Financial engineering | Technical project
Engineering a mortgage cash-flow toolkit in Python.
Mortgage collateral, payment waterfalls, prepayment scenarios and reinvestment analysis in a historical development project.
The question
Mortgage analytics require connected calculations for principal, interest, prepayments, fees and the allocation of available cash to different securities.
Adam’s work
Adam developed a Python toolkit covering mortgage collateral cash flows, prepayment scenarios and collateralized mortgage obligation (CMO) waterfalls. The source includes sequential and accrual structures, planned amortization class (PAC) and support-tranche calculations, and reinvestment analysis.
The contribution
The archived toolkit contains cash-flow reconciliation checks and expected-value tests for reinvestment calculations. Source files and Adam’s commit history establish the development work.
About this case
Based on inspected source files and authorship records in Adam’s work archive. This is a historical technical project, rather than a client case or a currently validated software product.
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