Cash flow and analytics engine for mortgage-backed securities (MBS)
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Apr 5, 2022 - C++
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structured-credit
Here are 9 public repositories matching this topic...
Structured Finance Cashflow Engine
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Nov 7, 2026 - C#
Loan-level NPL/RPL residential mortgage valuation and acquisition workflow (simulated data): state-transition DCF, diligence, bid, stress tests, tape/boarding reconciliation
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Oct 5, 2026 - Python
Bilateral DvP repo and two-tranche trade credit on Stellar Soroban, with on-chain compliance gating. Live on testnet.
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Nov 6, 2026 - TypeScript
Production-Grade Multi-Tranche Structured Credit & Institutional Debt Securitization Protocol with Automated Waterfall Settlements, ERC-4626 Tokenized Tranche Vaults, Continuous Dual-Kink Interest Rate Engine, and Dutch Auction Soft Liquidations in Solidity
ethereum smart-contracts blockchain solidity foundry securitization defi structured-credit erc-4626 waterfall-settlement
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Nov 8, 2026 - Solidity
Quarterly CLO cashflow & tranche loss model — reinvestment/amortization, OC/IC turbo, Gaussian vs t-copula, EL→rating (Python)
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Jun 9, 2026 - Python
Dated senior and junior USDC credit tranches on Morpho Midnight, with series auto-rolling.
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Nov 8, 2026 - Solidity
Interactive capital-stack stress tester for GPU-backed structured credit: shape tranches, add a residual value guarantee, shock collateral and see who takes the loss
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Nov 4, 2026 - TypeScript
Structured credit on Solana: senior/junior tranches over a simulated lending pool, with an on-chain loss waterfall and operator-recorded loss events. Devnet demo.
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Oct 25, 2026 - TypeScript
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