Tie-out heatmap
Sequoia Mortgage 2007-1
Every comparison the backtest ever made, on one screen: one column per distribution date, one row per class, colored by the worst absolute delta across interest, principal, and ending balance. The near-uniform field is the point. The few cells that broke a dollar are listed below, worst first.
9
periods replayed
99.8%
of 459 points within one dollar
1
points off by more than a dollar
1-A11-A21-AR2-A12-A23-A13-A24-A14-A25-A15-A2B-1B-2B-3B-4B-5B-6
2007
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
1 of 459 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 314 matched to the exact cent and 98 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2007-04-20 | 2-A1 | interest | 1,953,056.35 | 1,953,054.57 | 1.78 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide