ABS 现金流建模
ABS 现金流建模:建模资产支持证券交易结构,模拟抵押贷款池现金流、债券分级偿还和瀑布分配,分析 tranche 收益与风险表现。 含 15 条反模式约束。
晶体简介
Constraints
Evidence Quality
Medium confidence — review before critical use
52 条不可违反的约束
WHENWhen defining deal dates in Generic or SPV dataclasses
ACTIONprovide dates in ISO format YYYY-MM-DD validated by vDate()
CONSEQUENCEInvalid date format causes mkDate() RuntimeError at generic.py:171 or china.py runtime failure, preventing deal serialization and engine execution
WHENWhen instantiating Generic or SPV with pool assets
ACTIONprovide valid asset pool structure recognized by identify_deal_type()
CONSEQUENCEAsset pool structure mismatch causes identify_deal_type() RuntimeError at component.py:1793 or 1817, preventing deal type identification and engine execution
WHENWhen creating Generic or SPV deal instances
ACTIONinclude dates, pool, and bonds as required non-None arguments
CONSEQUENCEMissing required fields causes Python TypeError at dataclass instantiation, preventing deal definition from being created
常见问题
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