https://github.com/absbox/hastructure
ABS/MBS cashflow engine written in Haskell, with API to Python and C/Java (on the way)
https://github.com/absbox/hastructure
abs cashflow clo mbs modeling modelling structured-finance structuring
Last synced: about 1 month ago
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ABS/MBS cashflow engine written in Haskell, with API to Python and C/Java (on the way)
- Host: GitHub
- URL: https://github.com/absbox/hastructure
- Owner: absbox
- License: other
- Created: 2022-05-22T15:05:41.000Z (over 3 years ago)
- Default Branch: master
- Last Pushed: 2025-09-16T08:26:20.000Z (4 months ago)
- Last Synced: 2025-09-16T10:25:14.656Z (4 months ago)
- Topics: abs, cashflow, clo, mbs, modeling, modelling, structured-finance, structuring
- Language: Haskell
- Homepage: https://deal-bench.xyz
- Size: 3.67 MB
- Stars: 26
- Watchers: 4
- Forks: 4
- Open Issues: 47
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- License: LICENSE
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# What is Hastructure ?
``Hastructure`` names after ``Haskell`` and ``Structured Finance``, aims to provide cashflow projection for deal/transactions described in either Haskell structure or ``JSON`` via RESTful Service, with inputs from below:
* deal components (bonds,assets,accounts,waterfall,trigger,fees etc.)
* pool performance assumption input as well as interest rate assumption
``Hastructure`` will generate outputs:
* cashflow of bonds/accounts/fees
* pricing of bonds
* or other outputs make your lose money faster :sunglasses:
# Why Hastructure ?
* :bricks: A collection of building blocks to build cashflows model for structured product. User just need to `compose` them together.
* :car: In-house and white-label friendly.
* :flags: No lock-in risk, all JSONs input/output, no proprietary file formats.
# I'm using language XXX
* :snake: [Python wrapper](https://github.com/yellowbean/PyABS) is in ``Beta`` now !
* :coffee: Easy integration with ``Java/C#/C++/JavaScript/Python`` with ``RESTful`` interface and Docker image are ready.
* C/Java : [here](https://github.com/absbox/Hastructure/issues/106)
### Documentation
* see what `Hastructure` is capable of -> [Here](https://absbox-doc.readthedocs.io/en/latest/)
* [Where is `Hastructure` doc ? ](https://github.com/absbox/Hastructure/wiki/Where-is-documentation-of-Hastructure-%3F)
### Features
* Integration
* Built-in REST API services
* Language independent, integration friendly.
* Swagger -> [here](https://github.com/absbox/Hastructure/blob/master/swagger.json)
* Public server status -> [here](https://absbox.org)
* Docker Support
* Asset class coverage (Mortgage/Student Loan/Auto Loan/Rentals/Corp Loan/Consumer Installment)
* Pool Assumptions
* Mortgage (Prepay, Prepay Penalty, Deliquency, Default,Recovery Lag/Rate)
* Installment (Prepay Default Recovery Lag/Rate)
* Corp Loan (Prepay Default Recovery Lag/Rate)
* Receivable (Default Recovery Lag/Rate)
* Rentals (Gaps between leases,Rental Curve Assumption)
* Fixed Asset ( Uitility Rate)
* Multiple Waterfalls
* Clean up waterfall/ Pre,Post Enforcement waterfall
* Pool collection waterfall
* Accounts
* Reserve Account/Bank Account (with interest)/Cash Account/ Ledger(PDL)
* Bonds/Tranches
* Float Index rate / Step Up coupon type / Fix Rate
* Sequential / Prepay Lockout /PAC Bond Support /Z Bond Support
* Bond Pricing (IRR /WAL /Duration /Accrual Int)
* Call
* call by Pool/Bond Balance amount;Bond/Pool Factor;On Date/or after
* Fees
* Pool / Bond balanced based fees
* Fix Amount Fees / Custom Fee Flow / Number Type Fee of a deal / Formula based fee rate
* Liquidity Provider
* line of credit/ Unlimit support
* interest charge or fee charge on the credit used & unused
* Trigger
* Base on Date
* Base on Free Formula, Bond /Pool metrics
* Base on Pool performance, like Cumulative Default Rate, last 3 periods delinquency rates.
* Base on any combination above
* Interest Swap
* Float to Float/ Fix to Float
* formula based notional balance
* Scenario Analysis
* Running multiple scenarios on single deal
* Pricing on single asset
* Revoving Buy Analysis
* Free Formula Support
* User is able to using statistics of deal ( Pool Balance,Account balance ,total Bond Balance of , A factor of .. ) to construct formula which used to specify the amount of cash to transfer , pay out to fee or liabilities etc.
* Misc
* Support user define pay dates & pool collection dates
### Online Demo
The demo only cover very limit features of this engine and subject to UI performance issue due to rapid prototype design of web component
**Pls noted that the web demo is far behind latest development/stable version**
* [Here](https://deal-bench.xyz)
### Others
* [Why yet another cashflow engine](https://github.com/absbox/Hastructure/wiki/Why-Yet-Anohter-Cashflow-Engine)