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update regression and docs
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absbox/tests/regression/main.py

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@@ -183,12 +183,12 @@ def test_asset_02(setup_api):
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,read=True)
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assert ppyRate(r[0])[1:] == [0.02, 0.02, 0.02]+[0.03]*6
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@pytest.mark.skip(reason="public server doesn't support this test due to performance")
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@pytest.mark.analytics
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def test_first_loss(setup_api):
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r0 = setup_api.runFirstLoss(test01
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,"A1"
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,poolAssump=("Pool",("Mortgage",{"CDRPadding":[0.01,0.02]},{"CPR":0.02},{"Rate":0.1,"Lag":5},None)
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,None
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,None)
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)
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assert r0['contents'][0] == 31.6013610271222
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closeTo(r0['contents'][0], 31.60100353659348, r=6)

docs/source/analytics.rst

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@@ -1335,7 +1335,13 @@ User can input with an assumption with one more field ("Bond Name") compare to s
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* bond name
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The engine will stress on the default assumption till the bond incur a 0.01 loss.
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Then engine return a tuple with the factor it used and the stressed assumption.
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Then engine return a tuple
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* The factor it used and the stressed assumption.
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* The assumption was applied to make the bond incur first 0.01 loss.
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.. warning::
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The iteration begins with stress 500x on the default assumption. Make sure the default assumption is not zero
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.. code-block:: python
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docs/source/modeling.rst

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@@ -435,7 +435,9 @@ Compare with a date-based curve
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Compare with a index-based curve
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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* ["periodRateCurve", <formula>, ">", <Selector Formula>, <curve>] -> true when <formula> greater than a value query from a curve by <selector> formula
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.. versionadded:: 0.42.3
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* ``["periodRateCurve", <formula>, ">", <Selector Formula>, <curve>]`` -> true when <formula> greater than a value query from a curve by <selector> formula
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.. seealso::
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