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Add new ARM type mortgage #10
with
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periodic adj cap ( increase each reset time)
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life time cap ( total increase cap )
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payment cap ( with negative amortization)
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init rate with init period
201204_CFPB_ARMs-brochure.pdf
Probably new assumption at the end of initial period ends-> pct % of balance will repay if rate is higher .
ie.->
5/1, fix rate for 5 years and reset every 1 year afterwards
5/6, fix rate for 5 years and reset every 6 months afterwards
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Replies: 5 comments 1 reply
Complete with version 0.15.x
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Hi Shawn — following up on ARM support. I have been building a pure-Python port of Hastructure (pyabs) and need to cross-validate ARM cashflow projection against the reference engine. Currently calcCashflow for AdjustRateMortgage returns Left "to be implement on adjust rate mortgage" on master, Aug25, and Dec25 branches (Mortgage.hs:319).
Questions:
- Is there an unpushed/private branch where ARM
calcCashflowis implemented? - Is there a timeline for ARM support?
- For projected-cashflow revolving pools (BMW test07 deal), the engine errors with
Can not divide zero on ds: OriginalPoolBalance Nothing— is there a fix planned?
If reference output for either deal type becomes available, I can benchmark immediately. Thanks!
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- Probably not
- If it is not supported, I'll fix this in the weekend
- Sure, still target fixing it in this coming weekend, otherwise I'm losing the streak on Duolinguo
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Hi, Moving the ETA of this end of week .
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working on this, ETA in 3 days to be avaible in Dec25 Branch
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Test case fix_arm.py ( pls use marimo edit fix_arm.py to open it )
The issue resovled at 0.5.25 PROD engine
The sample case shall works with new syntax of schdule cashflow .
let me know if anything occured, thanks @kechenhk-lab