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