Known Issues & Enhancements

Known Issues

  • Insufficient Test Coverage

  • No Automated Tesing Pipeline

  • Collateral cash flows are calculated slightly differently from other models

  • Can not run collateral cash flows for Known Collateral

  • Can not run collateral cash flows for Securitized Collateral

  • “0 PSA” Benchmark cash flows do not use Bond Value

  • Notional tranches are not implemented

  • MACR tranches are not implemented

  • No ability to run Residual cash flows

Enhancement Proposals

  • Create Domain Specific Language for modeling payment rules

  • Allow for queries to FRED DB for current and historic interest rate values