRates) (ppyRate:ppyRates) recV lossV (recoveryLag,recoveryRate)
+  = projectScheduleFlow (trs++[tr]) surviveRate endBal flows defRates ppyRates (tail recVector) (tail lossVector) (recoveryLag,recoveryRate) -- `debug` ("===>C")
+     where
+       startBal = last_bal
+       defAmt = mulBR startBal defRate
+       ppyAmt = mulBR (startBal - defAmt) ppyRate 
+       afterBal = startBal - defAmt - ppyAmt   
+       
+       surviveRate = (1 - defRate) * (1 - ppyRate) * bal_factor 
+       schedulePrin = mulBR (CF.mflowPrincipal flow) surviveRate --TODO round trip  -- `debug` ("Schedule Principal"++(printf "%.2f" (CF.mflowPrincipal flow))++" Rate"++show(_schedule_rate))
+       scheduleInt = mulBR (CF.mflowInterest flow) surviveRate
+
+       newRec = mulBR defAmt recoveryRate
+       newLoss = mulBR defAmt (1 - recoveryRate)
+
+       recVector = replace recV recoveryLag newRec
+       lossVector = replace lossV recoveryLag newLoss
+
+       endBal = max 0 $ afterBal - schedulePrin
+
+       tr = CF.MortgageFlow (CF.getDate flow) endBal schedulePrin scheduleInt ppyAmt defAmt (head recVector) (head lossVector) 0.0 Nothing Nothing Nothing--TODO missing ppy-penalty here
+
+projectScheduleFlow trs b_factor lastBal [] _ _ (r:rs) (l:ls) (recovery_lag,recovery_rate)
+  = projectScheduleFlow (trs++[tr]) b_factor lastBal [] [] [] rs ls (recovery_lag - 1,recovery_rate) 
+   where
+      remain_length = length rs
+      lastDate = CF.getDate (last trs)
+      flowDate = nextDate lastDate Lib.Monthly
+      tr = CF.MortgageFlow flowDate lastBal 0 0 0 0 r l 0.0 Nothing Nothing Nothing
+
+
+
+projCfwithAssumption :: (CF.CashFlowFrame, DatePattern) -> A.AssetPerfAssumption -> Date -> Maybe [RateAssumption] -> CF.CashFlowFrame
+projCfwithAssumption (cf@(CF.CashFlowFrame (begBal, begDate, accInt) flows), dp)
+                     pAssump@(A.MortgageAssump mDefault mPrepay mRecovery mEs) 
+                     asOfDay
+                     mRates 
+  = CF.CashFlowFrame (cb,asOfDay,Nothing) futureTxns
+      where
+        curveDatesLength =  recoveryLag + length flows
+        endDate = CF.getDate (last flows)
+        (ppyRates,defRates,recoveryRate,recoveryLag) = buildAssumptionPpyDefRecRate (begDate:cfDates) pAssump 
+        extraDates = genSerialDates dp Exc endDate recoveryLag
+        cfDates = (CF.getDate <$> flows) ++ extraDates
+        
+        txns = projectScheduleFlow [] 1.0 begBal flows defRates ppyRates
+                                   (replicate curveDatesLength 0.0)
+                                   (replicate curveDatesLength 0.0)
+                                   (recoveryLag,recoveryRate) 
+        
+        (futureTxns,historyM) = CF.cutoffTrs asOfDay txns 
+        
+        cb = (CF.mflowBegBalance . head) futureTxns
+
+projIndexCashflows :: ([Date],[Balance],[Principal],Index,Spread) -> Maybe [RateAssumption] -> CF.CashFlowFrame
+projIndexCashflows (ds,bals,principals,index,spd) (Just ras) = 
+  let
+    mIndexToApply = A.getRateAssumption ras index
+    indexRates = A.lookupRate0 ras index <$> ds 
+
+    rates = (spd +) <$> indexRates 
+    interestFlow = zipWith (flip mulBIR) rates bals
+    flowSize = length bals
+  in
+    CF.CashFlowFrame (head bals, head ds, Nothing) $ 
+                                        zipWith12 MortgageFlow 
+                                                ds
+                                                bals
+                                                principals
+                                                interestFlow
+                                                (replicate flowSize 0 )
+                                                (replicate flowSize 0 )
+                                                (replicate flowSize 0 )
+                                                (replicate flowSize 0 )
+                                                rates
+                                                (replicate flowSize Nothing)
+                                                (replicate flowSize Nothing) 
+                                                (replicate flowSize Nothing) 
+                                                    
+
+
+
+-- projMortgageFlow :: (Date,[Balance]) -> A.AssetPerfAssumption -> Maybe [RateAssumption] -> ([Balance],[Balance],[Balance])
+-- projMortgageFlow (begDate,bals) pAssump mRates = 
+--   let
+--     curveDatesLength =  recoveryLag + length bals
+--     extraPeriods = recoveryLag
+--     endDate = last ds
+--     extraDates = genSerialDates dp Exc endDate recoveryLag
+--     cfDates = ds ++ extraDates
+--     begBal = head bals
+--     (ppyRates,defRates,recoveryRate,recoveryLag) = buildAssumptionPpyDefRecRate (begDate:cfDates) pAssump 
+--     
+--     txns = projectScheduleFlow [] 1.0 begBal flows defRates ppyRates
+--                                (replicate curveDatesLength 0.0)
+--                                (replicate curveDatesLength 0.0)
+--                                (recoveryLag,recoveryRate) 
+--     
+--     (futureTxns,historyM) = CF.cutoffTrs asOfDay txns 
+--     
+--     cb = (CF.mflowBegBalance . head) futureTxns
+--   in
+--     (cb, futureTxns, historyM)
+
+
+seperateCashflows :: ProjectedCashflow -> Maybe A.AssetPerfAssumption -> Maybe [RateAssumption] -> (CF.CashFlowFrame, [CF.CashFlowFrame])
+seperateCashflows (ProjectedFlowMixFloater begDate flows _ (fixPct,fixRate) floaterList)
+                   (Just pAssump)
+                   mRates
+  = let
+        begBal = CF.mflowBegBalance $ head flows
+        totalBals = begBal: (CF.mflowBalance <$> flows)
+        ds = CF.mflowDate <$> flows
+        
+        (ppyRates,defRates,recoveryRate,recoveryLag) = buildAssumptionPpyDefRecRate (begDate:ds) pAssump 
+        
+
+        flowSize = length ds
+        fixedBals = (flip mulBR) fixPct <$> totalBals
+        fixedPrincipalFlow =  replicate flowSize 0 -- flip mulBR fixPct <$> CF.mflowPrincipal <$> flows
+        fixedInterestFlow =  replicate flowSize 0 -- flip mulBIR fixRate <$> fixedBals
+        fixedCashFlow = CF.CashFlowFrame (head fixedBals, begDate, Nothing) []
+                                        --  zipWith12 CF.MortgageFlow $
+                                        --             ds $
+                                        --             init fixedBals $
+                                        --             fixedPrincipalFlow $
+                                        --             fixedInterestFlow $
+                                        --             replicate flowSize 0 $
+                                        --             replicate flowSize 0 $
+                                        --             replicate flowSize 0 $
+                                        --             replicate flowSize 0 $
+                                        --             replicate flowSize fixRate $
+                                        --             replicate flowSize Nothing $
+                                        --             replicate flowSize Nothing $
+                                        --             replicate flowSize Nothing 
+                                                 
+        floatBals = zipWith (-) totalBals fixedBals
+        floatPrincipalFlow = zipWith (-) (CF.mflowPrincipal <$> flows) fixedPrincipalFlow
+        
+        -- rs = (head <$> floaterList)
+        -- floaterSize = length rs
+        -- indexes = last <$> floaterList
+        -- spds = (\(a,b,c) -> b) <$> floaterList
+        -- floatBalsBreakDown = zipWith mulBR floatBals rs
+        -- floatPrincipalFlowBreakDown = zipWith mulBR floatPrincipalFlow rs
+        -- floatedCashFlow = \x -> projIndexCashflows x mRates <$> zip5 
+        --                                                             (repeat ds) 
+        --                                                             floatBalsBreakDown 
+        --                                                             floatPrincipalFlowBreakDown 
+        --                                                             indexes
+        --                                                             spds
+  in
+    -- (fixedCashFlow, floatedCashFlow)
+    (fixedCashFlow, [CF.CashFlowFrame (0, begDate, Nothing) []])
+
+
+
+instance Ast.Asset ProjectedCashflow where
+
+    getCurrentBal (ProjectedFlowFixed _ cf _ ) = CF.mflowBalance (head cf)
+    getCurrentBal (ProjectedFlowMixFloater _ cf _ _ _ ) = CF.mflowBegBalance (head cf)
+
+    getOriginBal (ProjectedFlowFixed _ cf _ ) = CF.mflowBegBalance (head cf)
+    getOriginBal (ProjectedFlowMixFloater _ cf _ _ _ ) = CF.mflowBegBalance (head cf)
+
+    isDefaulted f = error ""
+    getOriginDate f = error ""
+    getOriginInfo f = error ""
+
+    calcCashflow f@(ProjectedFlowFixed begDate flows _) d _ 
+      = CF.CashFlowFrame ( (CF.mflowBalance . head) flows, begDate, Nothing ) flows
+
+    calcCashflow f@(ProjectedFlowMixFloater {}) d mRate
+      = let 
+          (fixedCashFlow, floatedCashFlow) = seperateCashflows f Nothing mRate
+        in
+          -- Map.foldl CF.mergePoolCf fixedCashFlow floatedCashFlow
+          fixedCashFlow
+
+    projCashflow f asOfDay _ mRates = (calcCashflow f asOfDay mRates, Map.empty)
+
+
+    projCashflow f asOfDay (_, _, _) mRates
+      = let 
+          (fixedCashFlow, floatedCashFlow) = seperateCashflows f Nothing mRates
+        in
+          -- Map.foldl CF.mergePoolCf fixedCashFlow floatedCashFlow
+          (fixedCashFlow, Map.empty)
+
+    getBorrowerNum f = 0
+
+    splitWith f rs = [f]
+
+instance IR.UseRate ProjectedCashflow where 
+      isAdjustbleRate _ = False
+
+      getIndex _ = Nothing
+      getIndexes _ = Nothing
+      getResetDates _ = []
diff --git a/src/Assumptions.hs b/src/Assumptions.hs
index ebc809f6..6bc680c6 100644
--- a/src/Assumptions.hs
+++ b/src/Assumptions.hs
@@ -14,11 +14,12 @@ module Assumptions (BondPricingInput(..)
                     ,NonPerfAssumption(..),AssetPerf
                     ,AssetDelinquencyAssumption(..)
                     ,AssetDelinqPerfAssumption(..),AssetDefaultedPerfAssumption(..)
-                    ,getCDR,calcResetDates,AssumpReceipes)
+                    ,getCDR,calcResetDates,AssumpReceipes,IssueBondEvent)
 where
 
 import Call as C
 import Lib (Ts(..),TsPoint(..),toDate,mkRateTs)
+import Liability (Bond)
 import Util
 import DateUtil
 import qualified Data.Map as Map 
@@ -64,18 +65,21 @@ data ApplyAssumptionType = PoolLevel AssetPerf
                            -- ^ assumption for a named deal 
                          deriving (Show, Generic)
 
