Changelog for Hastructure

0.50.0

2025-07-14

• NEW: add stopBy in run assumption ,which stop deal run by a list of Condition
• NEW: expose asset level cashflow ,with a toggle
• NEW: expose Un-Used Pool cashflow
• ENHANCE: parameterized the tweaks
• ENHANCE: update dependency to accomodate publishment to Hackage
• FIX: enable Lease deal for Financial reports

0.46.4

2025-06-10

• ENHANCE: add error message when calculation IRR for bond with non cashflow
• ENHANCE: add tweak: Stress Prepayment
• ENHANCE: add stop: Bond Principal Loss Bond Interest Loss

0.46.2

2025-06-08

• ENHANCE: add tweak: Balance Split and stop: Bond Met Target IRR

0.46.1

2025-06-07

• ENHANCE: add 2 more leaseEndType assumptions: Earlier Later which will end the lease projection base on two input End date and extention times.
• ENHANCE: expose new bond rate type in trigger effects. Now bond rate type can be changed during the projection.
• REFACTOR: with new refactor root finder endpoint and signature. In the long term, the refactor of signature lays down fundation for deal structuring domain, now it would be easy to implement all kinds of structuring features.

0.45.7

2025-05-26

• ENHANCE: add BaseByVec for vector-based rental change

0.45.5

2025-05-20

• NEW: MaxSpread feature for structuring stage: get max possible bond coupon rate !
• ENHANCE: Transfer from stack to cabal as build tool
• ENHANCE: Apply DList to trigger log
• ENHANCE: Enable Double Decline Balance in FixedAsset
• REFACTOR: Refactor Leasing asset type
  • Add Default assumption
  • Add Period-based rental ,in addition to Day-based rental calculation

0.45.2

2025-04-01

• ENHANCE: Performance optimization by replace List with DList.
• ENHANCE: In inspection ,expose IsOutstanding HasPassedMaturity in Pre

0.45.1

2025-03-25

• FIX: in Pricing/IRR, error when holding position is too small
• ENHANCE: engine will auto patch interest start date for bonds if it is not modeled. In PreClosing status, engine will use closing date as bond interest begin date ; In Non-PreClosing status, it defaults to use last waterfall distribution date as bond interest begin date.

0.45.0

2025-03-21

• BREAK: remove unused DealDates : FixInterval, CustomDates and PatternInterval. Since all these can be replace by new GenericDates in type DateDesp
• ENHANCE: now bond with No last interest accure day will begin accrue interest from closing date if the deal is in PreClosing mode, while the bond will use last bond day otherwise.
• FIX: IsPaidOff now can be queried in inspection formula

0.44.0

2025-03-11

• BREAK: Add PAC PAC Anchor to BondGroup, now BondGroup is Map String L.Bond (Maybe PrinType)
• NEW: add formula bondTargetBalance to query target amortized balance
• ENHANCE: expose PAC Anchor which is same to PAC except that the balance schedule will be ineffective if Anchor Bonds are paid off.

0.43.0

2025-03-08

• NEW: new interest type BalRef which bond will accrue its interest by a Formula, which is being used to model IO bond
• ENHANCE: in FirstLoss ,the stress will be applied to revolving assumption as well
• FIX: add interest accrued in bond pricing result
• BREAK: In waterfall ,the action CalcBondInt now only accepts a list of bond names
• BREAK: asset modeling and analytics lease has been refactored

0.42.10

2025-02-15

• NEW: expose new bond pricing : calculate IRR for holding a bond, hold and sell a bond, or buy a bond.
• ENHANCE: lift Pricing to expose error message.
• ENHANCE: change compare symbol in response from GT to > and others as well.
• ENHANCE: auto patch bond paid periods and pool collection periods for preClosing deal.

0.42.8

2025-02-13

• FIX: Enable byTerm assumption on Installment
• FIX: cap the default rate vector with 100% geneated by root.finder
• NEW: add PeriodBased rate curve or balance curve in Pre, i.e. easy to build default rate trigger in structuring stage

0.42.4

2025-02-06

• NEW: FirstLoss as new endpoint, which will stress on Default assumption till 0.01 loss on input tranche.
• NEW: New prepayment /default assumption via byTerm, which vector curves are being applied via term of the assets.

