diff --git a/CHANGELOG.md b/CHANGELOG.md
index 738a0d9f..54125917 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -2,6 +2,32 @@
 
 <!-- towncrier release notes start -->
 
+## 0.42.4
+### 2025-02-06
+* NEW: `FirstLoss` as new endpoint, which will stress on `Default` assumption till 0.01 loss on input tranche.
+* NEW: New prepayment /default assumption via `byTerm`, which vector curves are being applied via term of the assets.
+
+
+## 0.42.3
+### 2025-02-04
+* NEW: `Multi-thread` on pool cashflow projection
+* NEW: Expose `convexity` on bond/asset
+* NEW: Add new prepayment assumption `PSA` for Monthly mortgage
+* NEW: Add new prepayment/default vector assumption based on asset origin term
+
+## 0.42.1
+### 2025-02-02
+* NEW: add custom fee flow by `BondPaidPeriod` `PoolCollectedPeriod` index
+
+
+## 0.42.0
+### 2025-02-01
+* ENHANCE: refactor `calcPmt` to boost 15x performance for mortgage cashflow projection. 
+* NEW: add `ScheduleByIndex` for bonds
+* FIX: `fundWith` shall increase the bond balance
+* ENHANCE: refactor Z-spread calc logic with numeric.root.finder
+
+
 ## 0.41.1
 ### 2025-01-11
 * NEW: `Multi Interest Bond` which used to model in bond with `step up` feature ( sub ordinated interest) in European 
diff --git a/Hastructure.cabal b/Hastructure.cabal
index 5ffdf4b0..4d13d1f0 100644
--- a/Hastructure.cabal
+++ b/Hastructure.cabal
@@ -1,18 +1,18 @@
 cabal-version: 1.12
 
--- This file has been generated from package.yaml by hpack version 0.37.0.
+-- This file has been generated from package.yaml by hpack version 0.35.2.
 --
 -- see: https://github.com/sol/hpack
 
 name:           Hastructure
-version:	 0.41.1
+version:        0.41.3
 description:    Please see the README on GitHub at <https://github.com/yellowbean/Hastructure#readme>
 category:       StructuredFinance;Securitisation;Cashflow
 homepage:       https://github.com/yellowbean/Hastructure#readme
 bug-reports:    https://github.com/yellowbean/Hastructure/issues
 author:         Xiaoyu
 maintainer:     always.zhang@gmail.com
-copyright:      2024 Xiaoyu, Zhang
+copyright:      2025 Xiaoyu, Zhang
 license:        BSD3
 license-file:   LICENSE
 build-type:     Simple
@@ -66,6 +66,7 @@ library
       Util
       Validation
       Waterfall
+      WebUI
   other-modules:
       Paths_Hastructure
   hs-source-dirs:
@@ -76,14 +77,17 @@ library
     , base
     , bytestring
     , containers
+    , deepseq
     , generic-lens
     , hashable
     , ieee754
     , lens
+    , lucid
     , math-functions
     , monad-loops
     , numeric-limits
     , openapi3
+    , parallel
     , regex-base
     , regex-pcre-builtin
     , regex-tdfa
@@ -99,6 +103,7 @@ library
     , time
     , vector
     , wai
+    , yaml
   default-language: Haskell2010
 
 executable Hastructure-exe
@@ -118,6 +123,7 @@ executable Hastructure-exe
     , base-compat
     , bytestring
     , containers
+    , deepseq
     , exceptions
     , generic-lens
     , hashable
@@ -130,6 +136,7 @@ executable Hastructure-exe
     , mtl
     , numeric-limits
     , openapi3
+    , parallel
     , regex-base
     , regex-pcre-builtin
     , regex-tdfa
@@ -187,14 +194,17 @@ test-suite Hastructure-test
     , base
     , bytestring
     , containers
+    , deepseq
     , generic-lens
     , hashable
     , ieee754
     , lens
+    , lucid
     , math-functions
     , monad-loops
     , numeric-limits
     , openapi3
+    , parallel
     , regex-base
     , regex-pcre-builtin
     , regex-tdfa
@@ -214,4 +224,5 @@ test-suite Hastructure-test
     , time
     , vector
     , wai
+    , yaml
   default-language: Haskell2010
diff --git a/app/Main.hs b/app/Main.hs
index 7ba261b8..6d311a80 100644
--- a/app/Main.hs
+++ b/app/Main.hs
@@ -9,19 +9,20 @@
 {-# LANGUAGE TypeApplications #-}
 {-# LANGUAGE TemplateHaskell       #-}
 {-# LANGUAGE OverloadedStrings #-}
+{-# LANGUAGE KindSignatures #-}
+{-# LANGUAGE TypeFamilies #-}
+{-# LANGUAGE AllowAmbiguousTypes #-}
 module Main where 
 
 import Prelude ()
 import Prelude.Compat
 import System.Environment
-
 import Control.Monad.Catch       (MonadCatch, MonadThrow (..))
 import Control.Monad.IO.Class    (liftIO)
 import Control.Monad (mapM)
 import Control.Exception (Exception,throwIO,throw)
 import Control.Monad.Except
 import Control.Monad.Reader
-import Control.Lens
 import Data.Aeson
 import Data.Aeson.Types
 import Data.Aeson.TH
@@ -48,15 +49,12 @@ import Network.Wai.Handler.Warp
 import Network.Wai.Middleware.Cors
 import qualified Data.Aeson.Parser
 import Language.Haskell.TH
-
 import Network.HTTP.Types.Status
-
 import Servant.OpenApi
 import Servant
 import Servant.Types.SourceT (source)
 import Servant.API.ContentTypes (contentType)
 
-
 import Types 
 import qualified Deal as D
 import qualified Deal.DealBase as DB
@@ -87,14 +85,12 @@ import qualified Revolving as RV
 import qualified Lib
 import qualified Util as U
 import qualified DateUtil as DU
--- import Servant.Checked.Exceptions (NoThrow, Throws)
--- import Servant.Checked.Exceptions.Internal.Servant.API (ErrStatus(toErrStatus))
-
 import Data.Scientific (fromRationalRepetend,formatScientific, Scientific,FPFormat(Fixed))
 import Control.Lens
 import qualified Types as W
 import Cashflow (patchCumulative)
 
+import Numeric.RootFinding
 
 import Debug.Trace
 debug = flip Debug.Trace.trace
@@ -115,7 +111,7 @@ $(deriveJSON defaultOptions ''Version)
 instance ToSchema Version
 
 version1 :: Version 
-version1 = Version "0.41.1"
+version1 = Version "0.42.5"
 
 
 
@@ -129,6 +125,7 @@ data DealType = MDeal (DB.TestDeal AB.Mortgage)
               | UDeal (DB.TestDeal AB.AssetUnion)
               deriving(Show, Generic)
 
+
 instance ToSchema CF.CashFlowFrame
 instance ToSchema AB.Loan
 instance ToSchema AB.Installment
@@ -199,7 +196,6 @@ instance ToSchema CE.LiqDrawType
 instance ToSchema CustomDataType
 instance ToSchema TRG.Trigger
 instance ToSchema TRG.TriggerEffect
-instance ToSchema DB.OverrideType
 instance ToSchema Types.BalanceSheetReport
 instance ToSchema Types.CashflowReport
 instance ToSchema Types.BookItem
@@ -234,9 +230,10 @@ instance ToSchema AP.ExtraStress
 instance ToSchema AP.AssetDelinquencyAssumption
 instance ToSchema AP.LeaseAssetGapAssump
 instance ToSchema AP.LeaseAssetRentAssump
-
 instance ToSchema Threshold
-
+instance ToSchema DB.DealStatFields
+instance ToSchema (PerPoint Balance)
+instance ToSchema (PerCurve Balance)
 instance ToSchema (DB.TestDeal AB.Mortgage)
 instance ToSchema (DB.TestDeal AB.Loan)
 instance ToSchema (DB.TestDeal AB.Installment)
@@ -245,7 +242,6 @@ instance ToSchema (DB.TestDeal AB.Receivable)
 instance ToSchema (DB.TestDeal AB.ProjectedCashflow)
 instance ToSchema (DB.TestDeal AB.AssetUnion)
 instance ToSchema (DB.TestDeal AB.FixedAsset)
-
 instance ToSchema (DB.PoolType AB.Mortgage)
 instance ToSchema (DB.PoolType AB.Loan)
 instance ToSchema (DB.PoolType AB.Installment)
@@ -254,7 +250,6 @@ instance ToSchema (DB.PoolType AB.FixedAsset)
 instance ToSchema (DB.PoolType AB.Receivable)
 instance ToSchema (DB.PoolType AB.ProjectedCashflow)
 instance ToSchema (DB.PoolType AB.AssetUnion)
-
 instance ToSchema (DB.UnderlyingDeal AB.Mortgage)
 instance ToSchema (DB.UnderlyingDeal AB.Loan)
 instance ToSchema (DB.UnderlyingDeal AB.Installment)
@@ -263,7 +258,6 @@ instance ToSchema (DB.UnderlyingDeal AB.FixedAsset)
 instance ToSchema (DB.UnderlyingDeal AB.Receivable)
 instance ToSchema (DB.UnderlyingDeal AB.ProjectedCashflow)
 instance ToSchema (DB.UnderlyingDeal AB.AssetUnion)
-
 instance ToSchema ResultComponent
 instance ToSchema L.PriceResult
 instance ToSchema DealType
@@ -324,9 +318,8 @@ type RunPoolTypeRtn = Either String RunPoolTypeRtn_
 patchCumulativeToPoolRun :: RunPoolTypeRtn_ -> RunPoolTypeRtn_
 patchCumulativeToPoolRun
   = Map.map
-         (\(CF.CashFlowFrame _ txns,stats) -> 
-            (CF.CashFlowFrame (0,Lib.toDate "19000101",Nothing) (CF.patchCumulative (0,0,0,0,0,0) [] txns),stats)
-         )
+          (\(CF.CashFlowFrame _ txns,stats) -> 
+            (CF.CashFlowFrame (0,Lib.toDate "19000101",Nothing) (CF.patchCumulative (0,0,0,0,0,0) [] txns),stats))
 
 wrapRunPoolType :: PoolTypeWrap -> Maybe AP.ApplyAssumptionType -> Maybe [RateAssumption] -> RunPoolTypeRtn
 wrapRunPoolType (MPool pt) assump mRates = D.runPoolType pt assump $ Just (AP.NonPerfAssumption{AP.interest = mRates})
@@ -342,7 +335,6 @@ wrapRunPoolType x _ _ = Left $ "RunPool Failed ,due to unsupport pool type "++ s
 
 data RunAssetReq = RunAssetReq Date [AB.AssetUnion] (Maybe AP.ApplyAssumptionType) (Maybe [RateAssumption]) (Maybe PricingMethod)
                    deriving(Show, Generic)
-
 instance ToSchema RunAssetReq
 
 type RunAssetResp = Either String ((CF.CashFlowFrame, Map.Map CutoffFields Balance), Maybe [PriceResult])
@@ -357,7 +349,6 @@ wrapRunAsset (RunAssetReq d assets (Just (AP.PoolLevel assumps)) mRates Nothing)
   = do 
       cfs <- sequenceA $ (\a -> MA.projAssetUnion a d assumps mRates) <$> assets
       return (P.aggPool Nothing [(cf,Map.empty) | (cf,_) <- cfs] , Nothing) 
-
 wrapRunAsset (RunAssetReq d assets (Just (AP.PoolLevel assumps)) mRates (Just pm)) 
   = 
     do 
@@ -366,7 +357,6 @@ wrapRunAsset (RunAssetReq d assets (Just (AP.PoolLevel assumps)) mRates (Just pm
       let assetCf = P.aggPool Nothing cfs
       return (assetCf , Just pricingResult)
 
---TODO implement on running via ByIndex
 type ScenarioName = String
 
 data RunDealReq = SingleRunReq DealType (Maybe AP.ApplyAssumptionType) AP.NonPerfAssumption
@@ -394,7 +384,6 @@ instance ToSchema RunDateReq
 
 
 $(deriveJSON defaultOptions ''DealType)
-
 $(concat <$> traverse (deriveJSON defaultOptions) [''RunDealReq, ''RunPoolReq,''RunAssetReq, ''RunDateReq,''PoolTypeWrap])
 
 -- Swagger API
@@ -402,6 +391,23 @@ type SwaggerAPI = "swagger.json" :> Get '[JSON] OpenApi
 
 type PoolRunResp = Either String (Map.Map PoolId (CF.CashFlowFrame, Map.Map CutoffFields Balance))
 
+data FirstLossResult = FirstLossResult Double AP.ApplyAssumptionType
+                      | Dummyyyy
+                       deriving(Show, Generic)
+
+$(deriveJSON defaultOptions ''FirstLossResult)
+instance ToSchema FirstLossResult
+
+
+
+type FirstLossResp = Either String FirstLossResult
+data FirstLossReq = FirstLossReq DealType AP.ApplyAssumptionType AP.NonPerfAssumption BondName
+                  | Dummyyy
+                  deriving(Show, Generic)
+
+$(deriveJSON defaultOptions ''FirstLossReq)
+instance ToSchema FirstLossReq
+
 type EngineAPI = "version" :> Get '[JSON] Version
             :<|> "runAsset" :> ReqBody '[JSON] RunAssetReq :> Post '[JSON] RunAssetResp
             :<|> "runPool" :> ReqBody '[JSON] RunPoolReq :> Post '[JSON] PoolRunResp
@@ -411,6 +417,7 @@ type EngineAPI = "version" :> Get '[JSON] Version
             :<|> "runMultiDeals" :> ReqBody '[JSON] RunDealReq :> Post '[JSON] (Map.Map ScenarioName RunResp)
             :<|> "runDealByRunScenarios" :> ReqBody '[JSON] RunDealReq :> Post '[JSON] (Map.Map ScenarioName RunResp)
             :<|> "runByCombo" :> ReqBody '[JSON] RunDealReq :> Post '[JSON] (Map.Map String RunResp)
+            :<|> "runByFirstLoss" :> ReqBody '[JSON] FirstLossReq :> Post '[JSON] FirstLossResp
             :<|> "runDate" :> ReqBody '[JSON] RunDateReq :> Post '[JSON] [Date]
 
 
@@ -433,8 +440,7 @@ showVersion :: Handler Version
 showVersion = return version1
 
 runAsset :: RunAssetReq -> Handler RunAssetResp
-runAsset req = return $ 
-                 wrapRunAsset req
+runAsset req = return $ wrapRunAsset req
 
 runPool :: RunPoolReq -> Handler PoolRunResp
 runPool (SingleRunPoolReq pt passumption mRates) 
@@ -444,17 +450,70 @@ runPool (SingleRunPoolReq pt passumption mRates)
 runPoolScenarios :: RunPoolReq -> Handler (Map.Map ScenarioName PoolRunResp)
 runPoolScenarios (MultiScenarioRunPoolReq pt mAssumps mRates) 
   = return $ Map.map (\assump -> 
-                       patchCumulativeToPoolRun <$> (wrapRunPoolType pt (Just assump) mRates)) 
-                     mAssumps
+                        patchCumulativeToPoolRun <$> (wrapRunPoolType pt (Just assump) mRates)) 
+                      mAssumps
 
 runDeal :: RunDealReq -> Handler RunResp
-runDeal (SingleRunReq dt assump nonPerfAssump) =  return $ wrapRun dt assump nonPerfAssump
+runDeal (SingleRunReq dt assump nonPerfAssump) 
+  = return $ wrapRun dt assump nonPerfAssump
+
+stressAssetPerf :: Rate -> AP.AssetPerfAssumption -> AP.AssetPerfAssumption
+stressAssetPerf r (AP.MortgageAssump (Just da) mp mr ms) 
+  = AP.MortgageAssump (Just (AP.stressDefaultAssump r da)) mp mr ms
+stressAssetPerf r (AP.LoanAssump (Just da) mp mr ms) 
+  = AP.LoanAssump (Just (AP.stressDefaultAssump r da)) mp mr ms 
+stressAssetPerf r (AP.InstallmentAssump (Just da) mp mr ms) 
+  = AP.InstallmentAssump (Just (AP.stressDefaultAssump r da)) mp mr ms
+stressAssetPerf r (AP.ReceivableAssump (Just da) mr ms) 
+  = AP.ReceivableAssump (Just (AP.stressDefaultAssump r da)) mr ms
+stressAssetPerf _ x = x
+
+testByDefault :: DealType -> AP.ApplyAssumptionType -> AP.NonPerfAssumption -> BondName -> Double -> Double
+testByDefault dt assumps nonPerfAssump bn r 
+  = let 
+      stressed = over (AP.applyAssumptionTypeAssetPerf . _1 ) (stressAssetPerf (toRational r)) assumps
+      runResult = wrapRun dt (Just stressed) nonPerfAssump
+    in
+      case runResult of 
+        Right (d,_,_,_) -> 
+          let 
+            bMap = case d of 
+                    MDeal d' -> DB.bonds d' Map.! bn
+                    RDeal d' -> DB.bonds d' Map.! bn
+                    IDeal d' -> DB.bonds d' Map.! bn
+                    LDeal d' -> DB.bonds d' Map.! bn
+                    FDeal d' -> DB.bonds d' Map.! bn
+                    UDeal d' -> DB.bonds d' Map.! bn
+                    VDeal d' -> DB.bonds d' Map.! bn
+                    PDeal d' -> DB.bonds d' Map.! bn
+
+            bondBal = L.getOutstandingAmount bMap
+          in
+            (fromRational (toRational bondBal) - 0.01)
+        Left errorMsg -> 0
+
+
+runDealByFirstLoss :: FirstLossReq -> Handler FirstLossResp
+runDealByFirstLoss (FirstLossReq dt assumps nonPerfAssump bn)
+  = return $ 
+      let 
+        itertimes = 500
+        def = RiddersParam { riddersMaxIter = itertimes, riddersTol = RelTol 0.0001}
+      in 
+        case ridders def (1.000,500) (testByDefault dt assumps nonPerfAssump bn) of
+          Root r -> Right $ FirstLossResult
+                              r
+                              (over (AP.applyAssumptionTypeAssetPerf . _1 ) (stressAssetPerf (toRational r)) assumps)
+          _ -> Left "Not able to find the root"
+
 
