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config.py
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config.py
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# Copyright (c) 2023 - 2024 Open Risk (https://www.openriskmanagement.com)
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in all
# copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
# SOFTWARE.
import pandas as pd
column_names = ["POOL_ID",
"LOAN_ID",
"ACT_PERIOD",
"CHANNEL",
"SELLER",
"SERVICER",
"MASTER_SERVICER",
"ORIG_RATE",
"CURR_RATE",
"ORIG_UPB",
"ISSUANCE_UPB",
"CURRENT_UPB",
"ORIG_TERM",
"ORIG_DATE",
"FIRST_PAY",
"LOAN_AGE",
"REM_MONTHS",
"ADJ_REM_MONTHS",
"MATR_DT",
"OLTV",
"OCLTV",
"NUM_BO",
"DTI",
"CSCORE_B",
"CSCORE_C",
"FIRST_FLAG",
"PURPOSE",
"PROP",
"NO_UNITS",
"OCC_STAT",
"STATE",
"MSA",
"ZIP",
"MI_PCT",
"PRODUCT",
"PPMT_FLG",
"IO",
"FIRST_PAY_IO",
"MNTHS_TO_AMTZ_IO",
"DLQ_STATUS",
"PMT_HISTORY",
"MOD_FLAG",
"MI_CANCEL_FLAG",
"ZERO_BAL_CODE",
"ZB_DTE",
"LAST_UPB",
"RPRCH_DTE",
"CURR_SCHD_PRNCPL",
"TOT_SCHD_PRNCPL",
"UNSCHD_PRNCPL_CURR",
"LAST_PAID_INSTALLMENT_DATE",
"FORECLOSURE_DATE",
"DISPOSITION_DATE",
"FORECLOSURE_COSTS",
"PROPERTY_PRESERVATION_AND_REPAIR_COSTS",
"ASSET_RECOVERY_COSTS",
"MISCELLANEOUS_HOLDING_EXPENSES_AND_CREDITS",
"ASSOCIATED_TAXES_FOR_HOLDING_PROPERTY",
"NET_SALES_PROCEEDS",
"CREDIT_ENHANCEMENT_PROCEEDS",
"REPURCHASES_MAKE_WHOLE_PROCEEDS",
"OTHER_FORECLOSURE_PROCEEDS",
"NON_INTEREST_BEARING_UPB",
"PRINCIPAL_FORGIVENESS_AMOUNT",
"ORIGINAL_LIST_START_DATE",
"ORIGINAL_LIST_PRICE",
"CURRENT_LIST_START_DATE",
"CURRENT_LIST_PRICE",
"ISSUE_SCOREB",
"ISSUE_SCOREC",
"CURR_SCOREB",
"CURR_SCOREC",
"MI_TYPE",
"SERV_IND",
"CURRENT_PERIOD_MODIFICATION_LOSS_AMOUNT",
"CUMULATIVE_MODIFICATION_LOSS_AMOUNT", "CURRENT_PERIOD_CREDIT_EVENT_NET_GAIN_OR_LOSS",
"CUMULATIVE_CREDIT_EVENT_NET_GAIN_OR_LOSS",
"HOMEREADY_PROGRAM_INDICATOR",
"FORECLOSURE_PRINCIPAL_WRITE_OFF_AMOUNT",
"RELOCATION_MORTGAGE_INDICATOR",
"ZERO_BALANCE_CODE_CHANGE_DATE",
"LOAN_HOLDBACK_INDICATOR",
"LOAN_HOLDBACK_EFFECTIVE_DATE",
"DELINQUENT_ACCRUED_INTEREST",
"PROPERTY_INSPECTION_WAIVER_INDICATOR",
"HIGH_BALANCE_LOAN_INDICATOR",
"ARM_5_YR_INDICATOR",
"ARM_PRODUCT_TYPE",
"MONTHS_UNTIL_FIRST_PAYMENT_RESET",
"MONTHS_BETWEEN_SUBSEQUENT_PAYMENT_RESET",
