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feat: fix pool-level DefaultByAmt allocation across multiple assets - #321

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samnaughtonb:feat/fix-defaultbyammount-assumption
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feat: fix pool-level DefaultByAmt allocation across multiple assets #321
samnaughtonb wants to merge 1 commit into
absbox:master from
samnaughtonb:feat/fix-defaultbyammount-assumption

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@samnaughtonb

@samnaughtonb samnaughtonb commented Aug 16, 2026
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previously we were passing the DefaultByAmmount assumptions unchanged across multiple assets

this change we allocate the requested amount across mortgage assets in prorata proportion to their current balances before projecting their cash flows (fixes #320)

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Thanks, I'll try to merge it by end of Sep.
Looks great !

yellowbean commented Aug 23, 2026
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Cherry pick to Sep26 branch #322

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[Break] Assumption : DefaultByAmount is applying all assets in the pool

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