 runDealScenarios :: RunDealReq -> Handler (Map.Map ScenarioName RunResp)
-runDealScenarios (MultiScenarioRunReq dt mAssumps nonPerfAssump) = return $ Map.map (\singleAssump -> wrapRun dt (Just singleAssump) nonPerfAssump) mAssumps
+runDealScenarios (MultiScenarioRunReq dt mAssumps nonPerfAssump) 
+  = return $ Map.map (\singleAssump -> wrapRun dt (Just singleAssump) nonPerfAssump) mAssumps
 
 runMultiDeals :: RunDealReq -> Handler (Map.Map ScenarioName RunResp)
-runMultiDeals (MultiDealRunReq mDts assump nonPerfAssump) = return $ Map.map (\singleDealType -> wrapRun singleDealType assump nonPerfAssump) mDts
+runMultiDeals (MultiDealRunReq mDts assump nonPerfAssump) 
+  = return $ Map.map (\singleDealType -> wrapRun singleDealType assump nonPerfAssump) mDts
 
 runDate :: RunDateReq -> Handler [Date]
 runDate (RunDateReq sd dp md) = return $ 
@@ -476,7 +535,7 @@ runDealByCombo (MultiComboReq dMap assumpMap nonPerfAssumpMap)
       r = [ (intercalate "^" [dk,ak,nk], wrapRun d a n) | (dk,d) <- dList, (ak,a) <- aList, (nk,n) <- nList ]
       rMap = Map.fromList r
     in 
-      return rMap -- `debug` ("RunDealByCombo->"++ show rMap)
+      return rMap
 
 
 myServer :: ServerT API Handler
@@ -490,6 +549,7 @@ myServer =  return engineSwagger
       :<|> runMultiDeals
       :<|> runDealByRunScenarios
       :<|> runDealByCombo
+      :<|> runDealByFirstLoss
       :<|> runDate
 
 
@@ -502,7 +562,6 @@ data Config = Config { port :: Int}
 instance FromJSON Config
 
 app :: Application
--- app = serve (Proxy :: Proxy API) myServer
 app = simpleCors $ serve (Proxy :: Proxy API) myServer
 
 
diff --git a/package.yaml b/package.yaml
index e9e93e76..ca7db950 100644
--- a/package.yaml
+++ b/package.yaml
@@ -1,10 +1,10 @@
 name:                Hastructure
-version:	 0.41.1
+version:	 0.41.3
 github:              "yellowbean/Hastructure"
 license:             BSD3
 author:              "Xiaoyu"
 maintainer:          "always.zhang@gmail.com"
-copyright:           "2024 Xiaoyu, Zhang"
+copyright:           "2025 Xiaoyu, Zhang"
 
 extra-source-files:
 - README.md
@@ -44,10 +44,14 @@ dependencies:
 - openapi3
 - swagger2
 - split
+- yaml
+- lucid
 - tabular
 - numeric-limits
 - scientific
 - math-functions
+- parallel
+- deepseq
 
 library:
   source-dirs: 
@@ -88,11 +92,7 @@ executables:
     - exceptions
     - tabular
     - math-functions
-    # - servant-errors
-    # - servant-exceptions
     - servant-checked-exceptions
-    # - jsonschema-gen
-    # - timeseries
 
 tests:
   Hastructure-test:
diff --git a/src/Accounts.hs b/src/Accounts.hs
index e410bdf5..18550f41 100644
--- a/src/Accounts.hs
+++ b/src/Accounts.hs
@@ -2,6 +2,7 @@
 {-# LANGUAGE TemplateHaskell #-}
 {-# LANGUAGE DeriveGeneric #-}
 {-# LANGUAGE RankNTypes #-}
+{-# LANGUAGE DeriveAnyClass #-}
 
 module Accounts (Account(..),ReserveAmount(..),draw,deposit
                 ,transfer,depositInt ,InterestInfo(..),buildEarnIntAction
@@ -20,11 +21,11 @@ import Data.Aeson.TH
 import Data.Aeson.Types
 import GHC.Generics
 import Control.Lens.Tuple
-
 import Control.Lens hiding (Index)
-
 import qualified InterestRate as IR
 
+-- import Web.Hyperbole
+
 import Debug.Trace
 debug = flip trace
 
@@ -84,20 +85,19 @@ accrueInt endDate a@(Account bal _ (Just interestType) _ stmt)
 depositInt :: Date -> Account -> Account
 depositInt _ a@(Account _ _ Nothing _ _) = a 
 depositInt ed a@(Account bal _ (Just intType) _ stmt)
-          = a {accBalance = newBal ,accStmt= appendStmt newTxn stmt ,accInterest = Just (newIntInfoType intType)}
-          where 
-            -- accruedInt = accrueInt a (mkTs [(lastCollectDate, toRational r),(ed, toRational r)])  ed
-            accruedInt = accrueInt ed a
-            newIntInfoType (BankAccount x y _d) = BankAccount x y ed
-            newIntInfoType (InvestmentAccount x y z z1 _d z2) = (InvestmentAccount x y z z1 ed z2)
-            newBal = accruedInt + bal  -- `debug` ("INT ACC->"++ show accrued_int)
-            newTxn = AccTxn ed newBal accruedInt BankInt
+  = a {accBalance = newBal ,accStmt= appendStmt newTxn stmt ,accInterest = Just (newIntInfoType intType)}
+  where 
+    accruedInt = accrueInt ed a
+    newIntInfoType (BankAccount x y _d) = BankAccount x y ed
+    newIntInfoType (InvestmentAccount x y z z1 _d z2) = InvestmentAccount x y z z1 ed z2
+    newBal = accruedInt + bal  
+    newTxn = AccTxn ed newBal accruedInt BankInt
 
 -- | move cash from account A to account B
 transfer :: (Account,Account) -> Date -> Amount -> (Account, Account)
 transfer (sourceAcc@(Account sBal san _ _ sStmt), targetAcc@(Account tBal tan _ _ tStmt))
-         d
-         amount
+          d
+          amount
   = (sourceAcc {accBalance = newSBal, accStmt = sourceNewStmt}
     ,targetAcc {accBalance = newTBal, accStmt = targetNewStmt})
   where
diff --git a/src/Analytics.hs b/src/Analytics.hs
index 33d93b82..ace4d361 100644
--- a/src/Analytics.hs
+++ b/src/Analytics.hs
@@ -3,7 +3,7 @@
 {-# LANGUAGE DeriveGeneric #-}
 {-# LANGUAGE ScopedTypeVariables #-}
 
-module Analytics (calcDuration,pv,calcWAL,pv2,pv3,fv2,pv21,calcRequiredAmtForIrrAtDate)
+module Analytics (calcConvexity,calcDuration,pv,calcWAL,pv2,pv3,fv2,pv21,calcRequiredAmtForIrrAtDate)
 
   where 
 import Types
@@ -32,18 +32,33 @@ calcWAL th bal d ps =
   in 
     sum weightedAmts / bal
 
-calcDuration :: Date -> [(Date,Balance)] -> Ts -> Balance
-calcDuration d ps pricingCurve 
+calcDuration :: DayCount -> Date -> [(Date,Balance)] -> Ts -> Rate
+calcDuration dc d ps pricingCurve 
   = (foldr (\(_d,_b) acc ->
-                    (mulBR  
-                      ((pv pricingCurve d _d _b) / presentValue) 
-                      (yearCountFraction DC_ACT_365F d _d))
+                    (*) 
+                      (divideBB (pv pricingCurve d _d _b) presentValue) 
+                      (yearCountFraction dc d _d)
                     + acc)
-                    0
+                    0.0000
                     ps)
     where 
       presentValue = sum [ pv pricingCurve d _d _b | (_d,_b) <- ps ] 
 
+calcConvexity :: DayCount -> Date -> [(Date,Balance)] -> Ts -> Rate
+calcConvexity dc d ps pricingCurve 
+  = toRational $
+      (*)
+        presentValue' $
+        (foldr (\(_t,_c,_f) acc ->
+                      (_t * (_t + 1) * fromRational _c) / ((1.000 + _f) ** (_t+2))
+                      )
+                      0.0000
+                      (zip3 ts payments pvFactors)) -- `debug` ("'v"++show presentValue'++"others"++ show (zip3 ts payments pvFactors))
+    where 
+      pvFactors::[Double] = fromRational <$> getValByDate pricingCurve Inc <$> fst <$> ps
+      presentValue'::Double = 1 / (fromRational . toRational) (sum [ pv pricingCurve d _d _b | (_d,_b) <- ps ])
+      payments = toRational . snd <$> ps
+      ts::[Double] = fromRational <$> yearCountFraction dc d <$> fst <$> ps
 
 -- ^ calculate present value of input amount in future with given a curve and PV date
 pv :: Ts -> Date -> Date -> Amount -> Amount
@@ -102,10 +117,8 @@ calcRequiredAmtForIrrAtDate :: Double -> [Date] -> [Amount] -> Date -> Maybe Amo
 calcRequiredAmtForIrrAtDate irr [] _ d = Nothing 
 calcRequiredAmtForIrrAtDate irr ds vs d = 
   let 
-    def = RiddersParam
-        { riddersMaxIter = 200
-        , riddersTol     = RelTol 0.00000001
-        }
+    itertimes = 500
+    def = RiddersParam { riddersMaxIter = itertimes, riddersTol = RelTol 0.00000001}
   in 
     case ridders def (0.0001,100000000000000) (calcPvFromIRR irr ds vs d) of
           Root finalAmt -> Just (fromRational (toRational finalAmt))
diff --git a/src/Asset.hs b/src/Asset.hs
index 387d5679..bcefd5ce 100644
--- a/src/Asset.hs
+++ b/src/Asset.hs
@@ -80,6 +80,12 @@ class (Show a,IR.UseRate a) => Asset a where
   -- | get number of remaining payments
   getRemainTerms :: a -> Int
   -- | project asset cashflow under credit stress and interest assumptions
+  getTotalTerms :: a -> Int 
+  getTotalTerms a = ACM.originTerm (getOriginInfo a)
+
+  getPastTerms :: a -> Int
+  getPastTerms a = getTotalTerms a - getRemainTerms a
+
   projCashflow :: a -> Date -> A.AssetPerf -> Maybe [RateAssumption] -> Either String (CF.CashFlowFrame, Map.Map CutoffFields Balance)
   -- | Get possible number of borrower 
   getBorrowerNum :: a -> Int
@@ -156,55 +162,87 @@ applyExtraStress (Just ExtraStress{A.defaultFactors= mDefFactor
                                        ,getTsVals $ multiplyTs Exc (zipTs ds def) defFactor)
 
 
-buildPrepayRates :: [Date] -> Maybe A.AssetPrepayAssumption -> Either String [Rate]
-buildPrepayRates ds Nothing = Right $ replicate (pred (length ds)) 0.0
-buildPrepayRates ds mPa = 
-  case mPa of
-    Just (A.PrepaymentConstant r) -> Right $ replicate size r
-    Just (A.PrepaymentCPR r) -> Right $ Util.toPeriodRateByInterval r <$> getIntervalDays ds
-    Just (A.PrepaymentVec vs) -> Right $ zipWith 
-                                    Util.toPeriodRateByInterval
-                                    (paddingDefault 0.0 vs (pred size))
-                                    (getIntervalDays ds)
-    Just (A.PrepaymentVecPadding vs) -> Right $ zipWith 
-                                         Util.toPeriodRateByInterval
-                                         (paddingDefault (last vs) vs (pred size))
-                                         (getIntervalDays ds)
-    Just (A.PrepayStressByTs ts x) -> 
-      do
-        rs <- buildPrepayRates ds (Just x)
-        return $ getTsVals $ multiplyTs Exc (zipTs (tail ds) rs) ts 
-
-    _ -> Left ("failed to find prepayment type"++ show mPa)
-  where
-    size = length ds
+cpr2smm :: Rate -> Rate
+cpr2smm r = toRational $ 1 - (1 - fromRational r :: Double) ** (1/12)
 
-buildDefaultRates :: [Date] -> Maybe A.AssetDefaultAssumption -> Either String [Rate]
-buildDefaultRates ds Nothing = Right $ replicate (pred (length ds)) 0.0
-buildDefaultRates ds mDa = 
-  case mDa of
-    Just (A.DefaultConstant r) -> Right $ replicate size r
-    Just (A.DefaultCDR r) -> Right $ Util.toPeriodRateByInterval r <$> getIntervalDays ds
-    Just (A.DefaultVec vs) -> Right $ zipWith 
-                                Util.toPeriodRateByInterval
-                                (paddingDefault 0.0 vs (pred size))
-                                (getIntervalDays ds)
-    Just (A.DefaultVecPadding vs) -> Right $ zipWith 
+buildPrepayRates :: Asset b => b -> [Date] -> Maybe A.AssetPrepayAssumption -> Either String [Rate]
+buildPrepayRates _ ds Nothing = Right $ replicate (pred (length ds)) 0.0
+buildPrepayRates a ds mPa = 
+  capWith 1.0 <$> 
+    case mPa of
+      Just (A.PrepaymentConstant r) -> Right $ replicate size r
+      Just (A.PrepaymentCPR r) -> Right $ Util.toPeriodRateByInterval r <$> getIntervalDays ds
+      Just (A.PrepaymentVec vs) -> Right $ zipWith 
                                       Util.toPeriodRateByInterval
-                                      (paddingDefault (last vs) vs (pred size))
+                                      (paddingDefault 0.0 vs (pred size))
                                       (getIntervalDays ds)
-    Just (A.DefaultAtEndByRate r rAtEnd)
-      -> Right $ case size of 
-          0 -> []
-          1 -> []
-          _ -> (Util.toPeriodRateByInterval r <$> getIntervalDays (init ds)) ++ (Util.toPeriodRateByInterval rAtEnd <$> getIntervalDays [head ds,last ds])
-
-    Just (A.DefaultStressByTs ts x) -> 
-      do
-        rs <- buildDefaultRates ds (Just x)
-        let r = getTsVals $ multiplyTs Inc (zipTs (tail ds) rs) ts 
-        return r
-    _ -> Left ("failed to find default rate type"++ show mDa)    
+      Just (A.PrepaymentVecPadding vs) -> Right $ zipWith 
+                                           Util.toPeriodRateByInterval
+                                           (paddingDefault (last vs) vs (pred size))
+                                           (getIntervalDays ds)
+      Just (A.PrepayStressByTs ts x) -> 
+        do
+          rs <- buildPrepayRates a ds (Just x)
+          return $ getTsVals $ multiplyTs Exc (zipTs (tail ds) rs) ts 
+      Just (A.PrepaymentPSA r) -> 
+        let 
+          agedTerm = getPastTerms a
+          remainingTerm = getRemainTerms a
+          ppyVectorInCPR = (* r) <$> [0.002,0.004..0.06] ++ repeat 0.06
+          vectorUsed = take remainingTerm $ drop agedTerm ppyVectorInCPR
+        in 
+          case period (getOriginInfo a) of
+            Monthly -> Right $ cpr2smm <$> vectorUsed
+            _ -> Left $ "PSA is only supported for monthly payment but got "++ show (period (getOriginInfo a))
+      Just (A.PrepaymentByTerm rs) -> 
+        let 
+          agedTerm = getPastTerms a
+          oTerm = originTerm (getOriginInfo a)
+        in 
+          case find (\x -> oTerm == length x) rs of 
+            Just v -> Right $ drop agedTerm v
+            Nothing -> Left "Prepayment by term doesn't match the origin term"
+
+      _ -> Left ("failed to find prepayment type"++ show mPa)
+  where
+    size = length ds
+
+buildDefaultRates :: Asset b => b -> [Date] -> Maybe A.AssetDefaultAssumption -> Either String [Rate]
+buildDefaultRates _ ds Nothing = Right $ replicate (pred (length ds)) 0.0
+buildDefaultRates a ds mDa = 
+  capWith 1.0 <$> 
+    case mDa of
+      Just (A.DefaultConstant r) -> Right $ replicate size r
+      Just (A.DefaultCDR r) -> Right $ Util.toPeriodRateByInterval r <$> getIntervalDays ds
+      Just (A.DefaultVec vs) -> Right $ zipWith 
+                                  Util.toPeriodRateByInterval
+                                  (paddingDefault 0.0 vs (pred size))
+                                  (getIntervalDays ds)
+      Just (A.DefaultVecPadding vs) -> Right $ zipWith 
+                                        Util.toPeriodRateByInterval
+                                        (paddingDefault (last vs) vs (pred size))
+                                        (getIntervalDays ds)
+      Just (A.DefaultAtEndByRate r rAtEnd)
+        -> Right $ case size of 
+            0 -> []
+            1 -> []
+            _ -> (Util.toPeriodRateByInterval r <$> getIntervalDays (init ds)) ++ (Util.toPeriodRateByInterval rAtEnd <$> getIntervalDays [head ds,last ds])
+
+      Just (A.DefaultStressByTs ts x) -> 
+        do
+          rs <- buildDefaultRates a ds (Just x)
+          let r = getTsVals $ multiplyTs Inc (zipTs (tail ds) rs) ts 
+          return r
+
+      Just (A.DefaultByTerm rs) -> 
+        let 
+          agedTerm = getPastTerms a
+          oTerm = originTerm (getOriginInfo a)
+        in 
+          case find (\x -> oTerm == length x) rs of 
+            Just v -> Right $ drop agedTerm v
+            Nothing -> Left "Default by term doesn't match the origin term"
+      _ -> Left ("failed to find default rate type"++ show mDa)    
   where
     size = length ds
 
