Set Assumptions for assets in the pool : By Tags

[yellowbean]

Apply Assumption Via Index

User is able to set assumption via Index, like:

([1,2,3],("Mortgage",{"CPR":0.01} )...

Here the performance assumption is applied to assets with index of 1,2,3.

But it creates the burden which force user to remember the asset attributes and indexes in this pool.

i.e

• user want to set higher default rate for coupon > 0.05
• filter all assets with coupon > 0.05, remember the index of these asset
• apply the asset level assumption via feeding the indexes.

but what if the assets in pool has changed ? then rerun the step A was required.

what if adding an optional tag to assets, then apply assumption via tag ?

("High Coupon",("Mortgage",{"CPR":0.01} )...
("Low Risk",("Mortgage",{"CPR":0.01} )...

[yellowbean]

done with 58c220c