0.30.x

[yellowbean]

• BUG: fix pool balance when there are multiple assets in revolving pool
• FIX: remove duplication of waterfall execution in a call execution
• NEW: add new sensitivity endpoint which include 3 maps of input (deal, pool perf, deal assump)
• NEW: writeOff sequentially to list of bonds,
• NEW: clear ledger in the Limit
• BREAK: select a pool to sell/liquidate
• ENHANCE: patch cashflow status(begBal,begDate,AccInt) on asset cashflow
• NEW: prepayment/default extra stress curve
• NEW: waterfall action :transfer multiple accounts to single one

[yellowbean]

@Orangemaple23 could you try with 0.29.7 ? I haven't add UT yet, it passes your case. I will add UT and more other cases next week.

[Orangemaple23]

Hi @yellowbean I have just tested and the issue seems to be resolved. Thank you!

[Orangemaple23]

I have just noticed that with a multi pool deal, the balance does not show the correct balance. Will update with an example next week.

[yellowbean]

I have just noticed that with a multi pool deal, the balance does not show the correct balance. Will update with an example next week.

Does the incorrect balance come from formula or cashflow resutl r[pool][flow] ?

[Orangemaple23]

Hello, from r[pool]['flow]

[yellowbean]

extra stress.ipynb.zip
If you have 0.29.9 ready (both engine and python wrapper from pypi ), you shall able to run this extra stress @Orangemaple23 , let me know if this extra stress is expected.

padding default/prepayment rates sample ( now the curve will padding with last rate )
RunAsset-PaddingDefaultRate.ipynb.zip