@@ -213,17 +251,17 @@ getRecoveryLagAndRate Nothing = (0,0)
 getRecoveryLagAndRate (Just (A.Recovery (r,lag))) = (r,lag)
 
 -- | build pool assumption rate (prepayment, defaults, recovery rate , recovery lag)
-buildAssumptionPpyDefRecRate :: [Date] -> A.AssetPerfAssumption -> Either String ([Rate],[Rate],Rate,Int)
-buildAssumptionPpyDefRecRate ds (A.LoanAssump mDa mPa mRa mESa) = buildAssumptionPpyDefRecRate ds (A.MortgageAssump mDa mPa mRa mESa)
-buildAssumptionPpyDefRecRate ds (A.MortgageAssump mDa mPa mRa mESa)
+buildAssumptionPpyDefRecRate :: Asset a => a -> [Date] -> A.AssetPerfAssumption -> Either String ([Rate],[Rate],Rate,Int)
+buildAssumptionPpyDefRecRate a ds (A.LoanAssump mDa mPa mRa mESa) = buildAssumptionPpyDefRecRate a ds (A.MortgageAssump mDa mPa mRa mESa)
+buildAssumptionPpyDefRecRate a ds (A.MortgageAssump mDa mPa mRa mESa)
   = let  
       size = length ds
       zeros = replicate size 0.0
       (recoveryRate,recoveryLag) = getRecoveryLagAndRate mRa
     in 
       do 
-        prepayRates <- buildPrepayRates ds mPa
-        defaultRates <- buildDefaultRates ds mDa
+        prepayRates <- buildPrepayRates a ds mPa
+        defaultRates <- buildDefaultRates a ds mDa
         let (prepayRates2,defaultRates2) = applyExtraStress mESa ds prepayRates defaultRates
         return (prepayRates2,defaultRates2,recoveryRate,recoveryLag)
 
@@ -239,9 +277,9 @@ getDefaultLagAndRate Nothing = (0,0)
 getDefaultLagAndRate (Just (A.Recovery (r,lag))) = (r,lag)
 
 -- | build prepayment rates/ delinq rates and (%,lag) convert to default, recovery rate, recovery lag
-buildAssumptionPpyDelinqDefRecRate :: [Date] -> A.AssetPerfAssumption -> Either String ([Rate],[Rate],(Rate,Lag),Rate,Int)
-buildAssumptionPpyDelinqDefRecRate ds (A.MortgageDeqAssump mDeqDefault mPa mRa (Just _)) = Left "Delinq assumption doesn't support extra stress"
-buildAssumptionPpyDelinqDefRecRate ds (A.MortgageDeqAssump mDeqDefault mPa mRa Nothing)
+buildAssumptionPpyDelinqDefRecRate :: Asset a => a -> [Date] -> A.AssetPerfAssumption -> Either String ([Rate],[Rate],(Rate,Lag),Rate,Int)
+buildAssumptionPpyDelinqDefRecRate _ ds (A.MortgageDeqAssump mDeqDefault mPa mRa (Just _)) = Left "Delinq assumption doesn't support extra stress"
+buildAssumptionPpyDelinqDefRecRate a ds (A.MortgageDeqAssump mDeqDefault mPa mRa Nothing)
   = let 
       (recoveryRate,recoveryLag) = getRecoveryLagAndRate mRa
       zeros = replicate (length ds) 0.0
@@ -253,7 +291,7 @@ buildAssumptionPpyDelinqDefRecRate ds (A.MortgageDeqAssump mDeqDefault mPa mRa N
                                                 ,pct)
     in 
       do 
-        prepayRates <- buildPrepayRates ds mPa
+        prepayRates <- buildPrepayRates a ds mPa
         return (prepayRates,delinqRates,(defaultPct,defaultLag),recoveryRate, recoveryLag)
 
 
@@ -287,9 +325,10 @@ priceAsset m d (PVCurve curve) assumps mRates cType
                                     Inc -> txns)
             pv = pv3 curve d ds amts -- `debug` ("pricing"++ show d++ show ds++ show amts)
             wal = calcWAL ByYear cb d (zip amts ds)
-            duration = calcDuration d (zip ds amts) curve
+            duration = fromRational $ calcDuration DC_ACT_365F d (zip ds amts) curve
+            convexity = fromRational $ calcConvexity DC_ACT_365F d (zip ds amts) curve
           in
-            Right $ AssetPrice pv wal duration (-1) accruedInt
+            Right $ AssetPrice pv wal duration convexity accruedInt
         Left x -> Left x
 
 priceAsset m d (BalanceFactor currentFactor defaultedFactor) assumps mRates cType
@@ -306,7 +345,7 @@ priceAsset m d (BalanceFactor currentFactor defaultedFactor) assumps mRates cTyp
                amts = CF.tsTotalCash <$> txns 
                wal = calcWAL ByYear cb d (zip amts ds) -- `debug` ("pricing"++ show d++ show ds++ show amts)
            in  
-             Right $ AssetPrice val wal (-1) (-1) (-1)  --TODO missing convixity
+             Right $ AssetPrice val wal (-1) (-1) (-1)  
          Left x -> Left x
       
 priceAsset m d (PvRate r) assumps mRates cType
@@ -331,7 +370,8 @@ priceAsset m d (PvRate r) assumps mRates cType
                 wal = calcWAL ByYear cb d (zip amts ds) 
                 pv = sum $ zipWith (pv2  r d) ds amts
                 curve = mkTs $ zip ds (repeat (toRational r))
-                duration = calcDuration d (zip ds amts) curve
+                duration = fromRational $ calcDuration DC_ACT_365F d (zip ds amts) curve
+                convexity = fromRational $ calcConvexity DC_ACT_365F d (zip ds amts) curve
             in
-              Right $ AssetPrice pv wal duration (-1) accruedInt  --TODO missing convixity 
+              Right $ AssetPrice pv wal duration convexity accruedInt
           Left x -> Left x
diff --git a/src/AssetClass/AssetBase.hs b/src/AssetClass/AssetBase.hs
index 5f46c5a2..f1b48fe2 100644
--- a/src/AssetClass/AssetBase.hs
+++ b/src/AssetClass/AssetBase.hs
@@ -3,6 +3,7 @@
 {-# LANGUAGE DeriveGeneric #-}
 {-# LANGUAGE InstanceSigs #-}
 {-# LANGUAGE FlexibleInstances #-}
+{-# LANGUAGE BangPatterns #-}
 
 module AssetClass.AssetBase 
   (Installment(..),Lease(..),OriginalInfo(..),Status(..)
@@ -52,15 +53,24 @@ data AmortPlan = Level                    -- ^ for mortgage / french system  ->
 
 -- | calculate period payment (Annuity/Level mortgage)
 calcPmt :: Balance -> IRate -> Int -> Amount
-calcPmt bal 0.0 periods = divideBI bal periods
-calcPmt bal periodRate periods =
-  let
-    periodRate1 = toRational periodRate
-    r1 =  ((1+periodRate1)^^periods) / ((1+periodRate1)^^periods-1) -- `debug` ("PR>>"++show periodRate)
-    pmtFactor = periodRate1 * r1 -- `debug` ("R1>>"++ show r1)
-  in
-    mulBR bal pmtFactor -- `debug` ("Factor"++ show pmtFactor)
-
+-- calcPmt bal 0.0 periods = divideBI bal periods
+-- calcPmt bal periodRate periods =
+--   let
+--     periodRate1 = toRational periodRate
+--     r1 =  ((1+periodRate1)^^periods) / ((1+periodRate1)^^periods-1) -- `debug` ("PR>>"++show periodRate)
+--     pmtFactor = periodRate1 * r1 -- `debug` ("R1>>"++ show r1)
+--   in
+--     mulBR bal pmtFactor -- `debug` ("Factor"++ show pmtFactor)
+
+-- Generate by gork
+calcPmt bal rate periods | rate == 0.0 = divideBI bal periods
+                         | otherwise = 
+  let rate' = realToFrac rate :: Double
+      logBase = log (1 + rate')
+      num = exp (logBase * fromIntegral periods)
+      den = num - 1
+      r1 = num / den
+  in mulBR (realToFrac bal) (toRational (rate' * r1))
 
 type InterestAmount = Amount
 type PrincipalAmount = Amount
diff --git a/src/AssetClass/AssetCashflow.hs b/src/AssetClass/AssetCashflow.hs
index 6c0214cb..9b6ac69c 100644
--- a/src/AssetClass/AssetCashflow.hs
+++ b/src/AssetClass/AssetCashflow.hs
@@ -4,7 +4,7 @@
 
 module AssetClass.AssetCashflow
   (applyHaircut,patchPrepayPenaltyFlow,getRecoveryLag,decreaseBorrowerNum
-  ,patchLossRecovery)
+  ,patchLossRecovery,getRecoveryLagFromAssumption)
   where
 
 import qualified Data.Time as T
@@ -129,6 +129,15 @@ getRecoveryLag :: A.RecoveryAssumption -> Int
 getRecoveryLag (A.Recovery (_,lag)) = lag 
 getRecoveryLag (A.RecoveryTiming (_,rs)) = length rs
 
+getRecoveryLagFromAssumption :: A.AssetPerfAssumption -> Maybe Int
+getRecoveryLagFromAssumption (A.MortgageAssump _ _ (Just ra) _) = Just $ getRecoveryLag ra
+getRecoveryLagFromAssumption (A.MortgageDeqAssump _ _ (Just ra) _) = Just $ getRecoveryLag ra
+getRecoveryLagFromAssumption (A.LoanAssump _ _ (Just ra) _) = Just $ getRecoveryLag ra
+getRecoveryLagFromAssumption (A.InstallmentAssump _ _ (Just ra) _) = Just $ getRecoveryLag ra
+getRecoveryLagFromAssumption (A.ReceivableAssump _ (Just ra) _) = Just $ getRecoveryLag ra
+getRecoveryLagFromAssumption _ = Nothing
+
+
 decreaseBorrowerNum :: Balance -> Balance -> Maybe BorrowerNum -> Maybe Int
 decreaseBorrowerNum bb 0 mBn = Nothing
 decreaseBorrowerNum bb eb mBn 
diff --git a/src/AssetClass/Installment.hs b/src/AssetClass/Installment.hs
index 6cb8e98f..3776391e 100644
--- a/src/AssetClass/Installment.hs
+++ b/src/AssetClass/Installment.hs
@@ -32,6 +32,8 @@ import AssetClass.AssetBase
 import Debug.Trace
 import AssetClass.AssetCashflow
 import qualified Asset as Ast
+import Control.Lens hiding (element)
+import Control.Lens.TH
 debug = flip trace
 
 
@@ -47,7 +49,7 @@ projectInstallmentFlow (startBal, lastPaidDate, (originRepay,originInt), startRa
       foldl
         (\(acc,factor) (pDate, ppyRate, defRate, rt) -> 
           let 
-            begBal = CF.mflowBalance (last acc)
+            begBal = view CF.tsRowBalance (last acc)
             newDefault = mulBR begBal defRate
             newPrepay = mulBR (begBal - newDefault) ppyRate
             intBal = begBal - newDefault - newPrepay
@@ -146,8 +148,8 @@ instance Asset Installment where
           currentFactor = divideBB cb currentScheduleBal
         in  
           do 
-            ppyRates <- Ast.buildPrepayRates (lastPayDate:cfDates) prepayAssump
-            defRates <- Ast.buildDefaultRates (lastPayDate:cfDates) defaultAssump
+            ppyRates <- Ast.buildPrepayRates inst (lastPayDate:cfDates) prepayAssump
+            defRates <- Ast.buildDefaultRates inst (lastPayDate:cfDates) defaultAssump
             let (txns,_) = projectInstallmentFlow (cb,lastPayDate,(opmt,ofee),orate,currentFactor,pt,ot) (cfDates,defRates,ppyRates,remainTerms) 
             let (futureTxns,historyM) = CF.cutoffTrs asOfDay (patchLossRecovery txns recoveryAssump)
             let begBal = CF.buildBegBal futureTxns
diff --git a/src/AssetClass/Lease.hs b/src/AssetClass/Lease.hs
index 7a640fe7..9d1ba857 100644
--- a/src/AssetClass/Lease.hs
+++ b/src/AssetClass/Lease.hs
@@ -96,17 +96,6 @@ nextLeaseTill l (rsc,tc,mg) lastDate ed accum
                 where 
                  (new_lease,new_lastDate) = nextLease l (rsc,tc,mg) 
 
--- extractAssump :: [AP.AssumptionBuilder] -> (Rate,Ts,([(Amount,Int)],Int),DayGap,Date)-> (Rate,Ts,([(Amount,Int)],Int),DayGap,Date)
--- extractAssump [] r = r
--- extractAssump (ap:aps) (a,b,c,d,e) 
---   = case ap of 
---       (AP.LeaseProjectionEnd ed) -> extractAssump aps (a,b,c,d,ed)
---       (AP.LeaseGapDays mg) -> extractAssump aps (a,b,c,mg,e)
---       (AP.LeaseBaseAnnualRate r) -> extractAssump aps (r,b,c,d,e)
---       (AP.LeaseBaseCurve ts) -> extractAssump aps (a,ts,c,d,e)
---       (AP.LeaseGapDaysByAmount tbl rest) -> extractAssump aps (a,b,(tbl,rest),d,e)
---       _ -> extractAssump aps (a,b,c,d,e)
-
 getGapDaysByBalance :: Lease -> ([(Amount,Int)],Int) -> Int 
 getGapDaysByBalance l tbl@(rows,defaultVal)
   = let 
diff --git a/src/AssetClass/Loan.hs b/src/AssetClass/Loan.hs
index 4a63a0a4..60b15c4a 100644
--- a/src/AssetClass/Loan.hs
+++ b/src/AssetClass/Loan.hs
@@ -30,6 +30,8 @@ import AssetClass.AssetCashflow
 import Debug.Trace
 import Assumptions (AssetDefaultAssumption(DefaultCDR))
 import qualified Asset as A
+import Control.Lens hiding (element)
+import Control.Lens.TH
 debug = flip trace
 
 
@@ -42,7 +44,7 @@ projectLoanFlow ((originBal,ot,or), startBal, lastPayDate, pt, dc,startRate, beg
     foldl
       (\(acc,factor) (pDate, ppyRate, defRate, intRate, rt)
         -> let 
-             begBal = CF.mflowBalance (last acc)
+             begBal = view CF.tsRowBalance (last acc)
              lastPaidDate = getDate (last acc)
              newDefault = mulBR begBal defRate
              newPrepay = mulBR (begBal - newDefault) ppyRate
@@ -133,8 +135,8 @@ instance Asset Loan where
       in
         do
           rateVector <- A.projRates cr or mRate cfDates
-          ppyRates <- A.buildPrepayRates (lastPayDate:cfDates) prepayAssump 
-          defRates <- A.buildDefaultRates (lastPayDate:cfDates) defaultAssump
+          ppyRates <- A.buildPrepayRates pl (lastPayDate:cfDates) prepayAssump 
+          defRates <- A.buildDefaultRates pl (lastPayDate:cfDates) defaultAssump
           let dc = getDayCount or          
           let remainTerms = reverse $ replicate recoveryLag 0 ++ [0..rt] -- `debug` ("rateVector"++show rateVector)
           let initFactor = case prinPayType of 
diff --git a/src/AssetClass/Mortgage.hs b/src/AssetClass/Mortgage.hs
index 7e6800c4..696840ba 100644
--- a/src/AssetClass/Mortgage.hs
+++ b/src/AssetClass/Mortgage.hs
@@ -33,6 +33,8 @@ import Debug.Trace
 import Assumptions (AssetPerfAssumption(MortgageAssump))
 import GHC.Float.RealFracMethods (truncateFloatInteger)
 import Cashflow (extendTxns)
+import Control.Lens hiding (element)
+import Control.Lens.TH
 debug = flip trace
 
 projectMortgageFlow :: (Balance, Balance, Date, Maybe BorrowerNum, AmortPlan, DayCount, IRate, Period, Int) -> (Dates, [DefaultRate],[PrepaymentRate],[IRate],[Int]) -> ([CF.TsRow], Balance)
@@ -43,9 +45,9 @@ projectMortgageFlow (originBal, startBal, lastPayDate, mbn, pt, dc, startRate, p
     foldl 
       (\(acc,lastOriginBal) (pDate, defRate, ppyRate, intRate, rt)
           -> let 
-               begBal = CF.mflowBalance (last acc) 
+               begBal = view CF.tsRowBalance (last acc) 
                lastPaidDate = getDate (last acc) -- `debug` ("beg bal"++ show begBal)
-               newDefault = mulBR begBal defRate 
+               newDefault = mulBR begBal defRate -- `debug` ("new default"++ show defRate++ ">>"++ show begBal)
                newPrepay = mulBR (begBal - newDefault) ppyRate
                -- performing balance
                _balAfterPpy = begBal - newDefault - newPrepay -- `debug` ("new ppy "++ show newPrepay ++ "beg bal"++ show (begBal - newDefault) ++ "ppy rate"++ show ppyRate)
@@ -182,7 +184,7 @@ projectScheduleDelinqFlow (trs,backToPerfCfs) surviveRate begBal (flow:flows) (d
       ppyAmt = mulBR (begBal - delinqAmt) ppyRate -- `debug` ("begbal"++ show begBal++">>"++ show delinqAmt)
       newSurviveRate = (1-delinqRate) * (1-ppyRate) * surviveRate
 
-      scheduleBal = CF.mflowBalance flow
+      scheduleBal = view CF.tsRowBalance flow
       schedulePrin = mulBR (CF.mflowPrincipal flow) surviveRate
       scheduleInt = mulBR (CF.mflowInterest flow) surviveRate
 
@@ -193,7 +195,7 @@ projectScheduleDelinqFlow (trs,backToPerfCfs) surviveRate begBal (flow:flows) (d
                                splitPct = divideBB (mulBR delinqAmt (1-defaultPct)) begBal
                                perfFlows = take (length flows - defaultLag - recoveryLag + 1) $ CF.splitTrs splitPct (flow:flows)
                              in 
-                               [ CF.tsSetDate f d | (d,f) <- zip futureDs perfFlows ]
+                               [ set CF.tsDate d f | (d,f) <- zip futureDs perfFlows ]
 
       newDefaultBals = replace defaultBals (pred defaultLag) newDefaultBal  
       newRecoveryBals = replace recoveryBals (recoveryLag + pred defaultLag) (mulBR newDefaultBal recoveryRate)  
@@ -210,7 +212,7 @@ projCashflowByDefaultAmt (cb,lastPayDate,pt,p,cr,mbn) (cfDates,(expectedDefaultB
     foldl
        (\acc (pDate, (defaultBal,futureDefualtBal), ppyRate, rate, rt)
          -> let 
-             begBal = CF.mflowBalance (last acc)  
+             begBal = view CF.tsRowBalance (last acc)  
              mBorrower = CF.mflowBorrowerNum (last acc)   
              newDefault = if begBal <= (defaultBal+futureDefualtBal) then
                              begBal  
@@ -244,7 +246,7 @@ calcScheduleBalaceToday m mRates asOfDay
       case calcCashflow (resetToOrig m) sd mRates of
         Right (CF.CashFlowFrame _ scheduleTxn) ->
           case getByDate asOfDay scheduleTxn of
-            Just f -> CF.mflowBalance f
+            Just f -> view CF.tsRowBalance f
             Nothing -> error "Failed to find schedule balance"
         Left _ -> 0
 
@@ -260,7 +262,7 @@ projScheduleCashflowByDefaultAmt (cb,lastPayDate,cr,mbn) (scheduleFlows,(expecte
          -> let 
              pDate = getDate cflow
              
-             begBal = CF.mflowBalance (last acc)  
+             begBal = view CF.tsRowBalance (last acc)  
              mBorrower = CF.mflowBorrowerNum (last acc)
 
              newDefault = if begBal <= (defaultBal+futureDefualtBal) then
@@ -308,7 +310,7 @@ instance Ast.Asset Mortgage where
     = fst <$> (projCashflow m d (MortgageAssump Nothing Nothing Nothing Nothing,A.DummyDelinqAssump,A.DummyDefaultAssump) mRates)
 
   calcCashflow s@(ScheduleMortgageFlow beg_date flows _)  d _ 
-    = Right $ CF.CashFlowFrame ( (CF.mflowBalance . head) flows, beg_date, Nothing ) flows
+    = Right $ CF.CashFlowFrame ( ((view CF.tsRowBalance) . head) flows, beg_date, Nothing ) flows
 
   calcCashflow m@(AdjustRateMortgage _origin _arm  _bal _rate _term _mbn _status) d mRates = Left $ "to be implement on adjust rate mortgage"
   
@@ -350,10 +352,9 @@ instance Ast.Asset Mortgage where
   getPaymentDates (Mortgage (MortgageOriginalInfo _ _ ot p sd _ _ _) _ _ _ _ _) extra = genDates sd p (ot+extra)
   getPaymentDates (AdjustRateMortgage (MortgageOriginalInfo _ _ ot p sd _ _ _) _ _ _ _ _ _) extra = genDates sd p (ot+extra)
   getPaymentDates (ScheduleMortgageFlow begDate flows dp) extra 
-    = 
-      let 
+    = let 
         lastPayDay = (getDate . last) flows
-        extDates =genSerialDates dp Exc lastPayDay extra 
+        extDates = genSerialDates dp Exc lastPayDay extra 
       in 
         getDates flows ++ extDates
 
@@ -391,7 +392,7 @@ instance Ast.Asset Mortgage where
       in
         do 
           rateVector <- A.projRates cr or mRates cfDates 
-          ppyRates <- Ast.buildPrepayRates (lastPayDate:cfDates) amp
+          ppyRates <- Ast.buildPrepayRates m (lastPayDate:cfDates) amp
           let txns = projCashflowByDefaultAmt (cb,lastPayDate,prinPayType,p,cr,mbn) 
                                               (cfDates,(expectedDefaultBals,unAppliedDefaultBals),ppyRates,rateVector,remainTerms)
           let (futureTxns,historyM)= CF.cutoffTrs asOfDay (patchLossRecovery txns amr)
@@ -417,13 +418,13 @@ instance Ast.Asset Mortgage where
         remainTerms = paddingDefault 0 (reverse [0..(length cfDates - recoveryLag)]) (length cfDates)
       in
         do
-          ppyRates <- Ast.buildPrepayRates (lastPayDate:cfDates) amp
+          ppyRates <- Ast.buildPrepayRates m (lastPayDate:cfDates) amp
           let txns = projCashflowByDefaultAmt (cb,lastPayDate,prinPayType,p,cr,mbn) (cfDates,(expectedDefaultBals,unAppliedDefaultBals),ppyRates,rateVector,remainTerms)
           let (futureTxns,historyM)= CF.cutoffTrs asOfDay (patchLossRecovery txns amr)
           let begBal = CF.buildBegBal futureTxns
           return $ (applyHaircut ams $ patchPrepayPenaltyFlow (ot,mpn) (CF.CashFlowFrame (begBal,asOfDay,Nothing) futureTxns) ,historyM)
   -- project schedule cashflow with total default amount
-  projCashflow (ScheduleMortgageFlow begDate flows dp) asOfDay 
+  projCashflow m@(ScheduleMortgageFlow begDate flows dp) asOfDay 
               assumps@(pAssump@(A.MortgageAssump (Just (A.DefaultByAmt (dBal,vs))) amp amr ams ),dAssump,fAssump) _
     = let
         begBal =  CF.mflowBegBalance $ head flows
@@ -441,7 +442,7 @@ instance Ast.Asset Mortgage where
         flowsWithEx = flows ++ extendTxns (last flows) extraDates -- `debug` (">> end date"++ show endDate++">>> extra dates"++show extraDates)
       in
         do 
-          _ppyRate <- Ast.buildPrepayRates (begDate:originCfDates) amp
+          _ppyRate <- Ast.buildPrepayRates m (begDate:originCfDates) amp
           let ppyRates = paddingDefault 0.0 _ppyRate totalLength
           let (txns,_) = projScheduleCashflowByDefaultAmt 
                           (begBal,begDate,begRate,begMbn) 
@@ -465,8 +466,8 @@ instance Ast.Asset Mortgage where
     in  
       do
         rateVector <- A.projRates cr or mRates cfDates 
-        defRates <- Ast.buildDefaultRates (lastPayDate:cfDates) amd
-        ppyRates <- Ast.buildPrepayRates (lastPayDate:cfDates) amp
+        defRates <- Ast.buildDefaultRates m (lastPayDate:cfDates) amd
+        ppyRates <- Ast.buildPrepayRates m (lastPayDate:cfDates) amp
         let (txns,_) = projectMortgageFlow 
                           (ob, cb,lastPayDate,mbn,prinPayType,dc,cr,p,ot) 
                           (cfDates, defRates, ppyRates,rateVector,remainTerms)
@@ -493,7 +494,7 @@ instance Ast.Asset Mortgage where
     in
       do 
         rateVector <- A.projRates cr or mRates cfDates
-        (ppyRates,delinqRates,(_,_),_,_) <- Ast.buildAssumptionPpyDelinqDefRecRate (lastPayDate:cfDates) (A.MortgageDeqAssump amd amp amr ams)
+        (ppyRates,delinqRates,(_,_),_,_) <- Ast.buildAssumptionPpyDelinqDefRecRate m (lastPayDate:cfDates) (A.MortgageDeqAssump amd amp amr ams)
         let txns = projectDelinqMortgageFlow ([],[]) cb mbn lastPayDate cfDates delinqRates ppyRates rateVector 
                                          (defaultPct,defaultLag,recoveryRate,recoveryLag,p,prinPayType,ot) 
                                          (replicate cfDatesLength 0.0,replicate cfDatesLength 0.0,replicate cfDatesLength 0.0)
@@ -543,7 +544,7 @@ instance Ast.Asset Mortgage where
       dc = getDayCount or
     in
       do 
-        (ppyRates,defRates,recoveryRate,recoveryLag) <- buildAssumptionPpyDefRecRate (lastPayDate:cfDates) (A.MortgageAssump amd amp amr ams)
+        (ppyRates,defRates,recoveryRate,recoveryLag) <- buildAssumptionPpyDefRecRate m (lastPayDate:cfDates) (A.MortgageAssump amd amp amr ams)
         let remainTerms = reverse $ replicate recoveryLag 0 ++ [0..rt]
         let (txns,_) = projectMortgageFlow (scheduleBalToday, cb,lastPayDate,mbn,prinPayType,dc,cr,p,ot) (cfDates, defRates, ppyRates,rateVector,remainTerms)
         let (futureTxns,historyM)= CF.cutoffTrs asOfDay (patchLossRecovery txns amr)
@@ -568,7 +569,7 @@ instance Ast.Asset Mortgage where
         rateVector = fromRational <$> getValByDates rateCurve Inc cfDates -- `debug` ("RateCurve"++ show rate_curve)                                  
       in
         do
-          (ppyRates, delinqRates,(_,_),_,_) <- Ast.buildAssumptionPpyDelinqDefRecRate (lastPayDate:cfDates) (A.MortgageDeqAssump amd amp amr ams)
+          (ppyRates, delinqRates,(_,_),_,_) <- Ast.buildAssumptionPpyDelinqDefRecRate m (lastPayDate:cfDates) (A.MortgageDeqAssump amd amp amr ams)
           let txns = projectDelinqMortgageFlow ([],[]) cb mbn lastPayDate cfDates delinqRates ppyRates rateVector 
                                            (defaultPct,defaultLag,recoveryRate,recoveryLag,p,prinPayType,ot) 
                                            (replicate cfDatesLength 0.0,replicate cfDatesLength 0.0,replicate cfDatesLength 0.0)
@@ -577,7 +578,7 @@ instance Ast.Asset Mortgage where
           return $ (applyHaircut ams $ patchPrepayPenaltyFlow (ot,mpn) (CF.CashFlowFrame (begBal,asOfDay,Nothing) futureTxns) ,historyM)
   
   -- schedule mortgage flow without delinq
-  projCashflow (ScheduleMortgageFlow begDate flows dp) asOfDay 
+  projCashflow m@(ScheduleMortgageFlow begDate flows dp) asOfDay 
                assumps@(pAssump@(A.MortgageAssump _ _ mRa ams ),dAssump,fAssump) _
     = let
         begBal =  CF.mflowBegBalance $ head flows 
@@ -588,7 +589,7 @@ instance Ast.Asset Mortgage where
         cfDates = (CF.getDate <$> flows) ++ extraDates
       in
         do
-          (ppyRates,defRates,recoveryRate,recoveryLag) <- buildAssumptionPpyDefRecRate (begDate:cfDates) pAssump 
+          (ppyRates,defRates,recoveryRate,recoveryLag) <- buildAssumptionPpyDefRecRate m (begDate:cfDates) pAssump 
           let txns = projectScheduleFlow [] 1.0 begBal flows defRates ppyRates
                                      (replicate curveDatesLength 0.0)
                                      (replicate curveDatesLength 0.0)
@@ -598,13 +599,13 @@ instance Ast.Asset Mortgage where
           return $ (applyHaircut ams (CF.CashFlowFrame (begBalAfterCutoff,asOfDay,Nothing) futureTxns) ,historyM)
   
   -- schedule mortgage flow WITH delinq
-  projCashflow (ScheduleMortgageFlow begDate flows dp) asOfDay assumps@(pAssump@(A.MortgageDeqAssump _ _ _ ams),dAssump,fAssump) mRates
+  projCashflow smf@(ScheduleMortgageFlow begDate flows dp) asOfDay assumps@(pAssump@(A.MortgageDeqAssump _ _ _ ams),dAssump,fAssump) mRates
     = 
       let
         begBal =  CF.mflowBegBalance $ head flows -- `debug` ("beg date"++show beg_date)
       in
         do
-          (ppyRates, delinqRates,(defaultPct,defaultLag),recoveryRate,recoveryLag) <- Ast.buildAssumptionPpyDelinqDefRecRate (begDate:getDates flows) pAssump
+          (ppyRates, delinqRates,(defaultPct,defaultLag),recoveryRate,recoveryLag) <- Ast.buildAssumptionPpyDelinqDefRecRate smf (begDate:getDates flows) pAssump
           let curveDatesLength = defaultLag + recoveryLag + length flows -- `debug` ("Length of rates"++show (length delinqRates)++">>"++show (length ppyRates))
           let extraPeriods = defaultLag + recoveryLag -- `debug` ("lags "++show defaultLag++">>"++show recoveryLag)
           let endDate = CF.getDate (last flows) 
diff --git a/src/AssetClass/ProjectedCashFlow.hs b/src/AssetClass/ProjectedCashFlow.hs
index 2bb31c08..9855545b 100644
--- a/src/AssetClass/ProjectedCashFlow.hs
+++ b/src/AssetClass/ProjectedCashFlow.hs
@@ -30,10 +30,11 @@ import qualified Cashflow as CF
 import AssetClass.AssetBase
 import AssetClass.AssetCashflow
 
-import Cashflow (extendTxns,TsRow(..),mflowBalance)
+import Cashflow (extendTxns,TsRow(..))
 
 import Debug.Trace
-
+import Control.Lens hiding (element,Index)
+import Control.Lens.TH
 debug = flip trace
 
 
@@ -71,37 +72,31 @@ projectScheduleFlow trs b_factor lastBal [] _ _ (r:rs) (l:ls) (recovery_lag,reco
 
 
 