+type IssueBondEvent = (String,AccName,Bond) -- bond group name, account name, bond
+
 data NonPerfAssumption = NonPerfAssumption {
-  stopRunBy :: Maybe Date                              -- ^ optional stop day,which will stop cashflow projection
-  ,projectedExpense :: Maybe [(FeeName,Ts)]            -- ^ optional expense projection
-  ,callWhen :: Maybe [C.CallOption]                    -- ^ optional call options set, once any of these were satisfied, then clean up waterfall is triggered
-  ,revolving :: Maybe RevolvingAssumption              -- ^ optional revolving assumption with revoving assets
-  ,interest :: Maybe [RateAssumption]                  -- ^ optional interest rates assumptions
-  ,inspectOn :: Maybe [(DatePattern,DealStats)]        -- ^ optional tuple list to inspect variables during waterfall run
-  ,buildFinancialReport :: Maybe DatePattern           -- ^ optional dates to build financial reports
-  ,pricing :: Maybe BondPricingInput                   -- ^ optional bond pricing input( discount curve etc)
-  ,fireTrigger :: Maybe [(Date,DealCycle,String)]        -- ^ optional fire a trigger
+  stopRunBy :: Maybe Date                                    -- ^ optional stop day,which will stop cashflow projection
+  ,projectedExpense :: Maybe [(FeeName,Ts)]                  -- ^ optional expense projection
+  ,callWhen :: Maybe [C.CallOption]                          -- ^ optional call options set, once any of these were satisfied, then clean up waterfall is triggered
+  ,revolving :: Maybe RevolvingAssumption                    -- ^ optional revolving assumption with revoving assets
+  ,interest :: Maybe [RateAssumption]                        -- ^ optional interest rates assumptions
+  ,inspectOn :: Maybe [(DatePattern,DealStats)]              -- ^ optional tuple list to inspect variables during waterfall run
+  ,buildFinancialReport :: Maybe DatePattern                 -- ^ optional dates to build financial reports
+  ,pricing :: Maybe BondPricingInput                         -- ^ optional bond pricing input( discount curve etc)
+  ,fireTrigger :: Maybe [(Date,DealCycle,String)]            -- ^ optional fire a trigger
   ,makeWholeWhen :: Maybe (Date,Spread,Table Float Spread)
-} deriving (Show,Generic)
+  ,issueBondSchedule :: Maybe [TsPoint IssueBondEvent]                            
+} deriving (Show, Generic)
 
 data AssumptionInput = Single ApplyAssumptionType  NonPerfAssumption                          -- ^ one assumption request
                      | Multiple (Map.Map String ApplyAssumptionType)  NonPerfAssumption       -- ^ multiple assumption request in a single request
@@ -225,6 +229,8 @@ calcResetDates (r:rs) bs
 
 $(deriveJSON defaultOptions ''BondPricingInput)
 
+-- $(deriveJSON defaultOptions ''IssueBondEvent)
+
 $(concat <$> traverse (deriveJSON defaultOptions) [''ApplyAssumptionType, ''AssetPerfAssumption
   , ''AssetDefaultedPerfAssumption, ''AssetDelinqPerfAssumption, ''NonPerfAssumption, ''AssetDefaultAssumption
   , ''AssetPrepayAssumption, ''RecoveryAssumption, ''ExtraStress
diff --git a/src/Cashflow.hs b/src/Cashflow.hs
index 75e0fb61..edc35167 100644
--- a/src/Cashflow.hs
+++ b/src/Cashflow.hs
@@ -28,6 +28,7 @@ import Lib (weightedBy,toDate,getIntervalFactors,daysBetween,paySeqLiabilitiesAm
 import Util (mulBR,mulBInt,mulIR,lastOf)
 import DateUtil ( splitByDate )
 import Types
+--import Deal.DealType
 import qualified Data.Map as Map
 import qualified Data.Time as T
 import qualified Data.List as L
@@ -146,7 +147,7 @@ scaleTsRow r (MortgageDelinqFlow d b p i prep delinq def rec los rat mbn pp st)
       rat 
       mbn 
       pp
-      ((splitStats r) <$> st)
+      (splitStats r <$> st)
 scaleTsRow r (LoanFlow d b p i prep def rec los rat st) 
   = LoanFlow d (fromRational r * b) (fromRational r * p) (fromRational r * i) (fromRational r * prep) (fromRational r * def) (fromRational r * rec) (fromRational r * los) rat ((splitStats r) <$> st)
 scaleTsRow r (LeaseFlow d b rental) = LeaseFlow d (fromRational r * b) (fromRational r * rental)
@@ -161,6 +162,7 @@ type BeginStatus = (BeginBalance, BeginDate, AccuredInterest)
 
 data CashFlowFrame = CashFlowFrame BeginStatus [TsRow]
                    | MultiCashFlowFrame (Map.Map String [CashFlowFrame])
+--                   | CashFlowFrameIndex BeginStatus [TsRow] IR.Index
                    deriving (Eq,Generic,Ord)
 
 instance Show CashFlowFrame where
@@ -844,6 +846,8 @@ setPrepaymentPenalty _ _ = error "prepay pental only applies to MortgageFlow"
 setPrepaymentPenaltyFlow :: [Balance] -> [TsRow] -> [TsRow]
 setPrepaymentPenaltyFlow bals trs = [ setPrepaymentPenalty bal tr | (bal,tr) <- zip bals trs]
 
+
+-- ^ split single cashflow record by a rate
 splitTs :: Rate -> TsRow -> TsRow 
 splitTs r (MortgageDelinqFlow d bal p i ppy delinq def recovery loss rate mB mPPN mStat)
   = MortgageDelinqFlow d (mulBR bal r) (mulBR p r) (mulBR i r) (mulBR ppy r)
diff --git a/src/Deal.hs b/src/Deal.hs
index 03a3648e..36429ce6 100644
--- a/src/Deal.hs
+++ b/src/Deal.hs
@@ -11,6 +11,7 @@ module Deal (run,runPool,getInits,runDeal,ExpectReturn(..)
             ,calcTargetAmount,updateLiqProvider
             ,projAssetUnion,priceAssetUnion
             ,removePoolCf,setFutureCF,runPoolType,PoolType
+            ,ActionOnDate(..),DateDesp(..),OverrideType(..)
             ) where
 
 import qualified Accounts as A
@@ -78,6 +79,8 @@ import qualified Hedge as HE
 debug = flip trace
 
 
+
+
 setBondNewRate :: Ast.Asset a => TestDeal a -> Date -> [RateAssumption] -> L.Bond -> L.Bond
 setBondNewRate t d ras b@(L.Bond _ _ _ ii (Just (L.PassDateSpread _ spd)) bal currentRate _ dueInt _ (Just dueIntDate) _ _ _)
   = b { L.bndRate = currentRate + spd, L.bndDueInt = dueInt + accrueInt, L.bndDueIntDate = Just d}
@@ -526,7 +529,30 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
                                   bondPricingResult
              in 
                run t {bonds = depositBondFlow, status = Ended } poolFlowMap (Just []) rates calls rAssump $ log++[EndRun (Just d) "MakeWhole call"]
-                
+         IssueBond d bGroupName accName bnd ->
+              let 
+                newBndName = L.bndName bnd
+
+                newBonds = case Map.lookup bGroupName bndMap of
+                              Nothing -> bndMap
+                              Just (L.Bond {}) -> bndMap
+                              Just (L.BondGroup bndGrpMap) -> let
+                                                                bndOInfo = (L.bndOriginInfo bnd) {L.originDate = d}
+                                                                bndToInsert = bnd {L.bndOriginInfo = bndOInfo,
+                                                                                   L.bndDueIntDate = Just d,
+                                                                                   L.bndLastIntPay = Just d, 
+                                                                                   L.bndLastPrinPay = Just d}
+                                                              in 
+                                                                Map.insert bGroupName 
+                                                                           (L.BondGroup (Map.insert newBndName bndToInsert bndGrpMap))
+                                                                           bndMap
+
+                issuanceProceeds = L.bndBalance bnd
+                newAcc = Map.adjust (A.deposit issuanceProceeds d (Tag ("Issuance Proceeds:"++newBndName)))
+                                    accName
+                                    accMap
+              in 
+                run t{bonds = newBonds, accounts = newAcc} poolFlowMap (Just ads) rates calls rAssump log
          _ -> error $ "Failed to match action on Date"++ show ad
          where
            cleanUpActions = Map.findWithDefault [] W.CleanUp (waterfall t) -- `debug` ("Running AD"++show(ad))
@@ -784,7 +810,7 @@ runPoolType (ResecDeal dm) mAssumps mNonPerfAssump
     Map.mapWithKey (\(DealBondFlow dn bn sd pct) (uDeal, mAssump) -> 
                         let
                           (poolAssump,dealAssump) = case mAssump of 
-                                                      Nothing -> (Nothing, AP.NonPerfAssumption Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing)
+                                                      Nothing -> (Nothing, AP.NonPerfAssumption Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing)
                                                       Just (_poolAssump, _dealAssump) -> (Just _poolAssump, _dealAssump)
                           (dealRunned, _, _, _) = runDeal uDeal DealPoolFlowPricing poolAssump dealAssump
                           bondFlow = cutBy Inc Future sd $ concat $ Map.elems $ Map.map Stmt.getTxns $ getBondStmtByName dealRunned (Just [bn]) -- `debug` ("Bondflow from underlying runned"++ show (getBondStmtByName dealRunned (Just [bn])))
@@ -877,11 +903,18 @@ getInits t@TestDeal{fees=feeMap,pool=thePool,status=status,bonds=bndMap} mAssump
                       Just AP.NonPerfAssumption{AP.makeWholeWhen = Just (_d,_s,_t)} -> [MakeWhole _d _s _t]
                       _ -> [] 
 
+    -- issue bonds in the future 
+    bondIssuePlan = case mNonPerfAssump of 
+                      Just AP.NonPerfAssumption{AP.issueBondSchedule = Just bndPlan} 
+                        -> [ IssueBond _d bGroupName accName b | TsPoint _d (bGroupName,accName,b) <- bndPlan]
+                      _ -> []
+
     allActionDates = let 
                        __actionDates = let 
                                         a = concat [bActionDates,pActionDates,iAccIntDates,makeWholeDate
                                                    ,feeAccrueDates,liqResetDates,mannualTrigger,concat rateCapSettleDates
-                                                   ,concat irSwapRateDates,inspectDates, bndRateResets,financialRptDates] 
+                                                   ,concat irSwapRateDates,inspectDates, bndRateResets,financialRptDates
+                                                   ,bondIssuePlan] 
                                       in
                                         case dates t of 
                                           PreClosingDates {} -> sortBy sortActionOnDate $ DealClosed closingDate:a  -- `debug` ("add a closing date"++show closingDate)
@@ -1003,4 +1036,4 @@ depositPoolFlow rules d pFlowMap amap
   -- = foldr (\pflowM acc -> depositPoolInflow rules d pflowM acc) amap $ pFlowMap `debug` ("Deposit p fd"++ show (Map.elems pFlowMap))
   = foldr (\rule acc -> depositInflow d rule pFlowMap acc) amap rules
 