0.42.3

2025-02-04

• NEW: Multi-thread on pool cashflow projection
• NEW: Expose convexity on bond/asset
• NEW: Add new prepayment assumption PSA for Monthly mortgage
• NEW: Add new prepayment/default vector assumption based on asset origin term

0.42.1

2025-02-02

• NEW: add custom fee flow by BondPaidPeriod PoolCollectedPeriod index

0.42.0

2025-02-01

• ENHANCE: refactor calcPmt to boost 15x performance for mortgage cashflow projection.
• NEW: add ScheduleByIndex for bonds
• FIX: fundWith shall increase the bond balance
• ENHANCE: refactor Z-spread calc logic with numeric.root.finder

0.41.1

2025-01-11

• NEW: Multi Interest Bond which used to model in bond with step up feature ( sub ordinated interest) in European
• NEW: new assumption ,which used to funding existing bond.
• NEW: new query totalFunding for bond,which records all funding amount of bond.
• NEW: new query AmountRequiredForIRR for bond,which return the amount to be paid out make bond met the target IRR.
• NEW: in Rate Swap , the notional can be set by Formula
• ENHANCE: when account is being used as a source for support, it has option to book ledger with both credit and debit direction.
• FIX: payPrinBySeq was not paying out principal.

0.40.13

2024-12-17

• NEW: new formula totalFunded for bond with extra funding amount
• NEW: new deal run assumption FundBond, which records a time series funding amount for a single bond.
• ENHANCE: When booking account from support action, now user can book on Credit or Debit side
• FIX: payPrinBySeq was not working

0.40.9

2024-12-11

• ENHANCE: Ensure limit always return positive ,otherwise engine will throw error
• NEW: add new action changeStatus in waterfall, with optional Pre as condition to trigger the status change

0.40.6

2024-12-06

• NEW: new formula ledgerBalanceBy, which return either Credit or Debit balance of a ledger
• FIX: step-up coupon bond which has a floater index will increase forever
• ENHANCE: refactor on PDL book type.

0.40.1

2024-11-05

• NEW: break changes on API ,now the engine is able to throw out error message instead of just hanging.

0.31.0

2024-11-05

• NEW: new Call options assumption ,which specifies dates to be tested
• ENHANCE: transform financial report to a Tree from a Table

0.30.5

2024-11-02

• NEW: Expose bond factor formula for single bond
• FIX: Enable balanceSheet support for multiple pools
• FIX: Include logs from clean up waterfall
• FIX: Include logs from trigger/actions
• ENHANCE: query borrower number by Pool Id
• ENHANCE: query current pool balance by Pool Id

0.30.3

2024-10-20

• NEW: Expose combo sensitivity endpoint,
• NEW: Expose single clear ledger function
• NEW: Expose writeoffBySeq which write a list of bonds by sequence.
• NEW: Add new assumption curve with padding last value to rest
• NEW: Expose extra Stress on ppy/def curve, use can impose time-series based stress on prepayment and default.
• NEW: Expose transferMultiple, with one action transfer multiple account to single account
• ENHANCE: Expose pricing for bond groups
• ENHANCE: Instead of liquidating all pools but users now have the option to select pool to liquidate
• FIX: Revolve buy when building balance
• FIX: avoid duplicate run waterfall in call

0.28.21

2024-8-25

• ENHANCE: Expose pricing function with options of include or not include accrued interest.
• NEW: Ballon Mortgage
• NEW: Expose Assumption: defaultAtEnd with rates
• NEW: Expose revolving buy asset from multiple pools
• NEW: Expose which waterfall is run at each payment date

0.28.16

2024-8-6

• FIX: correct runPool cashflow order and add UT

0.28.15

2024-7-31

• FIX: enable compound formula on weighted average formula.