-projFixCfwithAssumption :: (CF.CashFlowFrame, DatePattern) -> Maybe A.AssetPerfAssumption -> Date -> Either String CF.CashFlowFrame
+-- ^ project cashflow with floater rate portion
+projFixCfwithAssumption :: (CF.CashFlowFrame, DatePattern) -> ([Rate],[Rate],Rate,Int) -> Date -> Either String CF.CashFlowFrame
 projFixCfwithAssumption (cf@(CF.CashFlowFrame (begBal, begDate, accInt) flows), dp)
-                        mPassump 
+                        (ppyRates,defRates,recoveryRate,recoveryLag)
                         asOfDay
   = let
         curveDatesLength = recoveryLag + length flows
         endDate = CF.getDate (last flows)
         extraDates = genSerialDates dp Exc endDate recoveryLag
-        (recoveryRate,recoveryLag) = case mPassump of 
-                                       Nothing -> (0,0)
-                                       (Just (A.MortgageAssump _ _ x _) )-> Ast.getRecoveryLagAndRate x
-                                       (Just (A.MortgageDeqAssump _ _ x _) )-> Ast.getRecoveryLagAndRate x
         cfDates = (CF.getDate <$> flows) ++ extraDates
     in 
       do
-        (ppyRates,defRates,recoveryRate,recoveryLag) <- case mPassump of 
-                                                          Just pAssump -> buildAssumptionPpyDefRecRate (begDate:cfDates) pAssump 
-                                                          Nothing -> Right (replicate curveDatesLength 0.0, replicate curveDatesLength 0.0, 0.0, 0)
-        
         let txns = projectScheduleFlow [] 1.0 begBal flows defRates ppyRates
-                                   (replicate curveDatesLength 0.0)
-                                   (replicate curveDatesLength 0.0)
-                                   (recoveryLag,recoveryRate) --  `debug` (" begin bal"++ show begBal)
+                    (replicate curveDatesLength 0.0)
+                    (replicate curveDatesLength 0.0)
+                    (recoveryLag,recoveryRate) --  `debug` (" begin bal"++ show begBal)
         
         let (futureTxns,historyM) = CF.cutoffTrs asOfDay txns 
         
         let cb = (CF.mflowBegBalance . head) futureTxns
         return $ CF.CashFlowFrame (cb,asOfDay,Nothing) futureTxns
 
-projIndexCashflows :: ([Date],[Balance],[Principal],Index,Spread) -> DatePattern -> Maybe A.AssetPerfAssumption -> Maybe [RateAssumption] -> Either String CF.CashFlowFrame
-projIndexCashflows (ds,bals,principals,index,spd) dp mPassump (Just ras) = 
+-- ^ project cashflow with fix rate portion
+projIndexCashflows :: ([Date],[Balance],[Principal],Index,Spread) -> DatePattern -> ([Rate],[Rate],Rate,Int) -> Maybe [RateAssumption] -> Either String CF.CashFlowFrame
+projIndexCashflows (ds,bals,principals,index,spd) dp pAssump (Just ras) = 
   do
     -- mIndexToApply = A.getRateAssumption ras index
     indexRates <- sequenceA $ A.lookupRate0 ras index <$> ds 
@@ -123,42 +118,55 @@ projIndexCashflows (ds,bals,principals,index,spd) dp mPassump (Just ras) =
                                                   (replicate flowSize Nothing)
                                                   (replicate flowSize Nothing)
                                                   (replicate flowSize Nothing) 
-    projFixCfwithAssumption (scheduleCf, dp) mPassump (head ds) 
+    projFixCfwithAssumption (scheduleCf, dp) pAssump (head ds) 
     
 -- ^ project cashflow with fix rate portion and floater rate portion
 seperateCashflows :: ProjectedCashflow -> Maybe A.AssetPerfAssumption -> Maybe [RateAssumption] -> Either String (CF.CashFlowFrame, [CF.CashFlowFrame])
-seperateCashflows (ProjectedFlowMixFloater pflow@(CF.CashFlowFrame (begBal, begDate, accuredInt) flows) dp (fixPct,fixRate) floaterList)
+seperateCashflows a@(ProjectedFlowMixFloater pflow@(CF.CashFlowFrame (begBal, begDate, accuredInt) flows) dp (fixPct,fixRate) floaterList)
                   mPassump
                   mRates
   = let
         begBal = CF.mflowBegBalance $ head flows
-        totalBals = begBal: (CF.mflowBalance <$> flows)
-        ds = CF.mflowDate <$> flows
+        totalBals = begBal: ((view CF.tsRowBalance) <$> flows)
+        ds = (view CF.tsDate) <$> flows
         flowSize = length ds
         -- fix rate cashflow
+        -- fix balance = total balance * fix percent
         fixedBals = flip mulBR fixPct <$> totalBals
+        -- fix principal flow = total principal flow * fix percent
         fixedPrincipalFlow = flip mulBR fixPct <$> CF.mflowPrincipal <$> flows
+        -- fix principal interest = total principal flow * fix rate
         fixedInterestFlow = flip mulBIR fixRate <$> fixedBals
         fixFlow = zipWith12 MortgageFlow ds fixedBals fixedPrincipalFlow fixedInterestFlow (replicate flowSize 0) (replicate flowSize 0) (replicate flowSize 0) (replicate flowSize 0) (replicate flowSize fixRate) (replicate flowSize Nothing) (replicate flowSize Nothing) (replicate flowSize Nothing)
-       -- float rate cashflow
+        -- float rate cashflow
+        -- float balance = total balance - fixed balance
         totalFloatBalFlow = zipWith (-) totalBals fixedBals
+        -- float principal flow = total principal flow - fixed principal flow
         floatPrincipalFlow = zipWith (-) (CF.mflowPrincipal <$> flows) fixedPrincipalFlow
         
-        floaterSize = length rs
         rs = (\(a,b,c) -> a) <$> floaterList      -- portion of each floater
         spds = (\(a,b,c) -> b) <$> floaterList    -- spreads
         indexes = (\(a,b,c) -> c) <$> floaterList -- indexes
-
+        floaterSize = length rs
+        -- float bal brekdown by index
         floatBalsBreakDown = (\r -> flip mulBR r <$> totalFloatBalFlow ) <$> rs
+        -- float principal flow breakdown by index
         floatPrincipalFlowBreakDown = (\r -> flip mulBR r <$> floatPrincipalFlow)  <$> rs -- `debug` ("float bal breakdown"++ show floatBalsBreakDown)
+        recoveryLag = case mPassump of 
+                        Nothing -> 0 
+                        Just passump -> fromMaybe 0 $ getRecoveryLagFromAssumption passump
+        curveDatesLength = length flows + recoveryLag
       in
-        do 
+        do
+          assumptionInput <- case mPassump of 
+                              Just pAssump -> buildAssumptionPpyDefRecRate a (begDate:ds) pAssump 
+                              Nothing -> Right (replicate curveDatesLength 0.0, replicate curveDatesLength 0.0, 0.0, 0)
           fixedCashFlow <- projFixCfwithAssumption ((CF.CashFlowFrame ( ((flip mulBR) fixPct) begBal
                                                                     , begDate
                                                                     , (flip mulBR) fixPct <$> accuredInt)
                                                                    fixFlow)
-                                                , dp) mPassump begDate 
-          floatedCashFlow <- sequenceA $ (\x -> projIndexCashflows x dp mPassump mRates) <$> zip5 
+                                                , dp) assumptionInput begDate 
+          floatedCashFlow <- sequenceA $ (\x -> projIndexCashflows x dp assumptionInput mRates) <$> zip5 
                                                                                               (replicate floaterSize ds) 
                                                                                               floatBalsBreakDown 
                                                                                               floatPrincipalFlowBreakDown 
@@ -188,11 +196,13 @@ instance Ast.Asset ProjectedCashflow where
       = do
           (fixedCashFlow, floatedCashFlow) <- seperateCashflows f Nothing mRate   -- `debug` ("running fixed cashflow"++show fixedCashFlow)
           return $ foldl CF.combine fixedCashFlow floatedCashFlow
--- projFixCfwithAssumption :: (CF.CashFlowFrame, DatePattern) -> A.AssetPerfAssumption -> Date -> CF.CashFlowFrame
+
     projCashflow f@(ProjectedFlowFixed cf dp) asOfDay (pAssump,_,_) mRates 
-      =  
-        do 
-          p <- projFixCfwithAssumption (cf, dp) (Just pAssump) asOfDay
+      = do 
+          let cfDates = CF.getDatesCashFlowFrame cf
+          let begDate = view (CF.cfBeginStatus . _2) cf
+          pRates <- buildAssumptionPpyDefRecRate f (begDate:cfDates) pAssump 
+          p <- projFixCfwithAssumption (cf, dp) pRates asOfDay
           return (p, Map.empty)
 
     projCashflow f asOfDay (pAssump, _, _) mRates
diff --git a/src/AssetClass/Receivable.hs b/src/AssetClass/Receivable.hs
index 3bb361c4..a9c51472 100644
--- a/src/AssetClass/Receivable.hs
+++ b/src/AssetClass/Receivable.hs
@@ -148,7 +148,7 @@ instance Asset Receivable where
         initTxn = CF.ReceivableFlow sd ob 0 0 0 0 0 0 Nothing
       in 
         do 
-          defaultRates <- A.buildDefaultRates (sd:[dd]) amd
+          defaultRates <- A.buildDefaultRates r (sd:[dd]) amd
           let defaultAmt = mulBR ob (head defaultRates)
           let afterDefaultBal =  ob - defaultAmt
           let afterDefaultFee =  mulBR feeDue (1 - (head defaultRates))
diff --git a/src/Assumptions.hs b/src/Assumptions.hs
index 508e59dc..cee93f0a 100644
--- a/src/Assumptions.hs
+++ b/src/Assumptions.hs
@@ -2,6 +2,7 @@
 {-# LANGUAGE TemplateHaskell #-}
 {-# LANGUAGE DeriveGeneric #-}
 {-# LANGUAGE LambdaCase #-}
+{-# LANGUAGE TupleSections #-}
 
 module Assumptions (BondPricingInput(..)
                     ,AssumptionInput(..),ApplyAssumptionType(..)
@@ -19,6 +20,7 @@ module Assumptions (BondPricingInput(..)
                     ,FieldMatchRule(..),CallOpt(..)
                     ,_MortgageAssump,_MortgageDeqAssump,_LeaseAssump,_LoanAssump,_InstallmentAssump
                     ,_ReceivableAssump,_FixedAssetAssump  
+                    ,stressDefaultAssump,applyAssumptionTypeAssetPerf
                     )
 where
 
@@ -85,6 +87,23 @@ data ApplyAssumptionType = PoolLevel AssetPerf               -- ^ assumption app
                          | ByDealName (Map.Map DealName (ApplyAssumptionType, NonPerfAssumption)) -- ^ assumption for a named deal 
                          deriving (Show, Generic)
 
+
+applyAssumptionTypeAssetPerf :: Traversal' ApplyAssumptionType AssetPerf
+applyAssumptionTypeAssetPerf f = go
+  where
+    go (PoolLevel x) = PoolLevel <$> f x
+    go (ByIndex strats) = ByIndex <$> traverse (\(idxs,aps) -> (idxs,) <$> f aps) strats
+    go (ByName m) = ByName <$> traverse f m
+    go (ByObligor os) = ByObligor <$> traverse (\case
+                                                  ObligorById ids ap -> ObligorById ids <$> f ap
+                                                  ObligorByTag tags m ap -> ObligorByTag tags m <$> f ap
+                                                  ObligorByField fs ap -> ObligorByField fs <$> f ap
+                                                  ObligorByDefault ap -> ObligorByDefault <$> f ap
+                                              ) os
+    go (ByPoolId m) = ByPoolId <$> traverse go m
+    go (ByDealName m) = ByDealName <$> traverse (\(a,b) -> (,) <$> go a <*> pure b) m
+
+
 type RateFormula = DealStats
 type BalanceFormula = DealStats
 
@@ -133,14 +152,29 @@ data AssetDefaultAssumption = DefaultConstant Rate              -- ^ using const
                             | DefaultAtEnd                      -- ^ default 100% at end
                             | DefaultAtEndByRate Rate Rate      -- ^ life time default rate and default rate at end
                             | DefaultStressByTs Ts AssetDefaultAssumption
+                            | DefaultByTerm [[Rate]]
                             deriving (Show,Generic,Read)
 
+-- ^ stress the default assumption by a factor
+stressDefaultAssump :: Rate -> AssetDefaultAssumption -> AssetDefaultAssumption
+stressDefaultAssump x (DefaultConstant r) = DefaultConstant (r*x)
+stressDefaultAssump x (DefaultCDR r) = DefaultCDR (r*x)
+stressDefaultAssump x (DefaultVec rs) = DefaultVec ((x*) <$> rs)
+stressDefaultAssump x (DefaultVecPadding rs) = DefaultVecPadding ((x*) <$> rs)
+stressDefaultAssump x (DefaultByAmt (b,rs)) = DefaultByAmt (mulBR b x, rs)
+stressDefaultAssump x (DefaultAtEndByRate r1 r2) = DefaultAtEndByRate (r1*x) (r2*x)
+stressDefaultAssump x (DefaultByTerm rss) = DefaultByTerm (map (map (* x)) rss)
+stressDefaultAssump x (DefaultStressByTs ts a) = DefaultStressByTs ts (stressDefaultAssump x a)
+
+
 data AssetPrepayAssumption = PrepaymentConstant Rate
                            | PrepaymentCPR Rate 
                            | PrepaymentVec [Rate] 
                            | PrepaymentVecPadding [Rate] 
                            | PrepayByAmt (Balance,[Rate])
                            | PrepayStressByTs Ts AssetPrepayAssumption
+                           | PrepaymentPSA Rate
+                           | PrepaymentByTerm [[Rate]]
                            deriving (Show,Generic,Read)
 
 data AssetDelinquencyAssumption = DelinqCDR Rate (Lag,Rate)                 -- ^ Annualized Rate to Delinq status , period lag become defaulted, loss rate, period lag become loss
@@ -191,7 +225,7 @@ data RevolvingAssumption = AvailableAssets RevolvingPool ApplyAssumptionType
                          deriving (Show,Generic)
 
 type HistoryCash = Ts
-type CurrentHolding = Balance
+type CurrentHolding = Balance -- as of the deal date
 type PricingDate = Date
 
 data BondPricingInput = DiscountCurve PricingDate Ts                               -- ^ PV curve used to discount bond cashflow and a PV date where cashflow discounted to 
@@ -245,7 +279,6 @@ projRates sr (Floater _ idx spd r dp rfloor rcap mr) (Just assumps) ds
             ratesFromCurve = case _rateAssumption of
                                 (RateCurve _ ts) -> (\x -> spd + (fromRational x) ) <$> (getValByDates ts Inc resetDates)
                                 (RateFlat _ v)   -> (spd +) <$> replicate (length resetDates) v
-                                _ -> error ("Invalid rate type "++ show _rateAssumption)
             ratesUsedByDates =  getValByDates
                                   (mkRateTs $ zip ((head ds):resetDates) (sr:ratesFromCurve))
                                   Inc
@@ -256,6 +289,7 @@ projRates sr (Floater _ idx spd r dp rfloor rcap mr) (Just assumps) ds
               (Just fv, Just cv) -> capWith cv $ floorWith fv $ fromRational <$> ratesUsedByDates 
               (Just fv, Nothing) -> floorWith fv $ fromRational <$> ratesUsedByDates 
               (Nothing, Just cv) -> capWith cv $ fromRational <$> ratesUsedByDates 
+
 projRates _ rt rassump ds = Left ("Invalid rate type: "++ show rt++" assump: "++ show rassump)
 
 
@@ -267,6 +301,8 @@ calcResetDates (r:rs) bs
   | r == head rs = calcResetDates rs (bs++[False])
   | otherwise = calcResetDates rs (bs++[True])
 