-$(deriveJSON defaultOptions ''ExpectReturn)
+$(deriveJSON defaultOptions ''ExpectReturn)
\ No newline at end of file
diff --git a/src/Deal/DealBase.hs b/src/Deal/DealBase.hs
index eb4d8511..82160129 100644
--- a/src/Deal/DealBase.hs
+++ b/src/Deal/DealBase.hs
@@ -9,7 +9,9 @@
 module Deal.DealBase (TestDeal(..),SPV(..),dealBonds,dealFees,dealAccounts,dealPool,PoolType(..),getIssuanceStats
                      ,getAllAsset,getAllAssetList,getAllCollectedFrame,getLatestCollectFrame,getAllCollectedTxns
                      ,getIssuanceStatsConsol,getAllCollectedTxnsList,dealScheduledCashflow
-                     ,getPoolIds,getBondByName, UnderlyingDeal(..),dealCashflow, uDealFutureTxn,viewDealAllBonds) 
+                     ,getPoolIds,getBondByName, UnderlyingDeal(..),dealCashflow, uDealFutureTxn,viewDealAllBonds,DateDesp(..),ActionOnDate(..),OverrideType(..)
+                     ,sortActionOnDate
+                     )                      
   where
 import qualified Accounts as A
 import qualified Ledger as LD
@@ -60,6 +62,93 @@ debug = flip trace
 -- import Data.Text (unpack)
 -- import Control.Monad.IO.Class (liftIO)
 
+
+
+
+data ActionOnDate = EarnAccInt Date AccName              -- ^ sweep bank account interest
+                  | ChangeDealStatusTo Date DealStatus   -- ^ change deal status
+                  | AccrueFee Date FeeName               -- ^ accure fee
+                  | ResetLiqProvider Date String         -- ^ reset credit for liquidity provider
+                  | ResetLiqProviderRate Date String     -- ^ accure interest/premium amount for liquidity provider
+                  | PoolCollection Date String           -- ^ collect pool cashflow and deposit to accounts
+                  | RunWaterfall Date String             -- ^ execute waterfall
+                  | DealClosed Date                      -- ^ actions to perform at the deal closing day, and enter a new deal status
+                  | FireTrigger Date DealCycle String    -- ^ fire a trigger
+                  | InspectDS Date DealStats             -- ^ inspect formula
+                  | ResetIRSwapRate Date String          -- ^ reset interest rate swap dates
+                  | AccrueCapRate Date String            -- ^ reset interest rate cap dates
+                  | ResetBondRate Date String            -- ^ reset bond interest rate per bond's interest rate info
+                  | ResetSrtRate Date String 
+                  | AccrueSrt Date String 
+                  | MakeWhole Date Spread (Table Float Spread)
+                  | IssueBond Date String AccName L.Bond
+                  | BuildReport StartDate EndDate        -- ^ build cashflow report between dates and balance report at end date
+                  | StopRunFlag Date                     -- ^ stop the run with a message
+                  | HitStatedMaturity Date               -- ^ hit the stated maturity date
+                  deriving (Show,Generic,Read)
+
+instance Ord ActionOnDate where
+  compare a1 a2 = compare (getDate a1) (getDate a2)
+
+instance Eq ActionOnDate where
+  a1 == a2 = getDate a1 == getDate a2
+
+
+instance TimeSeries ActionOnDate where
+    getDate (RunWaterfall d _) = d
+    getDate (ResetLiqProvider d _) = d
+    getDate (PoolCollection d _) = d
+    getDate (EarnAccInt d _) = d
+    getDate (AccrueFee d _) = d
+    getDate (DealClosed d) = d
+    getDate (FireTrigger d _ _) = d
+    getDate (ChangeDealStatusTo d _ ) = d
+    getDate (InspectDS d _ ) = d
+    getDate (ResetIRSwapRate d _ ) = d
+    getDate (AccrueCapRate d _ ) = d
+    getDate (ResetBondRate d _ ) = d 
+    getDate (MakeWhole d _ _) = d 
+    getDate (BuildReport sd ed) = ed
+    getDate (IssueBond d _ _ _) = d
+
+
+sortActionOnDate :: ActionOnDate -> ActionOnDate -> Ordering
+sortActionOnDate a1 a2 
+  | d1 == d2 = case (a1,a2) of
+                 (BuildReport sd1 ed1 ,_) -> GT  -- build report should be executed last
+                 (_ , BuildReport sd1 ed1) -> LT -- build report should be executed last
+                 (ResetIRSwapRate _ _ ,_) -> LT  -- reset interest swap should be first
+                 (_ , ResetIRSwapRate _ _) -> GT -- reset interest swap should be first
+                 (ResetBondRate {} ,_) -> LT  -- reset bond rate should be first
+                 (_ , ResetBondRate {}) -> GT -- reset bond rate should be first
+                 (EarnAccInt {} ,_) -> LT  -- earn should be first
+                 (_ , EarnAccInt {}) -> GT -- earn should be first
+                 (ResetLiqProvider {} ,_) -> LT  -- reset liq be first
+                 (_ , ResetLiqProvider {}) -> GT -- reset liq be first
+                 (PoolCollection {}, RunWaterfall {}) -> LT -- pool collection should be executed before waterfall
+                 (RunWaterfall {}, PoolCollection {}) -> GT -- pool collection should be executed before waterfall
+                 (_,_) -> EQ 
+  | otherwise = compare d1 d2
+  where 
+    d1 = getDate a1 
+    d2 = getDate a2 
+
+
+data OverrideType = CustomActionOnDates [ActionOnDate]
+                    deriving (Show,Generic,Ord,Eq)
+
+
+data DateDesp = FixInterval (Map.Map DateType Date) Period Period 
+              --  cutoff pool       closing bond payment dates 
+              | CustomDates Date [ActionOnDate] Date [ActionOnDate]
+              | PatternInterval (Map.Map DateType (Date, DatePattern, Date))
+              --  cutoff closing mRevolving end-date dp1-pc dp2-bond-pay 
+              | PreClosingDates Date Date (Maybe Date) Date DateVector DateVector
+              --  (last collect,last pay), mRevolving end-date dp1-pool-pay dp2-bond-pay
+              | CurrentDates (Date,Date) (Maybe Date) Date DateVector DateVector
+              deriving (Show,Eq, Generic,Ord)
+
+
 class SPV a where
   getBondsByName :: a -> Maybe [String] -> Map.Map String L.Bond
   getBondBegBal :: a -> String -> Balance
@@ -385,7 +474,7 @@ getAllCollectedTxnsList t mPns
 data UnderBond b = UnderBond BondName Rate (TestDeal b)
 
 
-$(concat <$> traverse (deriveJSON defaultOptions) [''TestDeal, ''UnderlyingDeal, ''PoolType])
+$(concat <$> traverse (deriveJSON defaultOptions) [''TestDeal, ''UnderlyingDeal, ''PoolType, ''DateDesp, ''ActionOnDate, ''OverrideType])
 -- $(deriveJSON defaultOptions ''UnderlyingDeal)
 -- $(deriveJSON defaultOptions ''PoolType)
 -- $(deriveJSON defaultOptions ''TestDeal)
diff --git a/src/Deal/DealDate.hs b/src/Deal/DealDate.hs
index 20608c16..f8fa70d2 100644
--- a/src/Deal/DealDate.hs
+++ b/src/Deal/DealDate.hs
@@ -7,6 +7,7 @@ module Deal.DealDate (DealDates,getClosingDate,getFirstPayDate)
   where
 
 import qualified Data.Map as Map
+import Deal.DealBase
 import Types
 import Lib
 
diff --git a/src/InterestRate.hs b/src/InterestRate.hs
index 8d14dc98..a67dec79 100644
--- a/src/InterestRate.hs
+++ b/src/InterestRate.hs
@@ -31,7 +31,8 @@ import Types
       IRate,
       Dates,
       Date,
-      Balance, DealStats )
+      Balance )
+-- import Deal.DealType
 import Util
 import Lib
 
diff --git a/src/Liability.hs b/src/Liability.hs
index 86f73f78..f4335add 100644
--- a/src/Liability.hs
+++ b/src/Liability.hs
@@ -27,6 +27,7 @@ import Util
 import DateUtil
 import Types hiding (BondGroup)
 import Analytics
+
 import Data.Ratio 
 import Data.Maybe
 
@@ -49,27 +50,6 @@ import Stmt (getTxnAmt)
 
 debug = flip trace
 
-type RateReset = DatePattern 
-
-data InterestOverInterestType = OverCurrRateBy Rational -- ^ inflat ioi rate by pct over current rate
-                             | OverFixSpread Spread -- ^ inflat ioi rate by fix spread
-                             deriving (Show, Eq, Generic, Ord)
-
-
---------------------------- start Rate, index, spread, reset dates, daycount, floor, cap
-data InterestInfo = Floater IRate Index Spread RateReset DayCount (Maybe Floor) (Maybe Cap)
-                  | Fix IRate DayCount                                    -- ^ fixed rate
-                  | InterestByYield IRate
-                  | RefRate IRate DealStats Float RateReset               -- ^ interest rate depends to a formula
-                  | CapRate InterestInfo IRate                            -- ^ cap rate 
-                  | FloorRate InterestInfo IRate                          -- ^ floor rate
-                  | WithIoI InterestInfo InterestOverInterestType         -- ^ Interest Over Interest(normal on left,IoI on right)
-                  deriving (Show, Eq, Generic, Ord)
-                  
-data StepUp = PassDateSpread Date Spread                   -- ^ add a spread on a date and effective afterwards
-            | PassDateLadderSpread Date Spread RateReset   -- ^ add a spread on the date pattern
-            deriving (Show, Eq, Generic, Ord)
-
 -- | test if a bond may changes its interest rate
 isAdjustble :: InterestInfo -> Bool 
 isAdjustble Floater {} = True
@@ -104,14 +84,34 @@ getDayCountFromInfo (FloorRate info _) = getDayCountFromInfo info
 getDayCountFromInfo (WithIoI info _) = getDayCountFromInfo info
 getDayCountFromInfo _ = Nothing
 