0.28.14

2024-07-06

• FIX: enable annualized rate fee type with formula bondbalance on bondGroup

0.28.13

2024-06-30

• NEW: new assumption issue bond which allow funding by issuing new bonds during cashflow projection.
• NEW: new asset class projectScheduleFlow which can be divided projected cashflow with fix portion and float portions. The interest from the float portion will be affected by interest rate assumption.
• ENHANCE: enable formula bondRate/bondWaRate on bondGroup
• FIX: formula will return inf if a divide with zero instead of just throw exception
• FIX: financial reports was failing because it can’t access to interest due on bond group.
• FIX: enable formula query on bond groups

0.28.8

2024-06

• FIX: limit on payFee was not working with duePct
• ENHANCE: expose transaction statement for triggers

0.28.2

2024-05-27

• NEW: enable trigger to run waterfall actions
• FIX: the result log used to be doubled each pool collection period
• FIX: payPrinResidual will use all cash from account regardless principal due of bonds, which may caused negative balance of bonds( cash of account > principal due of bond)

0.28.1

2024-05-26

• BREAK : add bondGroup, which group bonds and pay with prorata/sequential/by coupon rate/by maturity/by start date
• BREAK : add begin balance/accure interest/as of date for cashflow frame
• BREAK : add interest arrears interest over interest on bond cashflow
• NEW: add interest over interest settings on bonds and expose interest over interest interest due flow
• ENHANCE: add tabular representation of cashflow frame
• FIX: fix rolling default rate query

0.27.21

2024-05-15

• NEW: add weekday <n> in the date pattern
• ENHANCE: expose weekly /biweekly in Period
• NEW: now allow new first N period without Fee feature to model cashflow of type Installment
• FIX: negative pool balance for (revolving pool asset >= 2)

0.27.13

2024-05-05

• ENHANCE: enable all Combination Type formula (via patching dates)
• ENHANCE: add capability to query txn in (Fee/Bond/Account) via a comment

0.27.12

2024-05-04

• ENHANCE: deal will return how it was ended in projection

0.27.11

2024-05-04

• NEW: Formula: originalBondBalance,BondDuePrin
• NEW: Waterfall Action: CalcBondPrin,PayPrinWithDue
• ENHANCE: fix Formula: PoolFactor
• NEW: Enable * between formulas
• FIX: Unlimit Liquidity Provider has wrong available balance

0.27.7

2024-05-01

• ENHANCE: Enable pricing on asset via a constant rate/rate curve; add duration for asset pricing (curve only)

0.27.4

2024-04-15

• ENHANCE: Pool run: enhance multip-scenario run and mulitple-assets type run
• ENHANCE: Enable revovling on Receivable
• ENHANCE: add RecoveryByDays to Receivable ,which describes recovery cash received after default.
• FIX: Fix single asset run on lease
• FIX: Failed to include cumulative stats on revolving buy assets
• FIX: Multi-asset run was failure due to including schedule cashflow run.
• ENHANCE: upgrade stack resolver from lts-18.22 to lts-22.6

0.27.0

2024-04-01

• NEW: Now docker image ship with Apple silicon chip ! Happy hacking Mac users !

0.26.2

2024-03-24

• FIX: patch recoveries for Mortgage type cashflow
• NEW: add new asset class Receivable which represent a invoice factored,trading receivable
• NEW: DefaultAtEnd assumption, which assumes asset default at last payment(For Receivable)

0.26.1

2024-03-09

• NEW: fundWith which will increate the balance of bond and deposit cash to account.
• NEW: writeOff which will write off balance of bond via a formula
• NEW: a new predicate passMaturity which True if bonds has passed their expected maturity/pay off date.
• NEW: Not as composite boolean test.
• NEW: add new OAS pricing assumption, which return OAS spread given input scenarios.

0.26.0

2024-02-27

• NEW: add NO_FirstN as type of Mortgage which implies no payment for first N period and interest due will be capitalized.
• NEW: add IO_FirstN as type of Mortgage which implies no principal payment for first N period.
• NEW: add Make Whole Feature, which allow user to set a ,,<WAL/Spread> Table. The bond will be componsate with PV from spread determined by WAL remaining.

0.25.0

2024-02-16

• NEW: add resec deal, which allow to use bonds as underlying assets and allow user to set assumption on underlying deals.

