Tie-out heatmap
Wells Fargo Mortgage Backed Securities 2006-AR7
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
99.7%
of 384 points within one dollar
1
points off by more than a dollar
I-A-1I-A-2I-A-RII-A-1II-A-2II-A-3II-A-4II-A-5II-A-6II-A-7B-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
1 of 384 comparisons sit more than a dollar from the trustee's figure. This is the entire list. Of the rest, 198 matched to the exact cent and 150 differed by cents, rounding-sized and never compounding.
| Date | Class | Figure | Computed | Reported | Δ | |
|---|---|---|---|---|---|---|
| 2006-07-25 | I-A-1 | interest | 1,414,738.33 | 1,414,739.44 | 1.11 |
state rolls forward on computed values only — reported figures are never fed back in, so an engine error would compound rather than hide