+makePrisms ''AssetPerfAssumption 
+makePrisms ''AssetDefaultAssumption
 
 $(deriveJSON defaultOptions ''CallOpt)
 $(deriveJSON defaultOptions ''BondPricingInput)
@@ -279,5 +315,3 @@ $(concat <$> traverse (deriveJSON defaultOptions) [''FieldMatchRule,''TagMatchRu
   , ''AssetDefaultedPerfAssumption, ''AssetDelinqPerfAssumption, ''NonPerfAssumption, ''AssetDefaultAssumption
   , ''AssetPrepayAssumption, ''RecoveryAssumption, ''ExtraStress
   , ''LeaseAssetGapAssump, ''LeaseAssetRentAssump, ''RevolvingAssumption, ''AssetDelinquencyAssumption,''InspectType])
-
-makePrisms ''AssetPerfAssumption 
\ No newline at end of file
diff --git a/src/Cashflow.hs b/src/Cashflow.hs
index fa563608..ff2310d9 100644
--- a/src/Cashflow.hs
+++ b/src/Cashflow.hs
@@ -1,26 +1,27 @@
 {-# LANGUAGE TemplateHaskell       #-}
 {-# LANGUAGE DeriveGeneric       #-}
+{-# LANGUAGE DeriveAnyClass       #-}
 
 module Cashflow (CashFlowFrame(..),Principals,Interests,Amount
-                ,combine,mergePoolCf,sumTsCF,tsSetDate,tsSetLoss,tsSetRecovery
+                ,combine,mergePoolCf,sumTsCF,tsSetLoss,tsSetRecovery
                 ,sizeCashFlowFrame,aggTsByDates
                 ,mflowInterest,mflowPrincipal,mflowRecovery,mflowPrepayment
                 ,mflowRental,mflowRate,sumPoolFlow,splitTrs,aggregateTsByDate
-                ,mflowDefault,mflowLoss,mflowDate
+                ,mflowDefault,mflowLoss
                 ,getSingleTsCashFlowFrame,getDatesCashFlowFrame
                 ,lookupSource,lookupSourceM,combineTss
-                ,mflowBalance,mflowBegBalance,tsDefaultBal
-                ,mflowBorrowerNum,mflowPrepaymentPenalty
+                ,mflowBegBalance,tsDefaultBal
+                ,mflowBorrowerNum,mflowPrepaymentPenalty,tsRowBalance
                 ,emptyTsRow,mflowAmortAmount
                 ,tsTotalCash, setPrepaymentPenalty, setPrepaymentPenaltyFlow
                 ,getDate,getTxnLatestAsOf,totalPrincipal
-                ,mflowWeightAverageBalance
-                ,addFlowBalance,totalLoss,totalDefault,totalRecovery,firstDate
+                ,mflowWeightAverageBalance,tsDate
+                ,totalLoss,totalDefault,totalRecovery,firstDate
                 ,shiftCfToStartDate,cfInsertHead,buildBegTsRow,insertBegTsRow
                 ,tsCumDefaultBal,tsCumDelinqBal,tsCumLossBal,tsCumRecoveriesBal
                 ,TsRow(..),cfAt,cutoffTrs,patchCumulative,extendTxns,dropTailEmptyTxns
                 ,cashflowTxn,clawbackInt,scaleTsRow,mflowFeePaid, currentCumulativeStat, patchCumulativeAtInit
-                ,mergeCf,buildStartTsRow, sliceCfFrame
+                ,mergeCf,buildStartTsRow
                 ,txnCumulativeStats,consolidateCashFlow, cfBeginStatus, getBegBalCashFlowFrame
                 ,splitCashFlowFrameByDate, mergePoolCf2, buildBegBal, extendCashFlow, patchBalance) where
 
@@ -47,6 +48,7 @@ import Debug.Trace
 import qualified Control.Lens as Map
 import Control.Applicative (liftA2)
 import Data.OpenApi (HasPatch(patch), HasXml (xml))
+import Control.DeepSeq (NFData,rnf)
 import Data.Text.Internal.Encoding.Fusion (streamUtf16BE)
 
 import qualified Text.Tabular as TT
@@ -103,7 +105,7 @@ data TsRow = CashFlow Date Amount
            | FixedFlow Date Balance NewDepreciation Depreciation Balance Balance -- unit cash 
            | ReceivableFlow Date Balance AccuredFee Principal FeePaid Default Recovery Loss (Maybe CumulativeStat) 
                 -- remain balance, amortized amount, unit, cash
-           deriving(Show,Eq,Ord,Generic)
+           deriving(Show,Eq,Ord,Generic,NFData)
 
 instance Semigroup TsRow where 
   CashFlow d1 a1 <> (CashFlow d2 a2) = CashFlow (max d1 d2) (a1 + a2)
@@ -217,6 +219,9 @@ instance Show CashFlowFrame where
     in 
         show st <> "\n" <> A.render id id id tbl
 
+instance NFData CashFlowFrame where 
+  rnf (CashFlowFrame st txns) = rnf st `seq` rnf txns
+  rnf (MultiCashFlowFrame m) = rnf m
 
 sizeCashFlowFrame :: CashFlowFrame -> Int
 sizeCashFlowFrame (CashFlowFrame _ ts) = length ts
@@ -326,7 +331,7 @@ combineTss [] r [] = r
 combineTss [] (r1:r1s) (r2:r2s)
   | getDate r1 > getDate r2 = combineTss [] (r2:r2s) (r1:r1s)
   | getDate r1 == getDate r2 = combineTss [combineTs r1 r2] r1s r2s -- `debug` ("combineTss after same"++show r1s++" "++show r2s)
-  | otherwise = combineTss [updateFlowBalance (mflowBegBalance r2+mflowBalance r1) r1]
+  | otherwise = combineTss [set tsRowBalance (mflowBegBalance r2+(view tsRowBalance r1)) r1]
                            r1s
                            (r2:r2s)
                            
@@ -346,17 +351,17 @@ appendTs :: TsRow -> TsRow -> TsRow
 appendTs bn1@(BondFlow d1 b1 _ _ ) bn2@(BondFlow d2 b2 p2 i2 ) 
   = set tsRowBalance (b1 - mflowAmortAmount bn2) bn2 -- `debug` ("b1 >> "++show b1++">>"++show (mflowAmortAmount bn2))
 appendTs (MortgageDelinqFlow d1 b1 p1 i1 prep1 _ def1 rec1 los1 rat1 mbn1 _ mstat1) bn2@(MortgageDelinqFlow _ b2 p2 i2 prep2 _ def2 rec2 los2 rat2 mbn2 _ mstat2)
-  = updateFlowBalance (b1 - mflowAmortAmount bn2) bn2
+  = set tsRowBalance (b1 - mflowAmortAmount bn2) bn2
 appendTs bn1@(MortgageFlow d1 b1 p1 i1 prep1 def1 rec1 los1 rat1 mbn1 _ mstat1) bn2@(MortgageFlow _ b2 p2 i2 prep2 def2 rec2 los2 rat2 mbn2 _ mstat2)
-  =  updateFlowBalance (b1 - mflowAmortAmount bn2) bn2 -- `debug` ("Summing stats"++ show bn1 ++ show mstat1++">>"++ show bn2 ++ show mstat2)
+  =  set tsRowBalance (b1 - mflowAmortAmount bn2) bn2 -- `debug` ("Summing stats"++ show bn1 ++ show mstat1++">>"++ show bn2 ++ show mstat2)
 appendTs (LoanFlow d1 b1 p1 i1 prep1 def1 rec1 los1 rat1 mstat1) bn2@(LoanFlow _ b2 p2 i2 prep2 def2 rec2 los2 rat2 mstat2)
-  =  updateFlowBalance (b1 - mflowAmortAmount bn2) bn2
+  =  set tsRowBalance (b1 - mflowAmortAmount bn2) bn2
 appendTs (LeaseFlow d1 b1 r1) bn2@(LeaseFlow d2 b2 r2) 
-  = updateFlowBalance (b1 - mflowAmortAmount bn2) bn2
+  = set tsRowBalance (b1 - mflowAmortAmount bn2) bn2
 appendTs (FixedFlow d1 b1 de1 cde1 p1 c1 ) bn2@(FixedFlow d2 b2 de2 cde2 p2 c2)
-  = updateFlowBalance (b1 - mflowAmortAmount bn2) bn2
+  = set tsRowBalance (b1 - mflowAmortAmount bn2) bn2
 appendTs (ReceivableFlow d1 b1 af1 p1 fp1 def1 rec1 los1 mstat1) bn2@(ReceivableFlow _ b2 af2 p2 fp2 def2 rec2 los2 mstat2)
-  =  updateFlowBalance (b1 - mflowAmortAmount bn2) bn2
+  =  set tsRowBalance (b1 - mflowAmortAmount bn2) bn2
 appendTs _1 _2 = error $ "appendTs failed with "++ show _1 ++ ">>" ++ show _2
 
 -- ^ add up TsRow from same entity
@@ -393,13 +398,13 @@ buildBegBal (x:_) = mflowBegBalance x
 
 
 sumTs :: [TsRow] -> Date -> TsRow
-sumTs trs = tsSetDate (foldr1 addTs trs)
+sumTs trs d = set tsDate d (foldr1 addTs trs)
 
 -- ^ group cashflow from same entity by a single date
 sumTsCF :: [TsRow] -> Date -> TsRow
 -- sumTsCF [] = tsSetDate (foldl1 addTsCF trs) -- `debug` ("Summing"++show trs++">>"++ show (tsSetDate (foldr1 addTsCF trs) d))
-sumTsCF [] = error "sumTsCF failed with empty list"
-sumTsCF trs = tsSetDate (foldl1 addTsCF trs) --  `debug` ("Summing"++show trs++">>"++ show (tsSetDate (foldr1 addTsCF trs) d))
+sumTsCF [] _ = error "sumTsCF failed with empty list"
+sumTsCF trs d = set tsDate d (foldl1 addTsCF trs) --  `debug` ("Summing"++show trs++">>"++ show (tsSetDate (foldr1 addTsCF trs) d))
 
 tsTotalCash :: TsRow -> Balance
 tsTotalCash (CashFlow _ x) = x
@@ -411,15 +416,15 @@ tsTotalCash (LeaseFlow _ _ a) =  a
 tsTotalCash (FixedFlow _ _ _ _ _ x) = x
 tsTotalCash (ReceivableFlow _ _ _ a b _ c _ _ ) = a + b + c
 
-tsDefaultBal :: TsRow -> Balance
-tsDefaultBal CashFlow {} = error "not supported"
-tsDefaultBal BondFlow {} = error "not supported"
-tsDefaultBal (MortgageDelinqFlow _ _ _ _ _ _ x _ _ _ _ _ _) = x
-tsDefaultBal (MortgageFlow _ _ _ _ _ x _ _ _ _ _ _) = x
-tsDefaultBal (LoanFlow _ _ _ _ _ x _ _ _ _) = x
-tsDefaultBal LeaseFlow {} = error "not supported"
-tsDefaultBal (FixedFlow _ _ x _ _ _) = x
-tsDefaultBal (ReceivableFlow _ _ _ _ _ x _ _ _ ) = x
+tsDefaultBal :: TsRow -> Either String Balance
+tsDefaultBal CashFlow {} = Left "no default amount for bond flow"
+tsDefaultBal BondFlow {} = Left "no default amount for bond flow"
+tsDefaultBal (MortgageDelinqFlow _ _ _ _ _ _ x _ _ _ _ _ _) = Right x
+tsDefaultBal (MortgageFlow _ _ _ _ _ x _ _ _ _ _ _) = Right x
+tsDefaultBal (LoanFlow _ _ _ _ _ x _ _ _ _) = Right x
+tsDefaultBal LeaseFlow {} = Left "not default amoutn for lease flow"
+tsDefaultBal (FixedFlow _ _ x _ _ _) =  Right x
+tsDefaultBal (ReceivableFlow _ _ _ _ _ x _ _ _ ) = Right x
 
 tsCumulative :: Lens' TsRow (Maybe CumulativeStat)
 tsCumulative = lens getter setter
@@ -448,16 +453,6 @@ tsCumLossBal tr = preview (tsCumulative . _Just . _6) tr
 tsCumRecoveriesBal :: TsRow -> Maybe Balance
 tsCumRecoveriesBal tr = preview (tsCumulative . _Just . _5) tr
 
-tsSetDate :: TsRow -> Date -> TsRow
-tsSetDate (CashFlow _ a) x  = CashFlow x a
-tsSetDate (BondFlow _ a b c) x = BondFlow x a b c
-tsSetDate (MortgageDelinqFlow _ a b c d e f g h i j k l) x = MortgageDelinqFlow x a b c d e f g h i j k l
-tsSetDate (MortgageFlow _ a b c d e f g h i j k) x = MortgageFlow x a b c d e f g h i j k
-tsSetDate (LoanFlow _ a b c d e f g h i) x = LoanFlow x a b c d e f g h i
-tsSetDate (LeaseFlow _ a b) x = LeaseFlow x a b
-tsSetDate (FixedFlow _ a b c d e) x = FixedFlow x a b c d e 
-tsSetDate (ReceivableFlow _ a b c d e f g h) x = ReceivableFlow x a b c d e f g h
-
 tsDate :: Lens' TsRow Date 
 tsDate = lens getter setter 
   where 
@@ -478,17 +473,6 @@ tsDate = lens getter setter
     setter (FixedFlow _ a b c d e) x = FixedFlow x a b c d e
     setter (ReceivableFlow _ a b c d e f g h) x = ReceivableFlow x a b c d e f g h
 
-
-tsSetBalance :: Balance -> TsRow -> TsRow
-tsSetBalance x (CashFlow _d a) = CashFlow _d x
-tsSetBalance x (BondFlow _d a b c) = BondFlow _d x b c
-tsSetBalance x (MortgageDelinqFlow _d a b c d e f g h i j k l) = MortgageDelinqFlow _d x b c d e f g h i j k l
-tsSetBalance x (MortgageFlow _d a b c d e f g h i j k) = MortgageFlow _d x b c d e f g h i j k 
-tsSetBalance x (LoanFlow _d a b c d e f g h i) = LoanFlow _d x b c d e f g h i
-tsSetBalance x (LeaseFlow _d a b) = LeaseFlow _d x b
-tsSetBalance x (FixedFlow _d a b c d e) = FixedFlow _d x b c d e
-tsSetBalance x (ReceivableFlow _d a b c d e f g h) = ReceivableFlow _d x b c d e f g h
-
 tsSetLoss :: Balance -> TsRow -> TsRow
 tsSetLoss x (MortgageDelinqFlow _d a b c d e f g h i j k l) = MortgageDelinqFlow _d a b c d e f g x i j k l
 tsSetLoss x (MortgageFlow _d a b c d e f g h i j k) = MortgageFlow _d a b c d e f x h i j k 
@@ -613,7 +597,6 @@ mflowRecovery FixedFlow {} = 0
 mflowRecovery (ReceivableFlow _ _ _ _ _ _ x _ _ ) = x
 mflowRecovery _  = error "not supported"
 
-
 tsRowBalance :: Lens' TsRow Balance
 tsRowBalance = lens getter setter 
   where 
@@ -634,34 +617,6 @@ tsRowBalance = lens getter setter
     setter (ReceivableFlow a _ b c d e f g h) x = ReceivableFlow a x b c d e f g h
 
 
-mflowBalance :: TsRow -> Balance
-mflowBalance (BondFlow _ x _ _) = x
-mflowBalance (MortgageFlow _ x _ _ _ _ _ _ _ _ _ _) = x
-mflowBalance (MortgageDelinqFlow _ x _ _ _ _ _ _ _ _ _ _ _) = x
-mflowBalance (LoanFlow _ x _ _ _ _ _ _ _ _) = x
-mflowBalance (LeaseFlow _ x _ ) = x
-mflowBalance (FixedFlow _ x _ _ _ _) = x
-mflowBalance (ReceivableFlow _ x _ _ _ _ _ _ _ ) = x
-
-addFlowBalance :: Balance -> TsRow -> TsRow 
-addFlowBalance 0 x = x
-addFlowBalance b (MortgageFlow a x c d e f g h i j k l) = MortgageFlow a (x+b) c d e f g h i j k l
-addFlowBalance b (MortgageDelinqFlow a x c d e f g h i j k l m) = MortgageDelinqFlow a (x+b) c d e f g h i j k l m
-addFlowBalance b (LoanFlow a x c d e f g i j k) = LoanFlow a (x+b) c d e f g i j k
-addFlowBalance b (LeaseFlow a x c ) = LeaseFlow a (x+b) c
-addFlowBalance b (FixedFlow a x c d e f ) = FixedFlow a (x+b) c d e f
-addFlowBalance b (ReceivableFlow a x c d e f g h i) = ReceivableFlow a (x+b) c d e f g h i
-
-updateFlowBalance :: Balance -> TsRow -> TsRow 
-updateFlowBalance b (BondFlow x _ p i) = BondFlow x b p i
-updateFlowBalance b (MortgageDelinqFlow a x c d e f g h i j k l m ) = MortgageDelinqFlow a b c d e f g h i j k l m
-updateFlowBalance b (MortgageFlow a x c d e f g h i j k l) = MortgageFlow a b c d e f g h i j k l
-updateFlowBalance b (LoanFlow a x c d e f g i j k) = LoanFlow a b c d e f g i j k
-updateFlowBalance b (LeaseFlow a x c ) = LeaseFlow a b c
-updateFlowBalance b (FixedFlow a x c d e f ) = FixedFlow a b c d e f
-updateFlowBalance b (ReceivableFlow a x c d e f g h i) = ReceivableFlow a b c d e f g h i
-
-
 mflowBegBalance :: TsRow -> Balance
 mflowBegBalance (BondFlow _ x p _) = x + p
 mflowBegBalance (MortgageDelinqFlow _ x p _ ppy delinq def _ _ _ _ _ _) = x + p + ppy + delinq
@@ -698,15 +653,6 @@ mflowFeePaid :: TsRow -> Amount
 mflowFeePaid (ReceivableFlow _ _ _ _ x _ _ _ _ ) = x
 mflowFeePaid _ = 0
 
-
-mflowDate :: TsRow -> Date
--- ^ get date for a cashflow record
-mflowDate (MortgageFlow x _ _ _ _ _ _ _ _ _ _ _) = x
-mflowDate (MortgageDelinqFlow x _ _ _ _ _ _ _ _ _ _ _ _) = x
-mflowDate (LoanFlow x _ _ _ _ _ _ _ _ _) = x
-mflowDate (LeaseFlow x _ _ ) = x
-mflowDate (ReceivableFlow x _ _ _ _ _ _ _ _ ) = x
-
 mflowAmortAmount :: TsRow -> Balance
 -- ^ calculate amortized amount for cashflow (for defaults only)
 mflowAmortAmount (MortgageFlow _ _ p _ ppy def _ _ _ _ _ _) = p + ppy + def
@@ -736,8 +682,8 @@ mflowWeightAverageBalance :: Date -> Date -> [TsRow] -> Balance
 mflowWeightAverageBalance sd ed trs
   = sum $ zipWith mulBR _bals _dfs  -- `debug` ("CalcingAvgBal=>"++show sd++show ed++show txns  )
     where
-     txns = filter (\x -> (mflowDate x>=sd)&& mflowDate x<=ed) trs
-     _ds = map mflowDate txns -- `debug` ("fee base txns"++show txns)
+     txns = filter (\x -> (view tsDate x >=sd)&& (view tsDate x)<=ed) trs
+     _ds = view tsDate <$> txns -- `debug` ("fee base txns"++show txns)
      _bals = map mflowBegBalance txns
      _dfs =  getIntervalFactors $ sd:_ds
 
@@ -776,7 +722,7 @@ buildBegTsRow :: Date -> TsRow -> TsRow
 buildBegTsRow d flow@FixedFlow{} = flow
 buildBegTsRow d tr = 
   let 
-    r = tsSetBalance (mflowBalance tr + mflowAmortAmount tr) (emptyTsRow d tr)
+    r = set tsRowBalance ((view tsRowBalance tr) + mflowAmortAmount tr) (emptyTsRow d tr)
     rate = mflowRate tr
   in
     tsSetRate rate r
@@ -786,7 +732,7 @@ buildStartTsRow (CashFlowFrame (begBal,begDate,accInt) []) = Nothing
 buildStartTsRow (CashFlowFrame (begBal,begDate,accInt) (txn:txns)) = 
   let 
     rEmpty = emptyTsRow begDate txn 
-    r = tsSetBalance begBal rEmpty
+    r = set tsRowBalance begBal rEmpty
     rate = mflowRate txn
   in
     Just $ tsSetRate rate r
@@ -838,19 +784,6 @@ mergePoolCf cf1@(CashFlowFrame st1 txns1) cf2@(CashFlowFrame st2 txns2)
           CashFlowFrame st1 (txn0++txn1) -- `debug` ("Txn1"++show txn1)
   where 
     [startDate1,startDate2] = firstDate <$> [cf1,cf2]
-    -- rightToLeft = startDate1 >= startDate2
-
-sliceCfFrame :: Date -> Date -> RangeType -> CashFlowFrame -> CashFlowFrame
-sliceCfFrame sd ed rt (CashFlowFrame st txns) 
-  = let 
-      txns' = case rt of 
-                EE -> filter (\x -> (mflowDate x > sd) && (mflowDate x < ed)) txns
-                EI -> filter (\x -> (mflowDate x > sd) && (mflowDate x <= ed)) txns
-                II -> filter (\x -> (mflowDate x >= sd) && (mflowDate x <= ed)) txns
-                IE -> filter (\x -> (mflowDate x >= sd) && (mflowDate x < ed)) txns
-    in 
-      CashFlowFrame st txns'
-
 
 
 -- ^ agg cashflow (but not updating the cumulative stats)
@@ -986,7 +919,7 @@ lookupSource tr CollectedCash = tsTotalCash tr
 lookupSource tr NewDelinquencies = mflowDelinq tr
 lookupSource tr NewDefaults = mflowDefault tr
 lookupSource tr NewLosses = mflowLoss tr
-lookupSource tr CurBalance = mflowBalance tr
+lookupSource tr CurBalance = view tsRowBalance tr
 lookupSource tr CurBegBalance = mflowBegBalance tr
 lookupSource tr x = error ("Failed to lookup source"++ show x)
 
diff --git a/src/DateUtil.hs b/src/DateUtil.hs
index 2ff9e93f..6340e1e9 100644
--- a/src/DateUtil.hs
+++ b/src/DateUtil.hs
@@ -24,7 +24,8 @@ import Control.Exception
 debug = flip trace
 
 -- http://www.deltaquants.com/day-count-conventions
-yearCountFraction :: DayCount -> Date -> Date -> Rational --TODO https://www.iso20022.org/15022/uhb/mt565-16-field-22f.htm
+-- https://www.iso20022.org/15022/uhb/mt565-16-field-22f.htm
+yearCountFraction :: DayCount -> Date -> Date -> Rational 
 yearCountFraction dc sd ed 
   = case dc of 
       DC_ACT_ACT -> if sameYear then 
diff --git a/src/Deal.hs b/src/Deal.hs
index bcb6b47d..0a82e467 100644
--- a/src/Deal.hs
+++ b/src/Deal.hs
@@ -4,6 +4,7 @@
 {-# LANGUAGE LambdaCase #-}
 {-# LANGUAGE ScopedTypeVariables #-}
 {-# LANGUAGE GADTs #-}
+{-# LANGUAGE TupleSections #-}
 
 module Deal (run,runPool,getInits,runDeal,ExpectReturn(..)
             ,performAction
@@ -11,10 +12,11 @@ module Deal (run,runPool,getInits,runDeal,ExpectReturn(..)
             ,calcTargetAmount,updateLiqProvider
             ,projAssetUnion,priceAssetUnion
             ,removePoolCf,runPoolType,PoolType
-            ,ActionOnDate(..),DateDesp(..),OverrideType(..)
+            ,ActionOnDate(..),DateDesp(..)
             ,changeDealStatus
             ) where
 
+import Control.Parallel.Strategies
 import qualified Accounts as A
 import qualified Ledger as LD
 import qualified Asset as Ast
@@ -31,7 +33,6 @@ import AssetClass.Mortgage
 import AssetClass.Lease
 import AssetClass.Loan
 import AssetClass.Installment
-
 import AssetClass.MixedAsset
 
 import qualified Call as C
@@ -102,10 +103,6 @@ setBondNewRate t d ras b@(L.Bond _ _ _ (L.RefRate sr ds factor _) _ bal currentR
       rate <- queryCompound t d (patchDateToStats d ds)
       return b' {L.bndRate = fromRational (rate * toRational factor) }
 
--- ^ do nothing for bond with interest by yield
-setBondNewRate t d ras b@(L.Bond _ _ _ (L.InterestByYield {}) _ bal currentRate _ dueInt _ (Just dueIntDate) _ _ _) 
-  = Right b
-
 -- ^ cap & floor & IoI
 setBondNewRate t d ras b@(L.Bond _ _ _ ii _ bal currentRate _ dueInt _ (Just dueIntDate) _ _ _) 
   = Right $ (L.accrueInt d b) { L.bndRate = applyFloatRate ii d ras}
@@ -183,22 +180,6 @@ updateLiqProviderRate t d ras liq@CE.LiqFacility{CE.liqRateType = mRt, CE.liqPre
 
 updateLiqProviderRate t d ras liq = liq 
 
--- CDS
-
--- ^ accure CDS 
--- accrueCDS :: Ast.Asset a => TestDeal a -> Date -> CE.CreditDefaultSwap -> Either String CE.CreditDefaultSwap
--- accrueCDS t d cds@CDS{} = Right cds
-
--- accrueCDS 
-
-
-
--- ^ settle CDS 
--- settleCDS :: Ast.Asset a => TestDeal a -> Date -> CE.CDS -> Either String (CE.CDS
-
-
-
-
 evalFloaterRate :: Date -> [RateAssumption] -> IR.RateType -> IRate 
 evalFloaterRate _ _ (IR.Fix _ r) = r 
 evalFloaterRate d ras (IR.Floater _ idx spd _r _ mFloor mCap mRounding)
@@ -313,9 +294,6 @@ accrueRC t d rs rc@RateCap{rcNetCash = amt, rcStrikeRate = strike,rcIndex = inde
                   let newStmt = appendStmt (IrsTxn d newAmt addAmt 0 0 0 SwapAccrue) mstmt 
                   return $ rc { rcLastStlDate = Just d ,rcNetCash = newAmt, rcStmt = newStmt }
 
-
-
-
 -- ^ test if a clean up call should be fired
 testCall :: Ast.Asset a => TestDeal a -> Date -> C.CallOption -> Either String Bool 
 testCall t d opt = 
@@ -391,7 +369,6 @@ changeDealStatus:: Ast.Asset a => (Date,String)-> DealStatus -> TestDeal a -> (M
 changeDealStatus _ _ t@TestDeal{status=Ended} = (Nothing, t) 
 changeDealStatus (d,why) newSt t@TestDeal{status=oldSt} = (Just (DealStatusChangeTo d oldSt newSt why), t {status=newSt})
 
-
 -- runWaterfall :: Ast.Asset a => (TestDeal a ,Date, Runcontext a ,[ResultComponent]) -> String -> Either String (TestDeal a, RunContext a,[ResultComponent])
 -- runWaterfall (t,d, runContext,logs) waterfallKey = 
 --   let 
@@ -436,7 +413,7 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
               -- deposit cashflow to SPV from external pool cf               
             in 
               do 
-                let accs = depositPoolFlow (collects t) d collectedFlow accMap -- `debug` ("PoolCollection: deposit >>"++ show d++">>>"++ show collectedFlow++"\n")
+                accs <- depositPoolFlow (collects t) d collectedFlow accMap -- `debug` ("PoolCollection: deposit >>"++ show d++">>>"++ show collectedFlow++"\n")
                 let dAfterDeposit = (appendCollectedCF d t collectedFlow) {accounts=accs}   -- `debug` ("Collected flow"++ show collectedFlow)
                 -- newScheduleFlowMap = Map.map (over CF.cashflowTxn (cutBy Exc Future d)) (fromMaybe Map.empty (getScheduledCashflow t Nothing))
                 let dealAfterUpdateScheduleFlow = over dealScheduledCashflow 
@@ -448,7 +425,13 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
                 let waterfallToExe = Map.findWithDefault [] W.EndOfPoolCollection (waterfall t)  -- `debug` ("new logs from trigger 1"++ show newLogs0)
                 (dAfterAction,rc2,newLogs) <- foldM (performActionWrap d) (dRunWithTrigger0 ,rc1 ,log ) waterfallToExe  -- `debug` ("Pt 03"++ show d++">> context flow"++show (pool dRunWithTrigger0))-- `debug` ("End collection action"++ show waterfallToExe)
                 (dRunWithTrigger1,rc3,ads3,newLogs1) <- runTriggers (dAfterAction,rc2,ads2) d EndCollectionWF -- `debug` ("PoolCollection: Pt 04"++ show d++">> context flow"++show (runPoolFlow rc2))-- `debug` ("End collection action"++ show waterfallToExe)
-                run dRunWithTrigger1 (runPoolFlow rc3) (Just ads3) rates calls rAssump (newLogs0++newLogs++ eopActionsLog ++newLogs1) -- `debug` ("PoolCollection: Pt 05>> "++ show d++">> context flow>> "++show (runPoolFlow rc3))
+                run (increasePoolCollectedPeriod dRunWithTrigger1 )
+                    (runPoolFlow rc3) 
+                    (Just ads3) 
+                    rates 
+                    calls 
+                    rAssump 
+                    (newLogs0++newLogs++ eopActionsLog ++newLogs1) -- `debug` ("PoolCollection: Pt 05>> "++ show d++">> context flow>> "++show (runPoolFlow rc3))
           else
             run t poolFlowMap (Just ads) rates calls rAssump log -- `debug` ("PoolCollection: hit zero pool length"++ show d++"pool"++ (show poolFlowMap)++"collected cf"++ show pt) 
 
@@ -482,9 +465,15 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
                 do
                   (dAfterWaterfall, rc2, newLogsWaterfall) <- foldM (performActionWrap d) (dRunWithTrigger0,rc1,log) waterfallToExe -- `debug` ("In RunWaterfall Date"++show d++">>> status "++show (status dRunWithTrigger0)++"before run waterfall collected >>"++ show (pool dRunWithTrigger0))
                   (dRunWithTrigger1, rc3, ads2, newLogs2) <- runTriggers (dAfterWaterfall,rc2,ads1) d EndDistributionWF  -- `debug` ("In RunWaterfall Date"++show d++"after run waterfall >>"++ show (runPoolFlow rc2)++" collected >>"++ show (pool dAfterWaterfall))
-                  run dRunWithTrigger1 (runPoolFlow rc3) (Just ads2) rates calls rAssump (newLogsWaterfall++newLogs2++logsBeforeDist++[RunningWaterfall d waterfallKey]) -- `debug` ("In RunWaterfall Date"++show d++"after run waterfall 3>>"++ show (pool dRunWithTrigger1)++" status>>"++ show (status dRunWithTrigger1))
-
-        -- Custom waterfall execution action from deal dates
+                  run (increaseBondPaidPeriod dRunWithTrigger1)
+                      (runPoolFlow rc3) 
+                      (Just ads2) 
+                      rates 
+                      calls 
+                      rAssump 
+                      (newLogsWaterfall++newLogs2++logsBeforeDist++[RunningWaterfall d waterfallKey]) -- `debug` ("In RunWaterfall Date"++show d++"after run waterfall 3>>"++ show (pool dRunWithTrigger1)++" status>>"++ show (status dRunWithTrigger1))
+
+        -- Custom waterfall execution action from custom dates
         RunWaterfall d wName -> 
           let
             runContext = RunContext poolFlowMap rAssump rates
@@ -514,7 +503,7 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
               newF <- calcDueFee t d fToAcc
               let newFeeMap = (Map.fromList [(feeName,newF)]) <> feeMap
               run (t{fees=newFeeMap}) poolFlowMap (Just ads) rates calls rAssump log
-   
+
         ResetLiqProvider d liqName -> 
           case liqProvider t of 
             Nothing -> run t poolFlowMap (Just ads) rates calls rAssump log
@@ -626,14 +615,14 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
               newBndMap <- adjustM (setBondStepUpRate t d (fromMaybe [] rates)) bn bndMap
               run t{bonds = newBndMap } poolFlowMap (Just ads) rates calls rAssump log
         
-        -- TODO When reset rate, need to accrue interest
         ResetAccRate d accName -> 
           do
             newAccMap <- adjustM 
                           (\a@(A.Account _ _ (Just (A.InvestmentAccount idx spd dp dp1 lastDay _)) _ _)
                             -> do
                                  newRate <- AP.lookupRate (fromMaybe [] rates) (idx,spd) d 
-                                 return a { A.accInterest = Just (A.InvestmentAccount idx spd dp dp1 lastDay newRate)})
+                                 let accWithNewInt = A.depositInt d a
+                                 return accWithNewInt { A.accInterest = Just (A.InvestmentAccount idx spd dp dp1 lastDay newRate)})
                           accName accMap
             run t{accounts = newAccMap} poolFlowMap (Just ads) rates calls rAssump log
 
@@ -708,8 +697,7 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
             newAcc = Map.adjust (A.deposit fundAmt d (FundWith bName fundAmt)) accName accMap
           in 
             do
-              newBnd <- calcDueInt t d Nothing Nothing $ bndMap Map.! bName
-              let bndFunded = L.fundWith d fundAmt newBnd
+              let bndFunded = L.fundWith d fundAmt $ bndMap Map.! bName
               run t{accounts = newAcc, bonds = Map.insert bName bndFunded bndMap}
                   poolFlowMap (Just ads) rates calls rAssump log
 
@@ -723,8 +711,7 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
                 False -> run t poolFlowMap (Just ads) rates calls rAssump (log ++ [WarningMsg ("Failed to fund bond"++ bName++ ":" ++show p)])
                 True -> 
                   do
-                    newBnd <- calcDueInt t d Nothing Nothing $ bndMap Map.! bName
-                    let bndFunded = L.fundWith d fundAmt newBnd
+                    let bndFunded = L.fundWith d fundAmt $ bndMap Map.! bName
                     run t{accounts = newAcc, bonds = Map.insert bName bndFunded bndMap}
                         poolFlowMap (Just ads) rates calls rAssump log
           
@@ -840,44 +827,18 @@ data ExpectReturn = DealPoolFlow
                   | ExecutionSummary
                   deriving (Show,Generic)
 