"INTEREST_RATE_CHANGE_DATE",
"PAYMENT_CHANGE_DATE",
"ARM_INDEX",
"ARM_CAP_STRUCTURE",
"INITIAL_INTEREST_RATE_CAP",
"PERIODIC_INTEREST_RATE_CAP",
"LIFETIME_INTEREST_RATE_CAP",
"MARGIN",
"BALLOON_INDICATOR",
"PLAN_NUMBER",
"FORBEARANCE_INDICATOR",
"HIGH_LOAN_TO_VALUE_HLTV_REFINANCE_OPTION_INDICATOR",
"DEAL_NAME",
"RE_PROCS_FLAG",
"ADR_TYPE",
"ADR_COUNT",
"ADR_UPB",
"PDME",
"INTEREST_BEARING_UPB"]
column_datatypes = {
"POOL_ID": str,
"LOAN_ID": pd.Int64Dtype(),
"ACT_PERIOD": pd.Int64Dtype(),
"CHANNEL": str,
"SELLER": str,
"SERVICER": str,
"MASTER_SERVICER": str,
"ORIG_RATE": float,
"CURR_RATE": float,
"ORIG_UPB": float,
"ISSUANCE_UPB": float,
"CURRENT_UPB": float,
"ORIG_TERM": pd.Int64Dtype(),
"ORIG_DATE": pd.Int64Dtype(),
"FIRST_PAY": pd.Int64Dtype(),
"LOAN_AGE": pd.Int64Dtype(),
"REM_MONTHS": pd.Int64Dtype(),
"ADJ_REM_MONTHS": pd.Int64Dtype(),
"MATR_DT": pd.Int64Dtype(),
"OLTV": float,
"OCLTV": float,
"NUM_BO": pd.Int64Dtype(),
"DTI": float,
"CSCORE_B": float,
"CSCORE_C": float,
"FIRST_FLAG": str,
"PURPOSE": str,
"PROP": str,
"NO_UNITS": pd.Int64Dtype(),
"OCC_STAT": str,
"STATE": str,
"MSA": str,
"ZIP": str,
"MI_PCT": float,
"PRODUCT": str,
"PPMT_FLG": str,
"IO": str,
"FIRST_PAY_IO": pd.Int64Dtype(),
"MNTHS_TO_AMTZ_IO": pd.Int64Dtype(),
"DLQ_STATUS": str,
"PMT_HISTORY": str,
"MOD_FLAG": str,
"MI_CANCEL_FLAG": str,
"ZERO_BAL_CODE": str,
"ZB_DTE": pd.Int64Dtype(),
"LAST_UPB": float,
"RPRCH_DTE": pd.Int64Dtype(),
"CURR_SCHD_PRNCPL": float,
"TOT_SCHD_PRNCPL": float,
"UNSCHD_PRNCPL_CURR": float,
"LAST_PAID_INSTALLMENT_DATE": pd.Int64Dtype(),
"FORECLOSURE_DATE": pd.Int64Dtype(),
"DISPOSITION_DATE": pd.Int64Dtype(),
"FORECLOSURE_COSTS": float,
"PROPERTY_PRESERVATION_AND_REPAIR_COSTS": float,
"ASSET_RECOVERY_COSTS": float,
"MISCELLANEOUS_HOLDING_EXPENSES_AND_CREDITS": float,
"ASSOCIATED_TAXES_FOR_HOLDING_PROPERTY": float,
"NET_SALES_PROCEEDS": float,
"CREDIT_ENHANCEMENT_PROCEEDS": float,
"REPURCHASES_MAKE_WHOLE_PROCEEDS": float,
"OTHER_FORECLOSURE_PROCEEDS": float,
"NON_INTEREST_BEARING_UPB": float,
"PRINCIPAL_FORGIVENESS_AMOUNT": float,
"ORIGINAL_LIST_START_DATE": pd.Int64Dtype(),
"ORIGINAL_LIST_PRICE": float,
"CURRENT_LIST_START_DATE": pd.Int64Dtype(),
"CURRENT_LIST_PRICE": float,
