Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-AR12 Trust.
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.
4
periods replayed
100.0%
of 204 points within one dollar
0
points off by more than a dollar
I-A-1I-A-2I-A-RI-B-1I-B-2I-B-3I-B-4I-B-5I-B-6II-A-1II-A-2II-B-1II-B-2II-B-3II-B-4II-B-5II-B-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