0.24.1

2023-12-17

• NEW: add payIntBySeq which pay interest to bonds sequentially with optional limit
• NEW: add condition to “ExtraSupport” ,which support only available if a is satisfied
• NEW: add Nothing to trigger effects
• NEW: add payFeeBySeq to which pay a list of fees sequentially with optional limit
• NEW: add a fee type which due amount is X per pool collection period
• NEW: add a fee type which is a lookup table with look up value from a formula
• NEW: add override feature rate and balance to calcDueInt action in waterfall.
• NEW: multiple pool support !! now engine support multiple pools in a deal with mixed assets.
• NEW: add query on present value on schedule pool cashflow, which enable Yield Maitenance Overcollaterisaztion supports

0.23.1

2023-11-16

• NEW: new asset class FixAsset type , which yield cashflow given a capacity and assumption called utilization rate curve. The new asset type is applicable to Hotel booking/EV Charge station/Solar Panel/Wind Power type.
• NEW: new rate hedge instrument RateCap which yield cash if rateCurve is higher than a strike rate
• NEW: add accruedInterest field in pool stats, which will be deducted from pool cash flow
• NEW: add payPrinBySeq in waterfall action, now user can pay prin bond via a simple list.
• NEW: add an assumption fireTrigger which mannualy fire a trigger at point of projection
• NEW: add pool collection type totalCash will aggregate all pool cash field
• NEW: payInt now accept a limit which constrain how much interset to be paid via a formula
• NEW: add bookBy a ledger via formula
• NEW: add I_P to Mortgage type ,which models Buy To Let type mortgage( interest only and principal at last period)
• ENHANCE: include Lens and code clean up
• BREAK: refactor StepUp out of interest part of bond.

0.22.2

2023-10-27

• ENHANCE: expose cumulative stats on pool cashflow returned by runDeal

0.22.1

2023-10-26

• NEW: add default by amount assumption, which enable user to set a total amount of default alongside with a vector.
• ENHANCE: misc refactors

0.22.0

2023-10-15

• BREAK: cashflow now with Cumulative Stats ( cumulative default/delinq/loss/prepayment/principal/recovery)
• NEW: expose inspect in waterfall action to observe variables during a waterfall execution
• NEW: stepup now accpet a pre instead of a date to switch rate
• ENHANCE: auto patch issuance balance for PreClosing Deal
• ENHANCE: implement pre-run check and post-run check
  • IssuanceBalance check : Ongoing Deal shall have a IssuanceBalance value in Pool
  • Interest Rate check : index required by deal should be found in assumption
  • Waterfall action check : actions in waterfall ( source/target) should exist in deal object
• FIX: fix bug on prepay penalty when using stepDown
• FIX: fix project cashflow for Loan

0.21.5

2023-10-8

• ENHANCE: in the revolving buy , now buy amount is no longer a multipler of revolving assets face value
• FIX: now revolving asset may have remtain term == original term

0.21.4

2023-9-27

• ENHANCE: require a new status when defining a deal in preClosing stage
• FIX: fix a bug when reading financial report logs

0.21.3

2023-9-26

• NEW: include a default/delinq/loss status map when projecting cashflow
• NEW: implement haircut as extra stress projecting mortgage
• ENHANCE: include called deal status, which will be set when deal was triggered with a clean up call assumption
• ENHANCE: expose runAsset endpoint
• ENHANCE: expose formula query on deal status as well as trigger status
• ENHANCE: add rampUp deal status
• FIX: adjust bond reset date from cutoff date to closing date

0.21.1

2023-9-21

• BREAK: seperate performance assumption
• BREAK: add delinquency projection on mortgage as well as schedule mortgage cashflow

0.20.3

2023-9-4

• ENHANCE: now user can include boolean/int/balance/rate type query in inspect field

0.20.2

2023-8-31

• BREAK: move Trigger from list into a map with a name
• ENHANCE: add CumulatiePoolDefaultedRateTill to query default rate as of collection period N , then support query last one,last two default rates in the past as a rolling basis..
• ENHANCE: add queryBool with test logic of any or which will test all predicates or any predicates are/is satisfied. With new included aforementioned formula above, the engine can have a predicate like last 2 period cumulative defaulte rates are all lower than 5%, any last 2 period cumulative defaulte rates is higher than 5%

0.20.1

2023-8-29

• ENHANCE: add LedgerTxnAmt , allow user to query transaction amount for a ledger by comment
• ENHANCE: expose Abs in formula , which will get absolute value of another formula

0.20.0

2023-8-25

• BREAK: refactor payInt and payFee which includes extraSupport from either another account or liquidation provider, with option to book PDL draw on ledger
• NEW: expose Cumulative Net Loss Cumulative Net Loss Ratio Bond Rate Bond Weight Average Rate in formula
• NEW: expose Avg in formula ,which can calculate average value from a list of deal stats.
• NEW: expose RefRate in bond , now bond can be setup interest rate which reference to a value of deal , could be like 100% of Pool WAC coupon , or average of bond rate of bonds etc.
• ENHANCE: add liquidity provider interest swap to balance sheet repot
• ENHANCE: add new bool query is_most_senior_bond
• ENHANCE: add new balance query PoolCurCollection returns target pool source balance in last collected period
• ENHANCE: refactor account transfer by target reserve amount

