Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-AR4
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.
8
periods replayed
99.2%
of 360 points within one dollar
3
points off by more than a dollar
I-A-1I-A-2II-A-1II-A-2II-A-3II-A-4II-A-5II-A-6II-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
3 of 360 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 197 matched to the exact cent and 117 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2006-08-25 | II-A-1 | interest | 1,508,334.13 | 1,508,335.40 | 1.27 | |
| 2006-05-25 | II-A-1 | interest | 1,543,060.98 | 1,543,062.12 | 1.14 | |
| 2006-07-25 | II-A-1 | interest | 1,517,109.32 | 1,517,110.35 | 1.03 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide