Skip to content

create_mortgage

Generate mortgage.zip -- a single 30Y Residential Mortgage.

Simulation start date: 2022-01-04.

Instrument              Basis            Amount     Acquired     Side   Book
────────────────────    ───────────────  ─────────  ──────────   ─────  ───────
Common Equity           NA               1,000,000  2021-01-04   SHORT  BANKING
Customer Deposit (0%)   NA               6,000,000  2021-06-01   SHORT  BANKING
30Y Mortgage 5%         AMORTIZED_COST  (outstand)  2021-09-01   LONG   BANKING

Mortgage: issued 2020-06-01, 30Y term, 5% fixed, monthly payments, matures 2050-06-01. Deposit carries 0% interest. Mortgage acquisition cost is the QL outstanding balance at acquisition date (the mortgage has already amortized for 15 months since issuance).

Run::

uv run python src/brms/data/create_mortgage.py <data_folder>

Where contains treasury_yields.csv.

Functions:

create_mortgage_zip 

create_mortgage_zip(
    data_folder: Path, out_path: Path | None = None
) -> Path

Write the mortgage simulation zip to out_path and return its path.

data_folder must contain treasury_yields.csv.