# Known Use Cases (KUC) Total: **40** ## `KUC-001` **Source**: `docs/source/deal_sample/test01.py` Model a basic asset-backed securities deal with mortgage pool, bonds, fees, and waterfall to analyze cashflows and tranche performance ## `KUC-002` **Source**: `docs/source/deal_sample/arm_sample.py` Model an adjustable rate mortgage pool with LIBOR-based floating rates and periodic resets ## `KUC-003` **Source**: `docs/source/deal_sample/bondStepUp.py` Model bonds with scheduled rate step-ups at specific dates for ABS deal structuring ## `KUC-004` **Source**: `docs/source/deal_sample/test10.py` Incorporate interest rate swap to hedge floating rate exposure in ABS deal ## `KUC-005` **Source**: `docs/source/deal_sample/conditionAgg.py` Implement conditional aggregation rules in waterfall that trigger based on pool status ## `KUC-006` **Source**: `docs/source/deal_sample/fee1.py` Calculate fees based on period, pool balance percentages, and tiered tables in ABS deals ## `KUC-007` **Source**: `docs/source/deal_sample/fireTrigger.py` Implement trigger mechanisms that fire events in waterfall based on performance conditions ## `KUC-008` **Source**: `docs/source/deal_sample/float_bond.py` Model ABS deal with floating rate bonds tied to SOFR index ## `KUC-009` **Source**: `docs/source/deal_sample/multi_pool.py` Model ABS deal with multiple pools containing different asset types (mortgage and loan) with separate assumptions ## `KUC-010` **Source**: `docs/source/deal_sample/payPrinSeq.py` Structure sequential principal payments across multiple bond tranches ## `KUC-011` **Source**: `docs/source/deal_sample/rateCap.py` Implement interest rate cap to limit floating rate exposure in ABS deal ## `KUC-012` **Source**: `docs/source/deal_sample/resec.py` Model re-securitization where bonds from underlying deals become assets in a new structure ## `KUC-013` **Source**: `docs/source/deal_sample/stepup_sample.py` Model bonds with conditional step-up rates that increase after specified dates ## `KUC-014` **Source**: `docs/source/deal_sample/test02.py` Implement multiple waterfall phases (amortizing, accelerated) with different payment priorities ## `KUC-015` **Source**: `docs/source/deal_sample/test04.py` Split pool income (interest/principal) proportionally across multiple accounts ## `KUC-016` **Source**: `docs/source/deal_sample/test05.py` Model insurance or liquidation provider supporting interest payments when pool income is insufficient ## `KUC-017` **Source**: `docs/source/deal_sample/test08.py` Model GNMA (Ginnie Mae) mortgage-backed deal with custom ARM loans, guarantor fees, and servicer fees ## `KUC-018` **Source**: `docs/source/deal_sample/ysoc.py` Implement yield supplement overcollateralization to bridge yield gap between low-rate assets and higher-rate bonds ## `KUC-019` **Source**: `docs/source/deal_sample/test13.py` Model assets with pre-defined projected cashflows rather than individual loan calculations ## `KUC-020` **Source**: `docs/source/nbsample/pool_multiScenario.ipynb` Run single pool through multiple CDR/CPR scenarios to compare default and prepayment impacts ## `KUC-021` **Source**: `docs/source/nbsample/multiAsset.ipynb` Run multiple asset pools (Mortgage, Loan) with separate assumptions and inspect pool balances ## `KUC-022` **Source**: `docs/source/nbsample/single_mortgage.ipynb` Project cashflows for individual mortgage with various CDR scenarios ## `KUC-023` **Source**: `docs/source/nbsample/single_loan.ipynb` Model individual loan with SOFR-based floating rate and rate assumption scenarios ## `KUC-024` **Source**: `docs/source/nbsample/How-to-price-Balloon-Mortgage.ipynb` Price balloon mortgages and analyze impact of default assumptions on pricing ## `KUC-025` **Source**: `docs/source/nbsample/bond_pricing.ipynb` Price bonds using discount curve to determine present value of cashflows ## `KUC-026` **Source**: `docs/source/nbsample/firstLoss.ipynb` Calculate first loss position and equity tranche absorption using root finder ## `KUC-027` **Source**: `docs/source/nbsample/triggers.ipynb` Monitor default rate triggers and cumulative defaults over deal life ## `KUC-028` **Source**: `docs/source/nbsample/HowDealEnded.ipynb` Model deal call options and determine deal termination conditions ## `KUC-029` **Source**: `docs/source/nbsample/Irr_002.ipynb` Calculate IRR for equity tranche with target return and incentive fee structure ## `KUC-030` **Source**: `docs/source/nbsample/masterTrust.ipynb` Model master trust with multiple sub-tranches (A-1, A-2) under same series ## `KUC-031` **Source**: `docs/source/nbsample/comboSensitivity.ipynb` Run combined scenarios with different deal structures and pool assumptions ## `KUC-032` **Source**: `docs/source/nbsample/InspectSample.ipynb` Inspect and extract intermediate waterfall variables for debugging deal logic ## `KUC-033` **Source**: `docs/source/nbsample/re_securitization_example.ipynb` Model complete re-securitization with child deals, parent deal, and asset pooling from bond proceeds ## `KUC-034` **Source**: `docs/source/nbsample/revolving_buy_multiple_pools.ipynb` Model revolving credit structure that purchases multiple pools of assets over time ## `KUC-035` **Source**: `docs/source/nbsample/warehouse.ipynb` Model warehouse facility with funding period before term deal issuance ## `KUC-036` **Source**: `docs/source/nbsample/SRT_Example_Native_Prod.ipynb` Model synthetic risk transfer where credit risk is transferred via derivatives rather than asset transfer ## `KUC-037` **Source**: `docs/source/nbsample/PoolAndTag.ipynb` Run pool analysis with tag-based filtering and multiple assumption scenarios ## `KUC-038` **Source**: `docs/source/nbsample/MultiIntBond.ipynb` Model bond with multiple interest components (multipliers and separate rate types) ## `KUC-039` **Source**: `docs/source/nbsample/structuring-lease-doc.ipynb` Structure ABS deal backed by lease assets with rental income collections ## `KUC-040` **Source**: `docs/source/nbsample/WhyByTerm.ipynb` Apply time-varying assumptions by term periods for CPR and other parameters