def get_actual_cashflows(X, X_int_rate, X_compound_rate, date_range_length):
'''
Generates actual cashflow for each loan, i.e. monthly payments multiplied
by actual payment as fraction of installment and compounded to the maturity
of the loan
Parameters:
X: Values pertaining to actual payment made. numpy array.
X_int_rate: Interest rate paid by each loan in X, 1-dimensional. numpy array.
X_compound_rate: Compounding rate for time value of money calculations,
1-dimensional. numpy array.
date_range_length: Total length of calculation period, normally 36. integer.
Returns:
Actual cashflows, as a list of numbers indicating actual payments made.
numpy array.
'''
payout_actual = get_actual_payout(X, date_range_length)
return get_cashflows(payout_actual, X_int_rate, X_compound_rate,
date_range_length)
def get_expected_cashflows(self, X, X_int_rate, X_compound_rate,
X_sub_grade, date_range_length):
'''
Generates expected cashflow for each loan, i.e. monthly payments
multiplied by probability of receiving that payment and compounded to
the maturity of the loan.
Parameters:
X: Values pertaining to loan features, with n columns. numpy array.
X_int_rate: Interest rate paid by each loan in X, 1-dimensional. numpy array.
X_compound_rate: Compounding rate for time value of money calculations,
1-dimensional. numpy array.
X_sub_grade: Sub-grade of each loan in X, 1-dimensional. numpy array.
date_range_length: Total length of calculation period, normally 36. integer.
Returns:
Expected cashflow over the life of the loan. numpy array.
'''
expected_payout = self.get_expected_payout(X, X_sub_grade)
return get_cashflows(expected_payout, X_int_rate, X_compound_rate,
date_range_length)
def get_actual_cashflows(X, X_int_rate, X_compound_rate, date_range_length):
'''
Generates actual cashflow for each loan, i.e. monthly payments multiplied
by actual payment as fraction of installment and compounded to the maturity
of the loan
Parameters:
X: Values pertaining to actual payment made. numpy array.
X_int_rate: Interest rate paid by each loan in X, 1-dimensional. numpy array.
X_compound_rate: Compounding rate for time value of money calculations,
1-dimensional. numpy array.
date_range_length: Total length of calculation period, normally 36. integer.
Returns:
Actual cashflows, as a list of numbers indicating actual payments made.
numpy array.
'''
payout_actual = get_actual_payout(X, date_range_length)
return get_cashflows(payout_actual, X_int_rate, X_compound_rate,
date_range_length)
def get_expected_cashflows(self, X, X_int_rate, X_compound_rate,
X_sub_grade, date_range_length):
'''
Generates expected cashflow for each loan, i.e. monthly payments
multiplied by probability of receiving that payment and compounded to
the maturity of the loan.
Parameters:
X: Values pertaining to loan features, with n columns. numpy array.
X_int_rate: Interest rate paid by each loan in X, 1-dimensional. numpy array.
X_compound_rate: Compounding rate for time value of money calculations,
1-dimensional. numpy array.
X_sub_grade: Sub-grade of each loan in X, 1-dimensional. numpy array.
date_range_length: Total length of calculation period, normally 36. integer.
Returns:
Expected cashflow over the life of the loan. numpy array.
'''
expected_payout = self.get_expected_payout(X, X_sub_grade)
return get_cashflows(expected_payout, X_int_rate, X_compound_rate,
date_range_length)