+type RateReset = DatePattern 
+type PlannedAmorSchedule = Ts
+
+data InterestOverInterestType = OverCurrRateBy Rational -- ^ inflat ioi rate by pct over current rate
+                             | OverFixSpread Spread -- ^ inflat ioi rate by fix spread
+                             deriving (Show, Eq, Generic, Ord, Read)
+
+
+--------------------------- start Rate, index, spread, reset dates, daycount, floor, cap
+data InterestInfo = Floater IRate Index Spread RateReset DayCount (Maybe Floor) (Maybe Cap)
+                  | Fix IRate DayCount                                    -- ^ fixed rate
+                  | InterestByYield IRate
+                  | RefRate IRate DealStats Float RateReset               -- ^ interest rate depends to a formula
+                  | CapRate InterestInfo IRate                            -- ^ cap rate 
+                  | FloorRate InterestInfo IRate                          -- ^ floor rate
+                  | WithIoI InterestInfo InterestOverInterestType         -- ^ Interest Over Interest(normal on left,IoI on right)
+                  deriving (Show, Eq, Generic, Ord, Read)
+                  
+data StepUp = PassDateSpread Date Spread                   -- ^ add a spread on a date and effective afterwards
+            | PassDateLadderSpread Date Spread RateReset   -- ^ add a spread on the date pattern
+            deriving (Show, Eq, Generic, Ord, Read)
+
 data OriginalInfo = OriginalInfo {
   originBalance::Balance           -- ^ issuance balance
   ,originDate::Date                -- ^ issuance date
   ,originRate::Rate                -- ^ issuance rate of the bond
   ,maturityDate :: Maybe Date      -- ^ optional maturity date
-} deriving (Show, Eq, Generic, Ord)
-
-type PlannedAmorSchedule = Ts
+} deriving (Show, Eq, Generic, Ord, Read)
 
 data BondType = Sequential                                 -- ^ Pass through type tranche
               | PAC PlannedAmorSchedule                    -- ^ bond with schedule amortization 
@@ -119,7 +119,7 @@ data BondType = Sequential                                 -- ^ Pass through typ
               | Lockout Date                               -- ^ No principal due till date
               | Z                                          -- ^ Z tranche
               | Equity                                     -- ^ Equity type tranche
-              deriving (Show, Eq, Generic, Ord)
+              deriving (Show, Eq, Generic, Ord, Read)
 
 data Bond = Bond {
               bndName :: String
@@ -139,7 +139,7 @@ data Bond = Bond {
               ,bndStmt :: Maybe S.Statement        -- ^ transaction history
             } 
             | BondGroup (Map.Map String Bond)      -- ^ bond group
-            deriving (Show, Eq, Generic, Ord)
+            deriving (Show, Eq, Generic, Ord, Read)            
 
 consolStmt :: Bond -> Bond
 consolStmt (BondGroup bMap) = BondGroup $ Map.map consolStmt bMap
diff --git a/src/Lib.hs b/src/Lib.hs
index aa05ec7f..46618849 100644
--- a/src/Lib.hs
+++ b/src/Lib.hs
@@ -14,8 +14,8 @@ module Lib
     ,getValOnByDate,sumValTs,subTsBetweenDates,splitTsByDate
     ,paySeqLiabilitiesAmt,getIntervalDays,getIntervalFactors
     ,zipWith8,zipWith9,zipWith10,zipWith11,zipWith12
-    ,weightedBy, mkTs, DealStatus(..)
-    ,mkRateTs,Pre(..)
+    ,weightedBy, mkTs
+    ,mkRateTs
     ) where
 
 import qualified Data.Time as T
@@ -33,6 +33,7 @@ import Types
 import Control.Lens
 import Data.List.Lens
 import Control.Lens.TH
+-- import Deal.DealType
 
 import Debug.Trace
 debug = flip trace
diff --git a/src/Stmt.hs b/src/Stmt.hs
index c041a219..b71cac18 100644
--- a/src/Stmt.hs
+++ b/src/Stmt.hs
@@ -42,6 +42,13 @@ import Debug.Trace
 debug = flip trace
 
 
+
+
+
+
+
+
+
 aggByTxnComment :: [Txn] -> M.Map TxnComment [Txn] -> M.Map TxnComment Balance
 aggByTxnComment [] m = M.map sumTxn m 
 aggByTxnComment (txn:txns) m 
@@ -142,7 +149,7 @@ weightAvgBalance sd ed txns
 
 
 data Statement = Statement [Txn]
-        deriving (Show, Generic, Eq, Ord)
+              deriving (Show, Generic, Eq, Ord, Read)
 
 appendStmt :: Maybe Statement -> Txn -> Maybe Statement
 appendStmt (Just stmt@(Statement txns)) txn = Just $ Statement (txns++[txn])
diff --git a/src/Triggers.hs b/src/Triggers.hs
index 1634b4e4..ce8e37c9 100644
--- a/src/Triggers.hs
+++ b/src/Triggers.hs
@@ -10,7 +10,7 @@ module Triggers(
 import qualified Data.Text as T
 import qualified Stmt as S
 import Text.Read (readMaybe)
-import Lib ( Pre, DealStatus )
+import Lib 
 import Types
 import Accounts (ReserveAmount)
 import Waterfall (Action)
diff --git a/src/Types.hs b/src/Types.hs
index 1217802e..d2b7924a 100644
--- a/src/Types.hs
+++ b/src/Types.hs
@@ -6,25 +6,28 @@
 
 
 module Types
-  (DayCount(..),DateType(..),OverrideType(..),CutoffFields(..)
-  ,ActionOnDate(..),DealStatus(..),DatePattern(..)
+  (DayCount(..),DateType(..)
+  ,DatePattern(..)
   ,BondName,BondNames,FeeName,FeeNames,AccName,AccNames,AccountName
-  ,Pre(..),Ts(..),TsPoint(..),PoolSource(..)
-  ,DateDesp(..),Period(..), Threshold(..)
-  ,RangeType(..),CutoffType(..),CustomDataType(..)
-  ,Balance,DealStats(..),Index(..)
-  ,DealCycle(..),Cmp(..),TimeHorizion(..)
+  ,Ts(..),TsPoint(..),PoolSource(..)
+  ,Period(..), Threshold(..)
+  ,RangeType(..),CutoffType(..),DealStatus(..)
+  ,Balance,Index(..)
+  ,Cmp(..),TimeHorizion(..)
   ,Date,Dates,TimeSeries(..),IRate,Amount,Rate,StartDate,EndDate,Lag
   ,Spread,Floor,Cap,Interest,Principal,Cash,Default,Loss,Rental,PrepaymentPenalty
-  ,ResultComponent(..),SplitType(..),BookItem(..),BookItems,BalanceSheetReport(..),CashflowReport(..)
+  ,SplitType(..),BookItem(..),BookItems,BalanceSheetReport(..),CashflowReport(..)
   ,Floater,CeName,RateAssumption(..)
   ,PrepaymentRate,DefaultRate,RecoveryRate,RemainTerms,Recovery,Prepayment
   ,Table(..),lookupTable,Direction(..),epocDate,BorrowerNum
-  ,PricingMethod(..),sortActionOnDate,PriceResult(..),IRR,Limit(..)
+  ,Txn(..),TxnComment(..)
   ,RoundingBy(..),DateDirection(..)
-  ,TxnComment(..),BookDirection(..),DealStatType(..),getDealStatType
+  ,BookDirection(..),IRR(..),DealCycle(..),Limit(..),Pre(..)
   ,Liable(..),CumPrepay,CumDefault,CumDelinq,CumPrincipal,CumLoss,CumRecovery,PoolId(..)
-  ,DealName,lookupIntervalTable,getPriceValue,Txn(..)
+  ,DealName,lookupIntervalTable,CutoffFields(..),PriceResult(..)
+  ,DueInt,DuePremium, DueIoI,DateVector,DealStats(..)
+  ,PricingMethod(..),CustomDataType(..),ResultComponent(..),DealStatType(..)
+  ,getDealStatType,getPriceValue
   )
   
   where
@@ -43,12 +46,14 @@ import Language.Haskell.TH
 
 import Text.Read (readMaybe)
 
+
 import Data.Aeson hiding (json)
 import Data.Aeson.TH
 import Data.Aeson.Types
 import Data.Fixed
 import Data.Ix
 
+
 import Data.List (intercalate, findIndex)
 -- import Cashflow (CashFlowFrame)
 
@@ -104,6 +109,17 @@ type RemainTerms = Int
 type BorrowerNum = Int
 type Lag = Int
 
+
+type Valuation = Centi
+type PerFace = Micro
+type WAL = Centi
+type Duration = Balance
+type Convexity = Micro
+type Yield = Micro
+type AccruedInterest = Centi
+type IRR = Rational
+data YieldResult = Yiel
+
 data Index = LPR5Y
             | LPR1Y
             | LIBOR1M
@@ -132,7 +148,7 @@ data Index = LPR5Y
             | BBSW
             | IRPH --  The IRPH (Índice de Referencia de Préstamos Hipotecarios) is a reference index used in Spain to fix the interest rate of mortgage loans
             | SONIA 
-            deriving (Show,Eq,Generic,Ord)
+            deriving (Show,Eq,Generic,Ord,Read)
 
 type Floater = (Index,Spread)
 
@@ -150,7 +166,7 @@ data DayCount = DC_30E_360       -- ^ ISMA European 30S/360 Special German Eurob
               | DC_30_360_ISDA   -- ^ IDSA
               | DC_30_360_German -- ^ Gernman
               | DC_30_360_US     -- ^ 30/360 US Municipal , Bond basis
-              deriving (Show,Eq,Generic,Ord)
+              deriving (Show,Eq,Generic,Ord,Read)
 
 
 data DateType = ClosingDate        -- ^ deal closing day
@@ -179,7 +195,7 @@ data DatePattern = MonthEnd
                  | Exclude DatePattern [DatePattern]
                  | OffsetBy DatePattern Int
                  -- | DayOfWeek Int -- T.DayOfWeek
-                 deriving (Show, Eq, Generic, Ord)
+                 deriving (Show, Eq, Generic, Ord, Read)
 
 
 data Period = Daily 
@@ -193,23 +209,6 @@ data Period = Daily
 
 type DateVector = (Date, DatePattern)
 
-data DealCycle = EndCollection         -- ^ | collection period <HERE> collection action , waterfall action
-               | EndCollectionWF       -- ^ | collection period  collection action <HERE>, waterfall action
-               | BeginDistributionWF   -- ^ | collection period  collection action , <HERE>waterfall action
-               | EndDistributionWF     -- ^ | collection period  collection action , waterfall action<HERE>
-               | InWF                  -- ^ | collection period  collection action , waterfall <HERE> action
-               deriving (Show, Ord, Eq, Read, Generic)
-
-
-data DealStatus = DealAccelerated (Maybe Date)      -- ^ Deal is accelerated status with optinal accerlerated date
-                | DealDefaulted (Maybe Date)        -- ^ Deal is defaulted status with optinal default date
-                | Amortizing                        -- ^ Deal is amortizing 
-                | Revolving                         -- ^ Deal is revolving
-                | RampUp                            -- ^ Deal is being ramping up
-                | Ended                             -- ^ Deal is marked as closed
-                | PreClosing DealStatus             -- ^ Deal is not closed
-                | Called                            -- ^ Deal is called
-                deriving (Show,Ord,Eq,Read, Generic)
 
 
 data RoundingBy a = RoundCeil a 
@@ -335,18 +334,6 @@ data BookDirection = Credit
                    | Debit
                    deriving (Show,Ord, Eq,Read, Generic)
 
