Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-5
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.
7
periods replayed
100.0%
of 357 points within one dollar
0
points off by more than a dollar
I-A-1I-A-2I-A-3I-A-4I-A-5I-A-6I-A-POII-A-1II-A-2II-A-POII-A-RB-1B-2B-3B-4B-5B-6
2006
exact to the centwithin a pennywithin a dollarover a dollarno comparisonhover any cell for its worst delta
The exception queue
No comparison ever missed by more than a dollar.
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide