Understand mortgage bonds and tranche risks.
What it does
Explains structured fixed-income risks and provides formulas and examples for analyzing prepayments, mortgage cash flows, and tranche protection.
When to use it
Use for questions about structured fixed-income securities, prepayment risk, tranching, securitization, or waterfall structures.
How to use it
Give it a structured fixed-income question; it returns an analysis using the supplied concepts, formulas, and worked examples.
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What you need · 2
Enables the documented commands for running the bundled demonstration and verifying its outputs with inline dependencies.
Python 3.11 or later is required to run the bundled calculation script.
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