-data Limit = DuePct Rate            -- ^ up to % of total amount due
-           | DueCapAmt Balance      -- ^ up to $ amount 
-           | KeepBalAmt DealStats   -- ^ pay till a certain amount remains in an account
-           | DS DealStats           -- ^ transfer with limit described by a `DealStats`
-           | ClearLedger String     -- ^ when transfer, clear the ledger by transfer amount
-           | BookLedger String      -- ^ when transfer, book the ledger by the transfer amount
-           | RemainBalPct Rate      -- ^ pay till remain balance equals to a percentage of `stats`
-           | TillTarget             -- ^ transfer amount which make target account up reach reserve balanace
-           | TillSource             -- ^ transfer amount out till source account down back to reserve balance
-           | Multiple Limit Float   -- ^ factor of a limit
-           deriving (Show,Ord,Eq,Read,Generic)
-
 
 type DueInt = Balance
 type DuePremium = Balance
@@ -354,15 +341,66 @@ type DueIoI = Balance
 
 
 
-data Txn = BondTxn Date Balance Interest Principal IRate Cash DueInt DueIoI (Maybe Float) TxnComment     -- ^ bond transaction record for interest and principal 
-         | AccTxn Date Balance Amount TxnComment                                                         -- ^ account transaction record 
-         | ExpTxn Date Balance Amount Balance TxnComment                                                 -- ^ expense transaction record
-         | SupportTxn Date (Maybe Balance) Amount Balance DueInt DuePremium TxnComment                   -- ^ liquidity provider transaction record
-         | IrsTxn Date Balance Amount IRate IRate Balance TxnComment                                     -- ^ interest swap transaction record
-         | EntryTxn Date Balance Amount TxnComment                                                       -- ^ ledger book entry
-         | TrgTxn Date Bool TxnComment
-         deriving (Show, Generic, Eq)
 
+data DealCycle = EndCollection         -- ^ | collection period <HERE> collection action , waterfall action
+               | EndCollectionWF       -- ^ | collection period  collection action <HERE>, waterfall action
+               | BeginDistributionWF   -- ^ | collection period  collection action , <HERE>waterfall action
+               | EndDistributionWF     -- ^ | collection period  collection action , waterfall action<HERE>
+               | InWF                  -- ^ | collection period  collection action , waterfall <HERE> action
+               deriving (Show, Ord, Eq, Read, Generic)
+
+
+data DealStatus = DealAccelerated (Maybe Date)      -- ^ Deal is accelerated status with optinal accerlerated date
+                | DealDefaulted (Maybe Date)        -- ^ Deal is defaulted status with optinal default date
+                | Amortizing                        -- ^ Deal is amortizing 
+                | Revolving                         -- ^ Deal is revolving
+                | RampUp                            -- ^ Deal is being ramping up
+                | Ended                             -- ^ Deal is marked as closed
+                | PreClosing DealStatus             -- ^ Deal is not closed
+                | Called                            -- ^ Deal is called
+                deriving (Show,Ord,Eq,Read, Generic)
+
+
+data PricingMethod = BalanceFactor Rate Rate          -- ^ [balance] to be multiply with rate1 and rate2 if status of asset is "performing" or "defaulted"
+                   | BalanceFactor2 Rate Rate Rate    -- ^ [balance] by performing/delinq/default factor
+                   | DefaultedBalance Rate            -- ^ [balance] only liquidate defaulted balance
+                   | PV IRate IRate                   -- ^ discount factor, recovery pct on default
+                   | PVCurve Ts                       -- ^ [CF] Pricing cashflow with a Curve
+                   | PvRate Rate                      -- ^ [CF] Pricing cashflow with a constant rate
+                   | PvByRef DealStats                -- ^ [CF] Pricing cashflow with a ref rate
+                   | Custom Rate                      -- ^ custom amount
+                   deriving (Show, Eq ,Generic, Read,Ord)
+
+
+data Pre = IfZero DealStats
+         | If Cmp DealStats Balance
+         | IfRate Cmp DealStats Micro
+         | IfInt Cmp DealStats Int
+         | IfCurve Cmp DealStats Ts
+         | IfRateCurve Cmp DealStats Ts
+         | IfIntCurve Cmp DealStats Ts
+         | IfDate Cmp Date
+         | IfBool DealStats Bool
+         -- compare deal 
+         | If2 Cmp DealStats DealStats
+         | IfRate2 Cmp DealStats DealStats
+         | IfInt2 Cmp DealStats DealStats
+         -- | IfRateCurve DealStats Cmp Ts
+         | IfDealStatus DealStatus
+         | Always Bool
+         | IfNot Pre
+         | Any [Pre]
+         | All [Pre]                            -- ^ 
+         deriving (Show,Generic,Eq,Ord)
+
+
+data Table a b = ThresholdTable [(a,b)]
+                 deriving (Show,Eq,Ord,Read,Generic)
+
+
+data ActionType = ActionResetRate  -- ^ reset interest rate from curve
+                | ActionAccrue     -- ^ accrue liablity
+                 deriving (Show,Eq,Ord,Read,Generic)
 
 data TxnComment = PayInt [BondName]
                 | PayYield BondName 
@@ -394,23 +432,14 @@ data TxnComment = PayInt [BondName]
                 | TxnComments [TxnComment]
                 deriving (Eq, Show, Ord ,Read, Generic)
 
-
-
-type Valuation = Centi
-type PerFace = Micro
-type WAL = Centi
-type Duration = Balance
-type Convexity = Micro
-type Yield = Micro
-type AccruedInterest = Centi
-type IRR = Rational
-data YieldResult = Yield
-
-data PriceResult = PriceResult Valuation PerFace WAL Duration Convexity AccruedInterest [Txn]
-                 | AssetPrice Valuation WAL Duration Convexity AccruedInterest
-                 | OASResult PriceResult [Valuation] Spread  
-                 | ZSpread Spread 
-                 deriving (Show, Eq, Generic)
+data Txn = BondTxn Date Balance Interest Principal IRate Cash DueInt DueIoI (Maybe Float) TxnComment     -- ^ bond transaction record for interest and principal 
+         | AccTxn Date Balance Amount TxnComment                                                         -- ^ account transaction record 
+         | ExpTxn Date Balance Amount Balance TxnComment                                                 -- ^ expense transaction record
+         | SupportTxn Date (Maybe Balance) Amount Balance DueInt DuePremium TxnComment                   -- ^ liquidity provider transaction record
+         | IrsTxn Date Balance Amount IRate IRate Balance TxnComment                                     -- ^ interest swap transaction record
+         | EntryTxn Date Balance Amount TxnComment                                                       -- ^ ledger book entry
+         | TrgTxn Date Bool TxnComment
+         deriving (Show, Generic, Eq, Read)
 
 
 data DealStats = CurrentBondBalance
@@ -520,165 +549,18 @@ data DealStats = CurrentBondBalance
                deriving (Show,Eq,Ord,Read,Generic)
 
 
-data PricingMethod = BalanceFactor Rate Rate          -- ^ [balance] to be multiply with rate1 and rate2 if status of asset is "performing" or "defaulted"
-                   | BalanceFactor2 Rate Rate Rate    -- ^ [balance] by performing/delinq/default factor
-                   | DefaultedBalance Rate            -- ^ [balance] only liquidate defaulted balance
-                   | PV IRate IRate                   -- ^ discount factor, recovery pct on default
-                   | PVCurve Ts                       -- ^ [CF] Pricing cashflow with a Curve
-                   | PvRate Rate                      -- ^ [CF] Pricing cashflow with a constant rate
-                   | PvByRef DealStats                -- ^ [CF] Pricing cashflow with a ref rate
-                   | Custom Rate                      -- ^ custom amount
-                   deriving (Show, Eq ,Generic, Read,Ord)
-
-
-data Table a b = ThresholdTable [(a,b)]
-                 deriving (Show,Eq,Ord,Read,Generic)
-
-
-data ActionType = ActionResetRate  -- ^ reset interest rate from curve
-                | ActionAccrue     -- ^ accrue liablity
-                 deriving (Show,Eq,Ord,Read,Generic)
-
-data ActionOnDate = EarnAccInt Date AccName              -- ^ sweep bank account interest
-                  | ChangeDealStatusTo Date DealStatus   -- ^ change deal status
-                  | AccrueFee Date FeeName               -- ^ accure fee
-                  | ResetLiqProvider Date String         -- ^ reset credit for liquidity provider
-                  | ResetLiqProviderRate Date String     -- ^ accure interest/premium amount for liquidity provider
-                  | PoolCollection Date String           -- ^ collect pool cashflow and deposit to accounts
-                  | RunWaterfall Date String             -- ^ execute waterfall
-                  | DealClosed Date                      -- ^ actions to perform at the deal closing day, and enter a new deal status
-                  | FireTrigger Date DealCycle String    -- ^ fire a trigger
-                  | InspectDS Date DealStats             -- ^ inspect formula
-                  | ResetIRSwapRate Date String          -- ^ reset interest rate swap dates
-                  | AccrueCapRate Date String            -- ^ reset interest rate cap dates
-                  | ResetBondRate Date String            -- ^ reset bond interest rate per bond's interest rate info
-                  | ResetSrtRate Date String 
-                  | AccrueSrt Date String 
-                  | MakeWhole Date Spread (Table Float Spread)
-                  | BuildReport StartDate EndDate        -- ^ build cashflow report between dates and balance report at end date
-                  | StopRunFlag Date                     -- ^ stop the run with a message
-                  | HitStatedMaturity Date               -- ^ hit the stated maturity date
-                  deriving (Show,Generic,Read)
-
-
-data DateDesp = FixInterval (Map.Map DateType Date) Period Period 
-              --  cutoff pool       closing bond payment dates 
-              | CustomDates Date [ActionOnDate] Date [ActionOnDate]
-              | PatternInterval (Map.Map DateType (Date, DatePattern, Date))
-              --  cutoff closing mRevolving end-date dp1-pc dp2-bond-pay 
-              | PreClosingDates Date Date (Maybe Date) Date DateVector DateVector
-              --  (last collect,last pay), mRevolving end-date dp1-pool-pay dp2-bond-pay
-              | CurrentDates (Date,Date) (Maybe Date) Date DateVector DateVector
-              deriving (Show,Eq, Generic,Ord)
-
-
-sortActionOnDate :: ActionOnDate -> ActionOnDate -> Ordering
-sortActionOnDate a1 a2 
-  | d1 == d2 = case (a1,a2) of
-                 (BuildReport sd1 ed1 ,_) -> GT  -- build report should be executed last
-                 (_ , BuildReport sd1 ed1) -> LT -- build report should be executed last
-                 (ResetIRSwapRate _ _ ,_) -> LT  -- reset interest swap should be first
-                 (_ , ResetIRSwapRate _ _) -> GT -- reset interest swap should be first
-                 (ResetBondRate {} ,_) -> LT  -- reset bond rate should be first
-                 (_ , ResetBondRate {}) -> GT -- reset bond rate should be first
-                 (EarnAccInt {} ,_) -> LT  -- earn should be first
-                 (_ , EarnAccInt {}) -> GT -- earn should be first
-                 (ResetLiqProvider {} ,_) -> LT  -- reset liq be first
-                 (_ , ResetLiqProvider {}) -> GT -- reset liq be first
-                 (PoolCollection {}, RunWaterfall {}) -> LT -- pool collection should be executed before waterfall
-                 (RunWaterfall {}, PoolCollection {}) -> GT -- pool collection should be executed before waterfall
-                 (_,_) -> EQ 
-  | otherwise = compare d1 d2
-  where 
-    d1 = getDate a1 
-    d2 = getDate a2 
-
-opts :: JSONKeyOptions
-opts = defaultJSONKeyOptions -- { keyModifier = toLower }
-
-data OverrideType = CustomActionOnDates [ActionOnDate]
-                    deriving (Show,Generic,Ord,Eq)
-
-data CustomDataType = CustomConstant Rational 
-                    | CustomCurve    Ts 
-                    | CustomDS       DealStats
-                    deriving (Show,Ord,Eq,Read,Generic)
-
-data CutoffFields = IssuanceBalance      -- ^ pool issuance balance
-                  | HistoryRecoveries    -- ^ cumulative recoveries
-                  | HistoryInterest      -- ^ cumulative interest collected
-                  | HistoryPrepayment    -- ^ cumulative prepayment collected
-                  | HistoryPrincipal     -- ^ cumulative principal collected
-                  | HistoryRental        -- ^ cumulative rental collected
-                  | HistoryDefaults      -- ^ cumulative default balance
-                  | HistoryDelinquency   -- ^ cumulative delinquency balance
-                  | HistoryLoss          -- ^ cumulative loss/write-off balance
-                  | HistoryCash          -- ^ cumulative cash
-                  | AccruedInterest      -- ^ accrued interest at closing
-                  deriving (Show,Ord,Eq,Read,Generic)
-
-
-data DealStatType = RtnBalance 
-                  | RtnRate 
-                  | RtnBool 
-                  | RtnInt
-                  deriving (Show,Eq,Ord,Read,Generic)
-
-getDealStatType :: DealStats -> DealStatType
-getDealStatType (CumulativePoolDefaultedRateTill _ _) = RtnRate
-getDealStatType (CumulativePoolDefaultedRate _) = RtnRate
-getDealStatType (CumulativeNetLossRatio _) = RtnRate
-getDealStatType BondFactor = RtnRate
-getDealStatType (PoolFactor _) = RtnRate
-getDealStatType (FutureCurrentBondFactor _) = RtnRate
-getDealStatType (FutureCurrentPoolFactor _ _) = RtnRate
-getDealStatType (BondWaRate _) = RtnRate
-getDealStatType (PoolWaRate _) = RtnRate
-getDealStatType (BondRate _) = RtnRate
-
-getDealStatType (CurrentPoolBorrowerNum _) = RtnInt
-getDealStatType (MonthsTillMaturity _) = RtnInt
-getDealStatType ProjCollectPeriodNum = RtnInt
-
-getDealStatType (IsMostSenior _ _) = RtnBool
-getDealStatType (TriggersStatus _ _)= RtnBool
-getDealStatType (IsDealStatus _)= RtnBool
-getDealStatType TestRate {} = RtnBool
-getDealStatType (TestAny _ _) = RtnBool
-getDealStatType (TestAll _ _) = RtnBool
-
-getDealStatType (Avg dss) = getDealStatType (head dss)
-getDealStatType (Max dss) = getDealStatType (head dss)
-getDealStatType (Min dss) = getDealStatType (head dss)
-getDealStatType (Divide ds1 ds2) = getDealStatType ds1
-getDealStatType _ = RtnBalance
-
-dealStatType _ = RtnBalance
-
-
-
-data Pre = IfZero DealStats
-         | If Cmp DealStats Balance
-         | IfRate Cmp DealStats Micro
-         | IfInt Cmp DealStats Int
-         | IfCurve Cmp DealStats Ts
-         | IfRateCurve Cmp DealStats Ts
-         | IfIntCurve Cmp DealStats Ts
-         | IfDate Cmp Date
-         | IfBool DealStats Bool
-         -- compare deal 
-         | If2 Cmp DealStats DealStats
-         | IfRate2 Cmp DealStats DealStats
-         | IfInt2 Cmp DealStats DealStats
-         -- | IfRateCurve DealStats Cmp Ts
-         | IfDealStatus DealStatus
-         | Always Bool
-         | IfNot Pre
-         | Any [Pre]
-         | All [Pre]                            -- ^ 
-         deriving (Show,Generic,Eq,Ord)
-
 
+data Limit = DuePct Rate            -- ^ up to % of total amount due
+           | DueCapAmt Balance      -- ^ up to $ amount 
+           | KeepBalAmt DealStats   -- ^ pay till a certain amount remains in an account
+           | DS DealStats           -- ^ transfer with limit described by a `DealStats`
+           | ClearLedger String     -- ^ when transfer, clear the ledger by transfer amount
+           | BookLedger String      -- ^ when transfer, book the ledger by the transfer amount
+           | RemainBalPct Rate      -- ^ pay till remain balance equals to a percentage of `stats`
+           | TillTarget             -- ^ transfer amount which make target account up reach reserve balanace
+           | TillSource             -- ^ transfer amount out till source account down back to reserve balance
+           | Multiple Limit Float   -- ^ factor of a limit
+           deriving (Show,Ord,Eq,Read, Generic)
 
 type BookItems = [BookItem]
 
@@ -702,21 +584,6 @@ data CashflowReport = CashflowReport {
                         ,endDate :: Date }
                         deriving (Show,Read,Generic)
 
-data ResultComponent = CallAt Date                                    -- ^ the date when deal called
-                     | DealStatusChangeTo Date DealStatus DealStatus  -- ^ record when status changed
-                     | BondOutstanding String Balance Balance         -- ^ when deal ends,calculate oustanding principal balance 
-                     | BondOutstandingInt String Balance Balance      -- ^ when deal ends,calculate oustanding interest due 
-                     | InspectBal Date DealStats Balance              -- ^ A bal value from inspection
-                     | InspectInt Date DealStats Int                  -- ^ A int value from inspection
-                     | InspectRate Date DealStats Micro               -- ^ A rate value from inspection
-                     | InspectBool Date DealStats Bool                -- ^ A bool value from inspection
-                     | FinancialReport StartDate EndDate BalanceSheetReport CashflowReport
-                     | InspectWaterfall Date (Maybe String) [DealStats] [String]
-                     | ErrorMsg String
-                     | WarningMsg String
-                     | EndRun (Maybe Date) String                             -- ^ end of run with a message
-                     -- | SnapshotCashflow Date String CashFlowFrame
-                     deriving (Show, Generic)
 
 data Threshold = Below
                | EqBelow
@@ -731,6 +598,40 @@ data SplitType = EqToLeft   -- if equal, the element belongs to left
                | EqToLeftKeepOnes
                deriving (Show, Eq, Generic)
 
+
+data CutoffFields = IssuanceBalance      -- ^ pool issuance balance
+                  | HistoryRecoveries    -- ^ cumulative recoveries
+                  | HistoryInterest      -- ^ cumulative interest collected
+                  | HistoryPrepayment    -- ^ cumulative prepayment collected
+                  | HistoryPrincipal     -- ^ cumulative principal collected
+                  | HistoryRental        -- ^ cumulative rental collected
+                  | HistoryDefaults      -- ^ cumulative default balance
+                  | HistoryDelinquency   -- ^ cumulative delinquency balance
+                  | HistoryLoss          -- ^ cumulative loss/write-off balance
+                  | HistoryCash          -- ^ cumulative cash
+                  | AccruedInterest      -- ^ accrued interest at closing
+                  deriving (Show,Ord,Eq,Read,Generic)
+
+data PriceResult = PriceResult Valuation PerFace WAL Duration Convexity AccruedInterest [Txn]
+                 | AssetPrice Valuation WAL Duration Convexity AccruedInterest
+                 | OASResult PriceResult [Valuation] Spread  
+                 | ZSpread Spread 
+                 deriving (Show, Eq, Generic)
+
+
+
+getPriceValue :: PriceResult -> Balance
+getPriceValue (AssetPrice v _ _ _ _ ) = v
+getPriceValue (PriceResult v _ _ _ _ _ _) = v
+getPriceValue x = error  $ "failed to match with type when geting price value" ++ show x
+
+
+getValuation :: PriceResult -> PerFace
+getValuation (PriceResult _ val _ _ _ _ _) = val
+getValuation (OASResult pr _ _) = getValuation pr
+getValuation pr =  error $ "not support for pricing result"++ show pr
+
+
 class Liable lb where 
 
   -- must implement
@@ -759,7 +660,7 @@ lookupIntervalTable :: Ord a => Table a b -> Direction -> (a -> Bool) -> Maybe (
 lookupIntervalTable (ThresholdTable rows) direction lkUpFunc
   = case findIndex lkUpFunc rs of 
       Nothing -> Nothing
-      Just i -> if (succ i) == length rows then 
+      Just i -> if succ i == length rows then 
                   Nothing
                 else
                   Just $ (rows!!i, rows!!(i+1)) -- `debug` ("Find index"++ show i)
@@ -779,48 +680,88 @@ lookupIntervalTable (ThresholdTable rows) direction lkUpFunc
 
 
 
-data RateAssumption = RateCurve Index Ts     --om a:message^ a rate curve ,which value of rates depends on time
+data RateAssumption = RateCurve Index Ts     -- ^ a rate curve ,which value of rates depends on time
                     | RateFlat Index IRate   -- ^ a rate constant
                     deriving (Show, Generic)
 
-getPriceValue :: PriceResult -> Balance
-getPriceValue (AssetPrice v _ _ _ _ ) = v
-getPriceValue (PriceResult v _ _ _ _ _ _) = v
-getPriceValue x = error  $ "failed to match with type when geting price value" ++ show x
-
-
-getValuation :: PriceResult -> PerFace
-getValuation (PriceResult _ val _ _ _ _ _) = val
-getValuation (OASResult pr _ _) = getValuation pr
-getValuation pr =  error $ "not support for pricing result"++ show pr
-
 data TimeHorizion = ByMonth
                   | ByYear
                   | ByQuarter
 
