Mortgage-Backed Security project to model individual tranche types and create tooling similar to Keras

This is a MBS/CMBS modeling and analytical tool that allows MBS tranches to be instantiated and interact with one another. Main focus at the moment is to generate each tranche type, calculate realistic constraints surrounding it, and work on the general interactivity of each type. This is a long-term project with lots of hurdles to jump along the way, but mixes the two areas of my life I love most; Finance and Coding.

Long-term goal is to parameterize this to real deal metrics, grab data from bbg/other data providers and run simulations on deals. Pricing analytics to come.

Techniques used come directly from Fabozzi's "Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques" with MBS context provided by his "The Handbook of Mortgage Backed Securities"