"ISSUE_SCOREB": float,
"ISSUE_SCOREC": float,
"CURR_SCOREB": float,
"CURR_SCOREC": float,
"MI_TYPE": str,
"SERV_IND": str,
"CURRENT_PERIOD_MODIFICATION_LOSS_AMOUNT": float,
"CUMULATIVE_MODIFICATION_LOSS_AMOUNT": float,
"CURRENT_PERIOD_CREDIT_EVENT_NET_GAIN_OR_LOSS": float,
"CUMULATIVE_CREDIT_EVENT_NET_GAIN_OR_LOSS": float,
"HOMEREADY_PROGRAM_INDICATOR": str,
"FORECLOSURE_PRINCIPAL_WRITE_OFF_AMOUNT": float,
"RELOCATION_MORTGAGE_INDICATOR": str,
"ZERO_BALANCE_CODE_CHANGE_DATE": pd.Int64Dtype(),
"LOAN_HOLDBACK_INDICATOR": str,
"LOAN_HOLDBACK_EFFECTIVE_DATE": pd.Int64Dtype(),
"DELINQUENT_ACCRUED_INTEREST": float,
"PROPERTY_INSPECTION_WAIVER_INDICATOR": str,
"HIGH_BALANCE_LOAN_INDICATOR": str,
"ARM_5_YR_INDICATOR": str,
"ARM_PRODUCT_TYPE": str,
"MONTHS_UNTIL_FIRST_PAYMENT_RESET": pd.Int64Dtype(),
"MONTHS_BETWEEN_SUBSEQUENT_PAYMENT_RESET": pd.Int64Dtype(),
"INTEREST_RATE_CHANGE_DATE": pd.Int64Dtype(),
"PAYMENT_CHANGE_DATE": pd.Int64Dtype(),
"ARM_INDEX": str,
"ARM_CAP_STRUCTURE": str,
"INITIAL_INTEREST_RATE_CAP": float,
"PERIODIC_INTEREST_RATE_CAP": float,
"LIFETIME_INTEREST_RATE_CAP": float,
"MARGIN": float,
"BALLOON_INDICATOR": str,
"PLAN_NUMBER": str,
"FORBEARANCE_INDICATOR": str,
"HIGH_LOAN_TO_VALUE_HLTV_REFINANCE_OPTION_INDICATOR": str,
"DEAL_NAME": str,
"RE_PROCS_FLAG": str,
"ADR_TYPE": str,
"ADR_COUNT": pd.Int64Dtype(),
"ADR_UPB": float,
"PDME": str,
"INTEREST_BEARING_UPB": float
}
static_fields = ['LOAN_ID', 'ACT_PERIOD', 'CHANNEL', 'SELLER', 'ORIG_RATE', 'ORIG_UPB', 'ORIG_TERM', 'ORIG_DATE', 'FIRST_PAY', 'OLTV', 'OCLTV', 'NUM_BO', 'DTI', 'CSCORE_B', 'CSCORE_C', 'FIRST_FLAG', 'PURPOSE', 'PROP', 'NO_UNITS', 'OCC_STAT', 'MSA', 'STATE', 'ZIP', 'MI_PCT', 'PRODUCT', 'MI_TYPE', 'RELOCATION_MORTGAGE_INDICATOR', 'HIGH_BALANCE_LOAN_INDICATOR', 'ACT_PERIOD_NUM', 'PPMT_FLG', 'IO']
counterparty_static = ['LOAN_ID', 'NUM_BO', 'DTI', 'CSCORE_B', 'CSCORE_C', 'FIRST_FLAG']
loan_static = ['LOAN_ID', 'SELLER', 'ACT_PERIOD', 'CHANNEL', 'ORIG_RATE', 'ORIG_UPB', 'ORIG_TERM', 'ORIG_DATE', 'FIRST_PAY', 'OLTV',
'PURPOSE', 'PRODUCT', 'RELOCATION_MORTGAGE_INDICATOR', 'HIGH_BALANCE_LOAN_INDICATOR', 'MI_PCT',
'MI_TYPE', 'OCLTV', 'PPMT_FLG', 'IO']
property_collateral_static = ['LOAN_ID', 'PROP', 'NO_UNITS', 'OCC_STAT', 'STATE', 'MSA', 'ZIP']