+instance TimeSeries (TsPoint a) where 
+    getDate (TsPoint d a) = d
+
+instance Ord a => Ord (TsPoint a) where
+  compare (TsPoint d1 tv1) (TsPoint d2 tv2) = compare d1 d2
+
+
+
+instance Show PoolId where
+  show (PoolName n)  = n
+  show PoolConsol = "PoolConsol"
+  show (DealBondFlow dn bn sd r) = "BondFlow:"++dn++":"++bn++":"++show sd++":"++show r
+
+instance (Read PoolId) where
+  readsPrec d "PoolConsol" = [(PoolConsol,"")]
+  readsPrec d rStr = 
+    let 
+      pn = Data.List.Split.splitOn ":" rStr
+    in
+      case pn of
+        [dn,bn,sd,r] -> 
+          let 
+            sd' = TF.parseTimeOrError True TF.defaultTimeLocale "%Y-%m-%d" sd
+            r' = read r::Rate
+          in 
+            [(DealBondFlow dn bn sd' r',"")]
+        ["PoolName",pn] -> [(PoolName pn,"")]
+        _ -> error $ "Invalid PoolId: "++ show pn
+
+
+-- instance ToJSON PoolId
+-- instance FromJSON PoolId
+
+
+
+
+$(deriveJSON defaultOptions ''TsPoint)
+$(deriveJSON defaultOptions ''Ts)
+$(deriveJSON defaultOptions ''Cmp)
+$(deriveJSON defaultOptions ''PoolSource)
+$(deriveJSON defaultOptions ''RoundingBy)
+$(deriveJSON defaultOptions ''PoolId)
+
+instance ToJSONKey PoolId where
+  toJSONKey :: ToJSONKeyFunction PoolId
+  toJSONKey = toJSONKeyText (T.pack . show)
+
+instance FromJSONKey PoolId where
+  fromJSONKey = FromJSONKeyTextParser $ \t -> case readMaybe (T.unpack t) of
+    Just k -> pure k
+    Nothing -> fail ("Invalid key: " ++ show t++">>"++ show (T.unpack t))
+
 
-instance Ord ActionOnDate where
-  compare a1 a2 = compare (getDate a1) (getDate a2)
 
-instance Eq ActionOnDate where
-  a1 == a2 = getDate a1 == getDate a2
 
 
-instance TimeSeries ActionOnDate where
-    getDate (RunWaterfall d _) = d
-    getDate (ResetLiqProvider d _) = d
-    getDate (PoolCollection d _) = d
-    getDate (EarnAccInt d _) = d
-    getDate (AccrueFee d _) = d
-    getDate (DealClosed d) = d
-    getDate (FireTrigger d _ _) = d
-    getDate (ChangeDealStatusTo d _ ) = d
-    getDate (InspectDS d _ ) = d
-    getDate (ResetIRSwapRate d _ ) = d
-    getDate (AccrueCapRate d _ ) = d
-    getDate (ResetBondRate d _ ) = d 
-    getDate (MakeWhole d _ _) = d 
-    getDate (BuildReport sd ed) = ed
+
+
+
+data ResultComponent = CallAt Date                                    -- ^ the date when deal called
+                     | DealStatusChangeTo Date DealStatus DealStatus  -- ^ record when status changed
+                     | BondOutstanding String Balance Balance         -- ^ when deal ends,calculate oustanding principal balance 
+                     | BondOutstandingInt String Balance Balance      -- ^ when deal ends,calculate oustanding interest due 
+                     | InspectBal Date DealStats Balance              -- ^ A bal value from inspection
+                     | InspectInt Date DealStats Int                  -- ^ A int value from inspection
+                     | InspectRate Date DealStats Micro               -- ^ A rate value from inspection
+                     | InspectBool Date DealStats Bool                -- ^ A bool value from inspection
+                     | FinancialReport StartDate EndDate BalanceSheetReport CashflowReport
+                     | InspectWaterfall Date (Maybe String) [DealStats] [String]
+                     | ErrorMsg String
+                     | WarningMsg String
+                     | EndRun (Maybe Date) String                             -- ^ end of run with a message
+                     -- | SnapshotCashflow Date String CashFlowFrame
+                     deriving (Show, Generic)
 
 
 
@@ -916,104 +857,128 @@ parseTxn t = case tagName of
       contents = head sr!!2::String
 
 
+data DealStatType = RtnBalance 
+                  | RtnRate 
+                  | RtnBool 
+                  | RtnInt
+                  deriving (Show,Eq,Ord,Read,Generic)
 
-instance TimeSeries (TsPoint a) where 
-    getDate (TsPoint d a) = d
+getDealStatType :: DealStats -> DealStatType
+getDealStatType (CumulativePoolDefaultedRateTill _ _) = RtnRate
+getDealStatType (CumulativePoolDefaultedRate _) = RtnRate
+getDealStatType (CumulativeNetLossRatio _) = RtnRate
+getDealStatType BondFactor = RtnRate
+getDealStatType (PoolFactor _) = RtnRate
+getDealStatType (FutureCurrentBondFactor _) = RtnRate
+getDealStatType (FutureCurrentPoolFactor _ _) = RtnRate
+getDealStatType (BondWaRate _) = RtnRate
+getDealStatType (PoolWaRate _) = RtnRate
+getDealStatType (BondRate _) = RtnRate
 
-instance Ord a => Ord (TsPoint a) where
-  compare (TsPoint d1 tv1) (TsPoint d2 tv2) = compare d1 d2
+getDealStatType (CurrentPoolBorrowerNum _) = RtnInt
+getDealStatType (MonthsTillMaturity _) = RtnInt
+getDealStatType ProjCollectPeriodNum = RtnInt
 
+getDealStatType (IsMostSenior _ _) = RtnBool
+getDealStatType (TriggersStatus _ _)= RtnBool
+getDealStatType (IsDealStatus _)= RtnBool
+getDealStatType TestRate {} = RtnBool
+getDealStatType (TestAny _ _) = RtnBool
+getDealStatType (TestAll _ _) = RtnBool
 
+getDealStatType (Avg dss) = getDealStatType (head dss)
+getDealStatType (Max dss) = getDealStatType (head dss)
+getDealStatType (Min dss) = getDealStatType (head dss)
+getDealStatType (Divide ds1 ds2) = getDealStatType ds1
+getDealStatType _ = RtnBalance
 
-instance Show PoolId where
-  show (PoolName n)  = n
-  show PoolConsol = "PoolConsol"
-  show (DealBondFlow dn bn sd r) = "BondFlow:"++dn++":"++bn++":"++show sd++":"++show r
+dealStatType _ = RtnBalance
 
-instance (Read PoolId) where
-  readsPrec d "PoolConsol" = [(PoolConsol,"")]
-  readsPrec d rStr = 
-    let 
-      pn = Data.List.Split.splitOn ":" rStr
-    in
-      case pn of
-        [dn,bn,sd,r] -> 
-          let 
-            sd' = TF.parseTimeOrError True TF.defaultTimeLocale "%Y-%m-%d" sd
-            r' = read r::Rate
-          in 
-            [(DealBondFlow dn bn sd' r',"")]
-        ["PoolName",pn] -> [(PoolName pn,"")]
-        _ -> error $ "Invalid PoolId: "++ show pn
+data CustomDataType = CustomConstant Rational 
+                    | CustomCurve    Ts 
+                    | CustomDS       DealStats
+                    deriving (Show,Ord,Eq,Read,Generic)
 
 
--- instance ToJSON PoolId
--- instance FromJSON PoolId
 
 
+$(deriveJSON defaultOptions ''DealStatus)
 
+$(concat <$> traverse (deriveJSON defaultOptions) [''DealStats, ''PricingMethod, ''DealCycle, ''DateType, ''Period, 
+  ''DatePattern, ''Table, ''BalanceSheetReport, ''BookItem, ''CashflowReport, ''Txn] )
 
-$(deriveJSON defaultOptions ''TsPoint)
-$(deriveJSON defaultOptions ''Ts)
-$(deriveJSON defaultOptions ''Cmp)
-$(deriveJSON defaultOptions ''PoolSource)
-$(deriveJSON defaultOptions ''RoundingBy)
-$(deriveJSON defaultOptions ''PoolId)
 
-instance ToJSONKey PoolId where
-  toJSONKey :: ToJSONKeyFunction PoolId
+instance ToJSONKey DateType where
+  toJSONKey = genericToJSONKey defaultJSONKeyOptions
+
+instance FromJSONKey DateType where
+  fromJSONKey = genericFromJSONKey defaultJSONKeyOptions
+
+$(deriveJSON defaultOptions ''Pre)
+
+
+$(deriveJSON defaultOptions ''CustomDataType)
+$(deriveJSON defaultOptions ''ResultComponent)
+
+$(deriveJSON defaultOptions ''PriceResult)
+$(deriveJSON defaultOptions ''CutoffFields)
+
+
+
+
+instance ToJSONKey DealCycle where
   toJSONKey = toJSONKeyText (T.pack . show)
 
-instance FromJSONKey PoolId where
+instance FromJSONKey DealCycle where
   fromJSONKey = FromJSONKeyTextParser $ \t -> case readMaybe (T.unpack t) of
     Just k -> pure k
-    Nothing -> fail ("Invalid key: " ++ show t++">>"++ show (T.unpack t))
-
+    Nothing -> fail ("Invalid key: " ++ show t)
 
 
-$(deriveJSON defaultOptions ''DealStatus)
+instance ToJSONKey CutoffFields where
+  toJSONKey = toJSONKeyText (Text.pack . show)
 
+instance FromJSONKey CutoffFields where
+  fromJSONKey = FromJSONKeyTextParser $ \t -> case readMaybe (Text.unpack t) of
+    Just k -> pure k
+    Nothing -> fail ("Invalid key: " ++ show t)
 
-$(concat <$> traverse (deriveJSON defaultOptions) [''DealStats, ''PricingMethod, ''DealCycle, ''DateDesp, ''DateType, ''Period, ''ActionOnDate
-  ,''DatePattern, ''Table, ''BalanceSheetReport, ''BookItem, ''CashflowReport] )
 
-instance ToJSONKey DateType where
-  toJSONKey = genericToJSONKey defaultJSONKeyOptions
+opts :: JSONKeyOptions
+opts = defaultJSONKeyOptions -- { keyModifier = toLower }
 
-instance FromJSONKey DateType where
-  fromJSONKey = genericFromJSONKey defaultJSONKeyOptions
 
 $(deriveJSON defaultOptions ''Index)
-$(deriveJSON defaultOptions ''Pre)
 $(deriveJSON defaultOptions ''DayCount)
 -- $(deriveJSON defaultOptions ''Table)
 -- $(deriveJSON defaultOptions ''ActionOnDate)
-$(deriveJSON defaultOptions ''OverrideType)
 -- $(deriveJSON defaultOptions ''DatePattern)
 -- $(deriveJSON defaultOptions ''DateType)
 $(deriveJSON defaultOptions ''Threshold)
+instance ToJSONKey Threshold where
+  toJSONKey = genericToJSONKey opts
+instance FromJSONKey Threshold where
+  fromJSONKey = genericFromJSONKey opts
 -- $(deriveJSON defaultOptions ''DateDesp)
 -- $(deriveJSON defaultOptions ''Period)
-$(deriveJSON defaultOptions ''CustomDataType)
-$(deriveJSON defaultOptions ''ResultComponent)
 -- $(deriveJSON defaultOptions ''CashflowReport)
 -- $(deriveJSON defaultOptions ''BookItem)
 -- $(deriveJSON defaultOptions ''BalanceSheetReport)
 -- $(deriveJSON defaultOptions ''DealCycle)
 
