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Friendly function for creating pool performance vector

Open yellowbean opened this issue 2 years ago • 0 comments

Background

By current design, the CDR CPR vector curve is just a python list ,which is not easy way to understand how this vector being applied to pool performance .

image

Question _0.01 being applied to what asset periods ? when the 0.01 starts ? _

Solution 1: create a util function to create pool performance vector via dates

function buildVector():

buildVector( dealObject, "CDR",  ["<date1>",<val1>],[<date2>,<val2>].....)
# it will drop the data points before projection start date ( cutoff date / and previous collection date ) 
# if the <date1> is after the projection start date , raise error 

yellowbean avatar Mar 05 '24 07:03 yellowbean