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Model a freddiemac deal #6
yellowbean
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Deal Modeling in AbsBox
- dev a util function to parse the loan level txt file and feed to
absbox - design util function to build a deal
- G-fee and service fee
- waterfall
- Tranches
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One way to model GSE's insurance to mortgages :
- add liquidity provider -> GSE
- after each end of pool collection period , liquidity provider would
- check cumulative defaulted balance
- liquidity provided
- using the difference as the amount need to be deposit to an account
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