0.19.15

2023-8-20

• ENHANCE: add reserve account excess/gap to formula
• ENHANCE: refactor bond step up coupon by date ,which pertains to Euro deals
• ENHANCE: add comments to souce code and prepare to release to Hackage

0.19.12

2023-8-17

• NEW: Add Step Up By Date /Cap/Floor coupon type for bond
• NEW: Add Prepay Penalty attribute on Mortgage, penalty types includes:
  • rate0 before term N and rate1 after term N
  • Fixed amount in lifetime or before term N
  • Fixed pct in life time or bfore term N
  • Sliding from rate0 by step of rate1
  • Ladder type like first 12 periods with Pct of Rate0 , next 12 periods with Pct of Rate1
• ENHANCE: refactor liquidity provider
  • include a maybe valid date of the agreement
  • include floater index

0.19.11

2023-8-14

• ENHANCE: add calcAndPay action for fee
• ENHANCE: expose new assumption on expense projection
• ENHANCE: include a new NO_IE type to generate dates vector
• FIX: Fix missing periods of recurr type of fee

0.19.10

2023-8-7

• NEW : add a new expense type: TargetBalanceFee, which due amount = <formula 1> - <formula 2>
• ENHANCE: add query total txn amount for account/bond/expense with optional comment as a filter
• ENHANCE: expoese query on cumulative pool on recoveries principal interest prepayment
• ENHANCE: expoese query on beg balance on pool

0.19.8

2023-7-24

• ENHANCE: trancate payments records for bond with 0 balance and 0 due interest/due pricipal

0.19.7

2023-7-19

• ENHANCE: expose query on cumulative pool recoveries
• ENHANCE: expose factor in query
• ENHANCE: ensure principal payment is cap via bond oustanding balance

0.19.6

2023-7-18

• FIX: update PDL Ledger balance after bookBy action

0.19.4

2023-7-17

• FIX: fix pricing error if bond flow size is 0

0.19.0

2023-7-1

• BREAK : seperate payInt action and accrueInt action
• ENHANCE: optimize Z-spread calculation
• ENHANCE: re arrange deal.hs , break down code logic into seperate files.
• NEW: include ledgers to accomodate PDL feature (Principal Deficiency Ledger)
• ENHANCE: expose rounding on deal stats, which rounds interest rate change by a factor of fix amount ,or pay principal on balance by a factor of fix amount.
• ENAHNCE: expose runDate endpoint as sandbox for user to play with <datePattern>

0.18.9

2023-6-23

• NEW : add floorAndCap formula to set upper or lower bound of formula value
• NEW : add formula based fee rate for pct and annual type of fee

0.18.1

2023-6-21

• NEW : Project cashflow for a list of asset, with performance assumption
• ENHANCE : Add limit for revolving buy action
• ENHANCE : Add default waterfall
• NEW : Add “IF-ELSE” in waterfall action

0.18.0

2023-6-8

• NEW “Major” : expose revolving assumption !
• NEW : Pre now support comparing with a balance type formula ,not limited to a balance number

0.17.2

2023-5-24

• NEW: expose exclude dates and offset by days

0.17.1

2023-5-21

• NEW: expose trigger status in Inspect

0.17.0

2023-5-21

• NEW: expose BalanceSheet Report and Cashflow Report, user can query them via set flags in assumption
• BREAK: normalized some account comments to be analysed when compling Cashflow Report

0.16.0

2023-5-13

• NEW: expose bond with Step-Up coupon feature
• BREAK:using DatePattern to annotate reset date for floater bonds
• FIX: data query in the trigger

0.15.4

2023-5-6

• FIX: Fix cashflow projection logic for Installment
• Include DefaultedRecovery assumption for defaulted assets.

0.15

2023-5-1

• Introduce new asset : AdjustRateMortgage with assumption:
  • init period,first reset cap, periodic reset cap,lifetime cap, lifetime floor
• Docker hub will host each stable releases of Hastructure