Model a freddiemac deal

[yellowbean]

• dev a util function to parse the loan level txt file and feed to absbox
• design util function to build a deal
  • G-fee and service fee
  • waterfall
  • Tranches

[yellowbean]

One way to model GSE's insurance to mortgages :

• add liquidity provider -> GSE
• after each end of pool collection period , liquidity provider would
  • check cumulative defaulted balance
  • liquidity provided
  • using the difference as the amount need to be deposit to an account