-$(deriveJSON defaultOptions ''Txn)
-$(deriveJSON defaultOptions ''PriceResult)
-$(deriveJSON defaultOptions ''Limit)
-$(deriveJSON defaultOptions ''CutoffFields)
+
 $(deriveJSON defaultOptions ''RateAssumption)
 $(deriveJSON defaultOptions ''BookDirection)
 $(deriveJSON defaultOptions ''Direction)
+-- $(deriveJSON defaultOptions ''DealStats)
+-- $(deriveJSON defaultOptions ''Limit)
+-- $(deriveJSON defaultOptions ''TxnComment)
+-- $(deriveJSON defaultOptions ''Txn)
+
+$(concat <$> traverse (deriveJSON defaultOptions) [''Limit] )
 -- $(deriveJSON defaultOptions ''DateType)
 -- $(deriveJSON defaultOptions ''Threshold)
-instance ToJSONKey Threshold where
-  toJSONKey = genericToJSONKey opts
-instance FromJSONKey Threshold where
-  fromJSONKey = genericFromJSONKey opts
+
 
 --instance FromJSON Threshold
 --instance ToJSON Threshold
@@ -1022,26 +987,11 @@ instance FromJSONKey Threshold where
 -- instance ToJSON CutoffFields
 -- instance FromJSON CutoffFields
 
-instance ToJSONKey CutoffFields where
-  toJSONKey = toJSONKeyText (Text.pack . show)
-
-instance FromJSONKey CutoffFields where
-  fromJSONKey = FromJSONKeyTextParser $ \t -> case readMaybe (Text.unpack t) of
-    Just k -> pure k
-    Nothing -> fail ("Invalid key: " ++ show t)
-
 
 
 -- instance ToJSON DealCycle
 -- instance FromJSON DealCycle
 
-instance ToJSONKey DealCycle where
-  toJSONKey = toJSONKeyText (T.pack . show)
-
-instance FromJSONKey DealCycle where
-  fromJSONKey = FromJSONKeyTextParser $ \t -> case readMaybe (T.unpack t) of
-    Just k -> pure k
-    Nothing -> fail ("Invalid key: " ++ show t)
 
 
 -- instance FromJSON DateType
diff --git a/src/Waterfall.hs b/src/Waterfall.hs
index c1e69c7c..57dbfee7 100644
--- a/src/Waterfall.hs
+++ b/src/Waterfall.hs
@@ -118,8 +118,8 @@ data Action = Transfer (Maybe Limit) AccountName AccountName (Maybe TxnComment)
             -- Record booking
             | BookBy BookType                         -- ^ book an ledger with book types
             -- Pre
-            | ActionWithPre L.Pre [Action]            -- ^ execute actions if <pre> is true 
-            | ActionWithPre2 L.Pre [Action] [Action]  -- ^ execute action1 if <pre> is true ,else execute action2 
+            | ActionWithPre Pre [Action]            -- ^ execute actions if <pre> is true 
+            | ActionWithPre2 Pre [Action] [Action]  -- ^ execute action1 if <pre> is true ,else execute action2 
             -- Trigger
             | RunTrigger DealCycle String        -- ^ update the trigger status during the waterfall execution
             -- Debug
diff --git a/swagger.json b/swagger.json
index 58783b9a..ad8d947d 100644
--- a/swagger.json
+++ b/swagger.json
@@ -2048,6 +2048,41 @@
                         "title": "MakeWhole",
                         "type": "object"
                     },
+                    {
+                        "properties": {
+                            "contents": {
+                                "items": [
+                                    {
+                                        "$ref": "#/components/schemas/Day"
+                                    },
+                                    {
+                                        "type": "string"
+                                    },
+                                    {
+                                        "type": "string"
+                                    },
+                                    {
+                                        "$ref": "#/components/schemas/Bond"
+                                    }
+                                ],
+                                "maxItems": 4,
+                                "minItems": 4,
+                                "type": "array"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "IssueBond"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "IssueBond",
+                        "type": "object"
+                    },
                     {
                         "properties": {
                             "contents": {
@@ -8487,19 +8522,34 @@
                                         "type": "number"
                                     },
                                     {
-                                        "$ref": "#/components/schemas/Day"
+                                        "$ref": "#/components/schemas/Index"
+                                    },
+                                    {
+                                        "multipleOf": 1.0e-6,
+                                        "type": "number"
                                     },
                                     {
                                         "$ref": "#/components/schemas/DatePattern"
+                                    },
+                                    {
+                                        "$ref": "#/components/schemas/DayCount"
+                                    },
+                                    {
+                                        "multipleOf": 1.0e-6,
+                                        "type": "number"
+                                    },
+                                    {
+                                        "multipleOf": 1.0e-6,
+                                        "type": "number"
                                     }
                                 ],
-                                "maxItems": 3,
-                                "minItems": 3,
+                                "maxItems": 7,
+                                "minItems": 7,
                                 "type": "array"
                             },
                             "tag": {
                                 "enum": [
-                                    "BankAccount"
+                                    "Floater"
                                 ],
                                 "type": "string"
                             }
@@ -8508,7 +8558,7 @@
                             "tag",
                             "contents"
                         ],
-                        "title": "BankAccount",
+                        "title": "Floater",
                         "type": "object"
                     },
                     {
@@ -8516,14 +8566,65 @@
                             "contents": {
                                 "items": [
                                     {
-                                        "$ref": "#/components/schemas/Index"
+                                        "multipleOf": 1.0e-6,
+                                        "type": "number"
                                     },
+                                    {
+                                        "$ref": "#/components/schemas/DayCount"
+                                    }
+                                ],
+                                "maxItems": 2,
+                                "minItems": 2,
+                                "type": "array"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "Fix"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "Fix",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "contents": {
+                                "multipleOf": 1.0e-6,
+                                "type": "number"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "InterestByYield"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "InterestByYield",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "contents": {
+                                "items": [
                                     {
                                         "multipleOf": 1.0e-6,
                                         "type": "number"
                                     },
                                     {
-                                        "$ref": "#/components/schemas/Day"
+                                        "$ref": "#/components/schemas/DealStats"
+                                    },
+                                    {
+                                        "format": "float",
+                                        "type": "number"
                                     },
                                     {
                                         "$ref": "#/components/schemas/DatePattern"
@@ -8535,7 +8636,96 @@
                             },
                             "tag": {
                                 "enum": [
-                                    "InvestmentAccount"
+                                    "RefRate"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "RefRate",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "contents": {
+                                "items": [
+                                    {
+                                        "$ref": "#/components/schemas/InterestInfo"
+                                    },
+                                    {
+                                        "multipleOf": 1.0e-6,
+                                        "type": "number"
+                                    }
+                                ],
+                                "maxItems": 2,
+                                "minItems": 2,
+                                "type": "array"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "CapRate"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "CapRate",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "contents": {
+                                "items": [
+                                    {
+                                        "$ref": "#/components/schemas/InterestInfo"
+                                    },
+                                    {
+                                        "multipleOf": 1.0e-6,
+                                        "type": "number"
+                                    }
+                                ],
+                                "maxItems": 2,
+                                "minItems": 2,
+                                "type": "array"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "FloorRate"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "FloorRate",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "contents": {
+                                "items": [
+                                    {
+                                        "$ref": "#/components/schemas/InterestInfo"
+                                    },
+                                    {
+                                        "$ref": "#/components/schemas/InterestOverInterestType"
+                                    }
+                                ],
+                                "maxItems": 2,
+                                "minItems": 2,
+                                "type": "array"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "WithIoI"
                                 ],
                                 "type": "string"
                             }
@@ -8544,7 +8734,51 @@
                             "tag",
                             "contents"
                         ],
-                        "title": "InvestmentAccount",
+                        "title": "WithIoI",
+                        "type": "object"
+                    }
+                ]
+            },
+            "InterestOverInterestType": {
+                "oneOf": [
+                    {
+                        "properties": {
+                            "contents": {
+                                "format": "double",
+                                "type": "number"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "OverCurrRateBy"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "OverCurrRateBy",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "contents": {
+                                "multipleOf": 1.0e-6,
+                                "type": "number"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "OverFixSpread"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "OverFixSpread",
                         "type": "object"
                     }
                 ]
@@ -9522,6 +9756,12 @@
                         },
                         "type": "array"
                     },
+                    "issueBondSchedule": {
+                        "items": {
+                            "$ref": "#/components/schemas/TsPoint_([Char],[Char],Bond)"
+                        },
+                        "type": "array"
+                    },
                     "makeWholeWhen": {
                         "items": [
                             {
@@ -14728,6 +14968,32 @@
                 "minItems": 2,
                 "type": "array"
             },
+            "TsPoint_([Char],[Char],Bond)": {
+                "items": [
+                    {
+                        "$ref": "#/components/schemas/Day"
+                    },
+                    {
+                        "items": [
+                            {
+                                "type": "string"
+                            },
+                            {
+                                "type": "string"
+                            },
+                            {
+                                "$ref": "#/components/schemas/Bond"
+                            }
+                        ],
+                        "maxItems": 3,
+                        "minItems": 3,
+                        "type": "array"
+                    }
+                ],
+                "maxItems": 2,
+                "minItems": 2,
+                "type": "array"
+            },
             "TsPoint_Bool": {
                 "items": [
                     {
@@ -16361,7 +16627,7 @@
             "name": "BSD 3"
         },
         "title": "Hastructure API",
-        "version": "0.28.6"
+        "version": "0.28.8"
     },
     "openapi": "3.0.0",
     "paths": {
diff --git a/test/DealTest/DealTest.hs b/test/DealTest/DealTest.hs
index 8a5e5e93..a4de6443 100644
--- a/test/DealTest/DealTest.hs
+++ b/test/DealTest/DealTest.hs
@@ -115,7 +115,7 @@ baseCase = D.TestDeal {
 
 baseTests = 
   let 
-   (dealAfterRun,poolCf,_,_) = DR.runDeal baseCase DealPoolFlowPricing Nothing (AP.NonPerfAssumption Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing)
+   (dealAfterRun,poolCf,_,_) = DR.runDeal baseCase DealPoolFlowPricing Nothing (AP.NonPerfAssumption Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing)
   in 
    testGroup "Base Deal Test" 
    [ testCase "Dates pattern" $
diff --git a/test/DealTest/MultiPoolDealTest.hs b/test/DealTest/MultiPoolDealTest.hs
index c0d04b07..cabcf019 100644
--- a/test/DealTest/MultiPoolDealTest.hs
+++ b/test/DealTest/MultiPoolDealTest.hs
@@ -93,7 +93,7 @@ baseCase = D.TestDeal {
 
 baseTests = 
   let 
-   (dealAfterRun,poolCf,_,_) = DR.runDeal baseCase DealPoolFlowPricing Nothing (AP.NonPerfAssumption Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing)
+   (dealAfterRun,poolCf,_,_) = DR.runDeal baseCase DealPoolFlowPricing Nothing (AP.NonPerfAssumption Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing Nothing)
   in 
    testGroup "Base Deal Test" 
    [ testCase "Dates pattern" $