diff --git a/CHANGELOG.md b/CHANGELOG.md --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -2,6 +2,16 @@ +## 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 diff --git a/Hastructure.cabal b/Hastructure.cabal --- a/Hastructure.cabal +++ b/Hastructure.cabal @@ -5,7 +5,7 @@ -- see: https://github.com/sol/hpack name: Hastructure -version: 0.45.3 +version: 0.50.0 synopsis: Cashflow modeling library for structured finance description: Please see the README on GitHub at category: StructuredFinance,Securitisation,Cashflow @@ -76,11 +76,11 @@ src build-depends: Decimal >= 0.5.2 && < 0.6, - base >= 4.18.0 && < 4.20, + base >= 4.18.0 && < 4.21, deepseq >= 1.5.1 && < 1.6, MissingH >= 1.6.0 && < 1.7, containers >= 0.6.8 && < 0.7, - template-haskell >= 2.20.0 && < 2.22, + template-haskell >= 2.20.0 && < 2.21.1.0, bytestring >= 0.12.1 && < 0.13, exceptions >= 0.10.7 && < 0.11, mtl >= 2.3.1 && < 2.4, @@ -99,7 +99,7 @@ generic-lens >= 2.2.2 && < 2.3, http-types >= 0.12.4 && < 0.13, ieee754 >= 0.8.0 && < 0.9, - lens >= 5.2.3 && < 5.3.5, + lens >= 5.2.3 && < 5.3.6, parallel >= 3.2.2 && < 3.3, math-functions >= 0.3.4 && < 0.4, monad-loops >= 0.4.3 && < 0.5, diff --git a/app/Main.hs b/app/Main.hs --- a/app/Main.hs +++ b/app/Main.hs @@ -104,7 +104,7 @@ version1 :: Version -version1 = Version "0.46.4" +version1 = Version "0.50.0" wrapRun :: [D.ExpectReturn] -> DealType -> Maybe AP.ApplyAssumptionType -> AP.NonPerfAssumption -> RunResp diff --git a/src/Cashflow.hs b/src/Cashflow.hs --- a/src/Cashflow.hs +++ b/src/Cashflow.hs @@ -25,10 +25,10 @@ ,mergeCf,buildStartTsRow ,txnCumulativeStats,consolidateCashFlow, cfBeginStatus, getBegBalCashFlowFrame ,splitCashFlowFrameByDate, mergePoolCf2, buildBegBal, extendCashFlow, patchBalance - ,splitPoolCashflowByDate + ,splitPoolCashflowByDate ,getAllDatesCashFlowFrame,splitCf, cutoffCashflow - ,AssetCashflow,PoolCashflow - ,emptyCashflow,isEmptyRow2 + ,AssetCashflow,PoolCashflow + ,emptyCashflow,isEmptyRow2 ) where import Data.Time (Day) @@ -269,23 +269,23 @@ (ls,rs) = splitByDate txns d st newStatus = case rs of [] -> (0, d, Nothing) - (r:_) -> (mflowBegBalance r, d, Nothing) + (r:_) -> (buildBegBal rs, d, Nothing) in (CashFlowFrame status ls,CashFlowFrame newStatus rs) + splitPoolCashflowByDate :: PoolCashflow -> Date -> SplitType -> (PoolCashflow,PoolCashflow) splitPoolCashflowByDate (poolCF, mAssetCfs) d st = let (lPoolCF,rPoolCF) = splitCashFlowFrameByDate poolCF d st mAssetSplited = (\xs -> [ splitCashFlowFrameByDate x d st | x <- xs ]) <$> mAssetCfs assetCfs = (\xs -> [ (lCf, rCf) | (lCf,rCf) <- xs ]) <$> mAssetSplited - lAssetCfs = (\xs -> fst <$> xs ) <$> assetCfs - rAssetCfs = (\xs -> snd <$> xs ) <$> assetCfs + lAssetCfs = (fst <$>) <$> assetCfs + rAssetCfs = (snd <$>) <$> assetCfs in ((lPoolCF, lAssetCfs) , (rPoolCF, rAssetCfs)) - getTxnLatestAsOf :: CashFlowFrame -> Date -> Maybe TsRow getTxnLatestAsOf (CashFlowFrame _ txn) d = L.find (\x -> getDate x <= d) $ reverse txn @@ -425,7 +425,7 @@ buildBegBal :: [TsRow] -> Balance buildBegBal [] = 0 -buildBegBal (x:_) = mflowBegBalance x +buildBegBal (x:xs) = mflowBegBalance x sumTs :: [TsRow] -> Date -> TsRow diff --git a/src/Deal.hs b/src/Deal.hs --- a/src/Deal.hs +++ b/src/Deal.hs @@ -1020,15 +1020,16 @@ let poolFlowUsedNoEmpty = Map.map (over CF.cashflowTxn CF.dropTailEmptyTxns) (getAllCollectedFrame finalDeal Nothing) + let poolFlowUnUsed = osPoolFlow & mapped . _1 . CF.cashflowTxn %~ CF.dropTailEmptyTxns + & mapped . _2 . _Just . each . CF.cashflowTxn %~ CF.dropTailEmptyTxns bndPricing <- case mPricing of (Just p) -> priceBonds finalDeal p Nothing -> Right Map.empty return (finalDeal , poolFlowUsedNoEmpty - , getRunResult finalDeal ++ V.validateRun finalDeal ++ DL.toList (DL.append logs (unCollectedPoolFlowWarning osPoolFlow)) + , getRunResult finalDeal ++ V.validateRun finalDeal ++ DL.toList (DL.append logs (unCollectedPoolFlowWarning poolFlowUnUsed)) , bndPricing - , osPoolFlow & mapped . _1 . CF.cashflowTxn %~ CF.dropTailEmptyTxns - & mapped . _2 . _Just . each . CF.cashflowTxn %~ CF.dropTailEmptyTxns + , poolFlowUnUsed ) -- `debug` ("run deal done with pool" ++ show poolFlowUsedNoEmpty) where (runFlag, valLogs) = V.validateReq t nonPerfAssumps @@ -1038,9 +1039,11 @@ Nothing -> Nothing Just (AP.AvailableAssets rp rperf) -> Just (Map.fromList [("Consol", (rp, rperf))]) Just (AP.AvailableAssetsBy rMap) -> Just rMap - -- TODO: need to add warning if uncollected pool flow is not empty - unCollectedPoolFlowWarning pMap = if sum (Map.elems (Map.map (CF.sizeCashFlowFrame . view _1) pMap)) > 0 then - DL.singleton $ WarningMsg "Oustanding pool cashflow hasn't been collected yet" + unCollectedPoolFlowWarning pMap = let + countMap = Map.map (CF.sizeCashFlowFrame . view _1) pMap + in + if sum (Map.elems countMap) > 0 then + DL.singleton $ WarningMsg $ "Oustanding pool cashflow hasn't been collected yet"++ show countMap else DL.empty diff --git a/src/Deal/DealAction.hs b/src/Deal/DealAction.hs --- a/src/Deal/DealAction.hs +++ b/src/Deal/DealAction.hs @@ -573,7 +573,7 @@ boughtCfDates = getDate <$> view CF.cashflowTxn cfBought newAggDates = case (dsInterval,boughtCfDates) of ([],[]) -> [] - (_,[]) -> [] -- `debug` ("hit with non cash date from bought"++ show dsInterval) + (_,[]) -> [] ([],_) -> boughtCfDates (oDs,bDs) -> let @@ -584,7 +584,7 @@ [] else sliceDates (SliceAfter lastOdate) bDs - + -- TODO: the cfOrigin may not have correct beg balance ,which doesn't match all the amortization of cashflow txn mergedCf = CF.mergePoolCf2 cfOrigin cfBought in ((over CF.cashflowTxn (`CF.aggTsByDates` (dsInterval ++ newAggDates)) mergedCf), (++ [cfBought]) <$> mAflow)