+
+-- TODO : need to lift the result and make function Either String xxx
 priceBonds :: TestDeal a -> AP.BondPricingInput -> Map.Map String L.PriceResult
 priceBonds t (AP.DiscountCurve d dc) = Map.map (L.priceBond d dc) (viewBondsInMap t)
 priceBonds t@TestDeal {bonds = bndMap} (AP.RunZSpread curve bondPrices) 
   = Map.mapWithKey 
       (\bn (pd,price)-> L.ZSpread $
-                           L.calcZspread 
-                             (price,pd) 
-                             0
-                             (1.0
-                              ,(1.0,0.5)
-                              ,toRational (rateToday pd - toRational (L.bndRate (bndMap Map.!bn))))
-                             (bndMap Map.! bn)
-                             curve)
+                        case L.calcZspread (price,pd) (bndMap Map.! bn) curve of 
+                          Left e -> error e
+                          Right z -> z
+                        )
       bondPrices
-    where 
-      rateToday = getValByDate curve Inc     
-
--- priceBonds t@TestDeal {bonds = bndMap} (AP.IRRInput inputList)
---   = let 
---       bondHistoryFlow = []
---       futureCashFlow = []
---     in 
-
--- priceBondIrr :: BondName -> (HistoryCash,CurrentHolding,Maybe (Dates, PricingMethod)) -> Map.Map BondName L.Bond -> L.PriceResult
--- priceBondIrr bName (historyCashflow,position,mSell) m =
---   let 
---     b = m Map.! bName
---     bBegBal = L.bndBalance b
---     bPct = position / bBegBal
---     bProjFlow = (\s -> (getDate s, mulBR (getTxnAmt s) bPct)) <$> getTxns $ L.bndStmt b
---     bCashFlow = bProjFlow ++ historyCashflow
---     bLastCf Nothing = []
---     bLastCf (Just (ds,ByRate r)) = []
---     bLastCf (Just (ds,ByCurve ts)) = []
---     bLastCf (Just (ds,ByBalanceFactor r)) = []
---     bLastCf (Just (ds,ByDm idx spd)) = []
---   in 
---      
 
 
 -- ^ split call option assumption , 
@@ -887,17 +848,17 @@ splitCallOpts :: AP.CallOpt -> ([Pre],[Pre])
 splitCallOpts (AP.CallPredicate ps) = (ps,[])
 splitCallOpts (AP.LegacyOpts copts) = 
     let 
-       cFn (C.PoolBalance bal) = If L (CurrentPoolBalance Nothing) bal
-       cFn (C.BondBalance bal) = If L CurrentBondBalance bal
-       cFn (C.PoolFactor r) = IfRate L (PoolFactor Nothing) (fromRational r)
-       cFn (C.BondFactor r) = IfRate L BondFactor (fromRational r)
-       cFn (C.OnDate d) = IfDate E d
-       cFn (C.AfterDate d) = IfDate G d
-       cFn (C.And _opts) = All [ cFn o | o <- _opts  ]
-       cFn (C.Or _opts) = Any [ cFn o | o <- _opts  ]
-       cFn (C.Pre p) = p
+      cFn (C.PoolBalance bal) = If L (CurrentPoolBalance Nothing) bal
+      cFn (C.BondBalance bal) = If L CurrentBondBalance bal
+      cFn (C.PoolFactor r) = IfRate L (PoolFactor Nothing) (fromRational r)
+      cFn (C.BondFactor r) = IfRate L BondFactor (fromRational r)
+      cFn (C.OnDate d) = IfDate E d
+      cFn (C.AfterDate d) = IfDate G d
+      cFn (C.And _opts) = All [ cFn o | o <- _opts  ]
+      cFn (C.Or _opts) = Any [ cFn o | o <- _opts  ]
+      cFn (C.Pre p) = p
     in 
-       ([ cFn copt | copt <- copts ],[])
+      ([ cFn copt | copt <- copts ],[])
 -- legacyCallOptConvert (AP.CallOptions opts) = concat [ legacyCallOptConvert o | o <- opts ]
 splitCallOpts (AP.CallOnDates dp ps) = ([],ps)
 splitCallOpts x = error $ "Failed to find call option types but got"++ show x
@@ -915,11 +876,7 @@ readCallOptions opts =
 
 runDeal :: Ast.Asset a => TestDeal a -> ExpectReturn -> Maybe AP.ApplyAssumptionType-> AP.NonPerfAssumption
         -> Either String (TestDeal a, Maybe (Map.Map PoolId CF.CashFlowFrame), Maybe [ResultComponent], Maybe (Map.Map String L.PriceResult))
-runDeal t _ perfAssumps nonPerfAssumps@AP.NonPerfAssumption{AP.callWhen  = opts
-                                                           ,AP.pricing   = mPricing
-                                                           ,AP.revolving = mRevolving
-                                                           ,AP.interest  = mInterest} 
-  -- | not runFlag = Right $ (t, Nothing, Just valLogs, Nothing) --TODO should be left as warning errors to be sent back to user
+runDeal t _ perfAssumps nonPerfAssumps@AP.NonPerfAssumption{AP.callWhen = opts ,AP.pricing = mPricing ,AP.revolving = mRevolving ,AP.interest = mInterest} 
   | not runFlag = Left $ intercalate ";" $ show <$> valLogs 
   | otherwise 
     = do 
@@ -947,7 +904,6 @@ runDeal t _ perfAssumps nonPerfAssumps@AP.NonPerfAssumption{AP.callWhen  = opts
       -- run() is a recusive function loop over all actions till deal end conditions are met
       
 -- | get bond principal and interest shortfalls from a deal
--- TODO , what if bonds has funded during life time ? whatś the correct bond beg balance to be used ? 
 getRunResult :: Ast.Asset a => TestDeal a -> [ResultComponent]
 getRunResult t = os_bn_i ++ os_bn_b -- `debug` ("Done with get result")
   where 
@@ -959,14 +915,11 @@ prepareDeal :: Ast.Asset a => TestDeal a -> TestDeal a
 prepareDeal t@TestDeal {bonds = bndMap, liqProvider = mLiqProvider} 
   = let 
       pIdCf = view dealCashflow t
-      -- dropTailEmptyTxns   
       newPtMap = Map.map (\mCf -> (over CF.cashflowTxn CF.dropTailEmptyTxns) <$> mCf )
                           pIdCf
       t1 = set dealCashflow newPtMap t
     in 
-      t1 {bonds = Map.map (L.patchBondFactor . L.consolStmt) bndMap
-          -- liqProvider = (Map.map CE.consolStmt) <$> mLiqProvider
-           }  -- `debug` ("Prepare Done")
+      t1 {bonds = Map.map (L.patchBondFactor . L.consolStmt) bndMap }
 
 
 appendCollectedCF :: Ast.Asset a => Date -> TestDeal a -> Map.Map PoolId CF.CashFlowFrame -> TestDeal a
@@ -984,7 +937,7 @@ appendCollectedCF d t@TestDeal { pool = pt } poolInflowMap
                                           txns -> fromMaybe (0,0,0,0,0,0) $ view CF.txnCumulativeStats (last txns)
                           balInCollected = case length txnCollected of 
                                              0 -> 0 
-                                             _ ->  CF.mflowBalance $ last txnCollected
+                                             _ ->  view CF.tsRowBalance $ last txnCollected
                           txnToAppend = CF.patchCumulative currentStats [] txnCollected
                           accUpdated =  Map.adjust (over P.poolFutureTxn (++ txnToAppend)) k acc 
                         in 
@@ -1068,7 +1021,7 @@ populateDealDates (GenericDates m)
                 cu = [ RunWaterfall _d custName | (CustomExeDates custName, custDp) <- custWaterfall
                                                 , _d <- genSerialDatesTill2 EE closingDate custDp statedDate ]
               in 
-                Right (coffDate, closingDate, fPayDate, pa, ba, statedDate, cu) -- `debug` ("custom action"++ show cu)
+                Right (coffDate, closingDate, fPayDate, pa, ba, statedDate, cu)
         _ 
           -> Left "Missing required dates in GenericDates in deal status PreClosing"
 
@@ -1106,7 +1059,7 @@ populateDealDates (GenericDates m) _
 runPool :: Ast.Asset a => P.Pool a -> Maybe AP.ApplyAssumptionType -> Maybe [RateAssumption] 
         -> Either String [(CF.CashFlowFrame, Map.Map CutoffFields Balance)]
 -- schedule cashflow just ignores the interest rate assumption
-runPool (P.Pool [] (Just cf) _ asof _ _ ) Nothing _ = Right $ [(cf, Map.empty)]
+runPool (P.Pool [] (Just cf) _ asof _ _ ) Nothing _ = Right [(cf, Map.empty)]
 -- schedule cashflow with stress assumption
 runPool (P.Pool [] (Just (CF.CashFlowFrame _ txn)) _ asof _ (Just dp)) (Just (AP.PoolLevel assumps)) mRates 
   = sequenceA [ Ast.projCashflow (ACM.ScheduleMortgageFlow asof txn dp) asof assumps mRates ] -- `debug` ("PROJ in schedule flow")
@@ -1114,15 +1067,15 @@ runPool (P.Pool [] (Just (CF.CashFlowFrame _ txn)) _ asof _ (Just dp)) (Just (AP
 -- project contractual cashflow if nothing found in pool perf assumption
 -- use interest rate assumption
 runPool (P.Pool as _ _ asof _ _) Nothing mRates 
-  -- = Right $ map (\x -> (Ast.calcCashflow x asof mRates,Map.empty)) as 
   = do 
-      cf <- sequenceA $ map (\x -> Ast.calcCashflow x asof mRates) as 
+      cf <- sequenceA $ parMap rdeepseq  
+                              (\x -> Ast.calcCashflow x asof mRates) 
+                              as 
       return [ (x, Map.empty) | x <- cf ]
-
 -- asset cashflow with credit stress
 ---- By pool level
 runPool (P.Pool as Nothing Nothing asof _ _) (Just (AP.PoolLevel assumps)) mRates 
-  = sequenceA $ map (\x -> Ast.projCashflow x asof assumps mRates) as  
+  = sequenceA $ parMap rdeepseq (\x -> Ast.projCashflow x asof assumps mRates) as  
 ---- By index
 runPool (P.Pool as Nothing Nothing asof _ _) (Just (AP.ByIndex idxAssumps)) mRates =
   let
@@ -1130,16 +1083,22 @@ runPool (P.Pool as Nothing Nothing asof _ _) (Just (AP.ByIndex idxAssumps)) mRat
   in
     do 
       _assumps <- sequenceA $ map (AP.lookupAssumptionByIdx idxAssumps) [0..(pred numAssets)] -- `debug` ("Num assets"++ show numAssets)
-      sequenceA $ zipWith (\x a -> Ast.projCashflow x asof a mRates) as _assumps 
+      sequenceA $ parMap rdeepseq (\(x, a) -> Ast.projCashflow x asof a mRates) (zip as _assumps)
+
 ---- By Obligor
 runPool (P.Pool as Nothing Nothing asof _ _) (Just (AP.ByObligor obligorRules)) mRates =
   let
     -- result cf,rules,assets
     -- matchAssets:: Ast.Asset c => [Either String (CF.CashFlowFrame, Map.Map CutoffFields Balance)] -> [AP.ObligorStrategy] 
     --               -> [c] -> Either String [(CF.CashFlowFrame, Map.Map CutoffFields Balance)] 
-    matchAssets []   _ [] = Right $ [(CF.CashFlowFrame (0,epocDate,Nothing) [], Map.empty)] 
-    matchAssets cfs [] [] = sequenceA cfs 
-    matchAssets cfs [] astList = sequenceA $ cfs ++ ((\x -> (\y -> (y, Map.empty)) <$> (Ast.calcCashflow x asof mRates)) <$> astList)
+    matchAssets []   _ [] = Right [(CF.CashFlowFrame (0,epocDate,Nothing) [], Map.empty)] 
+    matchAssets cfs [] [] = sequenceA cfs
+    -- matchAssets cfs [] astList = sequenceA $ cfs ++ ((\x -> (\y -> (y, Map.empty)) <$> (Ast.calcCashflow x asof mRates)) <$> astList)
+    matchAssets cfs [] astList = let
+                                    poolCfs = parMap rdeepseq (\x -> Ast.calcCashflow x asof mRates) astList
+                                    poolCfs' = (\x -> (, Map.empty) <$> x) <$> poolCfs
+                                 in 
+                                    sequenceA $ cfs ++ poolCfs'
     matchAssets cfs (rule:rules) astList = 
       case rule of 
         AP.ObligorById ids assetPerf 
@@ -1150,7 +1109,7 @@ runPool (P.Pool as Nothing Nothing asof _ _) (Just (AP.ByObligor obligorRules))
                                                          Just oid -> S.member oid idSet
                                                          Nothing -> False) 
                                                astList
-               matchedCfs = (\x -> Ast.projCashflow x asof assetPerf mRates) <$> matchedAsts 
+               matchedCfs = parMap rdeepseq (\x -> Ast.projCashflow x asof assetPerf mRates) matchedAsts 
              in 
                matchAssets (cfs ++ matchedCfs) rules unMatchedAsts
         AP.ObligorByTag tags tagRule assetPerf ->
@@ -1164,13 +1123,12 @@ runPool (P.Pool as Nothing Nothing asof _ _) (Just (AP.ByObligor obligorRules))
             matchRuleFn (AP.TagNot tRule) s1 s2 = not $ matchRuleFn tRule s1 s2
             
             (matchedAsts,unMatchedAsts) = partition (\x -> matchRuleFn tagRule (Ast.getObligorTags x) obrTags) astList
-            matchedCfs = (\x -> Ast.projCashflow x asof assetPerf mRates) <$> matchedAsts 
+            matchedCfs = parMap rdeepseq (\x -> Ast.projCashflow x asof assetPerf mRates) matchedAsts 
           in 
             matchAssets (cfs ++ matchedCfs) rules unMatchedAsts
         
         AP.ObligorByField fieldRules assetPerf -> 
           let 
-
             matchRuleFn (AP.FieldIn fv fvals) Nothing = False
             matchRuleFn (AP.FieldIn fv fvals) (Just fm) = case Map.lookup fv fm of
                                                     Just (Left v) -> v `elem` fvals
@@ -1196,12 +1154,12 @@ runPool (P.Pool as Nothing Nothing asof _ _) (Just (AP.ByObligor obligorRules))
             matchRulesFn fs fm = all (`matchRuleFn` fm) fs
 
             (matchedAsts,unMatchedAsts) = partition (matchRulesFn fieldRules . Ast.getObligorFields) astList            
-            matchedCfs = (\x -> Ast.projCashflow x asof assetPerf mRates) <$> matchedAsts 
+            matchedCfs = parMap rdeepseq (\x -> Ast.projCashflow x asof assetPerf mRates) matchedAsts 
           in 
             matchAssets (cfs ++ matchedCfs) rules unMatchedAsts
         AP.ObligorByDefault assetPerf ->
           matchAssets 
-            (cfs ++ ((\x -> Ast.projCashflow x asof assetPerf mRates) <$> astList))
+            (cfs ++ (parMap rdeepseq (\x -> Ast.projCashflow x asof assetPerf mRates) astList))
             []
             []
 
@@ -1317,6 +1275,10 @@ runPoolType (ResecDeal dm) mAssumps mNonPerfAssump
 getInits :: Ast.Asset a => TestDeal a -> Maybe AP.ApplyAssumptionType -> Maybe AP.NonPerfAssumption 
          -> Either String (TestDeal a,[ActionOnDate], Map.Map PoolId CF.CashFlowFrame, Map.Map PoolId CF.CashFlowFrame)
 getInits t@TestDeal{fees=feeMap,pool=thePool,status=status,bonds=bndMap} mAssumps mNonPerfAssump =
+  let 
+    expandInspect sd ed (AP.InspectPt dp ds) = [ InspectDS _d [ds] | _d <- genSerialDatesTill2 II sd dp ed ]
+    expandInspect sd ed (AP.InspectRpt dp dss) = [ InspectDS _d dss | _d <- genSerialDatesTill2 II sd dp ed ] 
+  in 
     do 
       (startDate,closingDate,firstPayDate,pActionDates,bActionDates,endDate,custWdates) <- populateDealDates (dates t) status
 
@@ -1340,11 +1302,8 @@ getInits t@TestDeal{fees=feeMap,pool=thePool,status=status,bonds=bndMap} mAssump
                               ++ 
                               [ ResetLiqProviderRate _d _liqName |(_liqName,__liqResetDates) <- _liqRateResetDates , _d <- __liqResetDates ]                            
     --inspect dates 
-      let expandInspect (AP.InspectPt dp ds) = [ InspectDS _d [ds] | _d <- genSerialDatesTill2 II startDate dp endDate ]
-      let expandInspect (AP.InspectRpt dp dss) = [ InspectDS _d dss | _d <- genSerialDatesTill2 II startDate dp endDate ] 
-      
       let inspectDates = case mNonPerfAssump of
-                          Just AP.NonPerfAssumption{AP.inspectOn = Just inspectList } -> concat $ expandInspect <$> inspectList
+                          Just AP.NonPerfAssumption{AP.inspectOn = Just inspectList } -> concat $ (expandInspect startDate endDate) <$> inspectList
                           _ -> []
     
       let financialRptDates = case mNonPerfAssump of 
@@ -1478,8 +1437,8 @@ getInits t@TestDeal{fees=feeMap,pool=thePool,status=status,bonds=bndMap} mAssump
       let poolWithSchedule = patchScheduleFlow pUnstressedAfterCutoff thePool -- `debug` ("D")
       let poolWithIssuanceBalance = patchIssuanceBalance status (Map.map 
                                                                   (\case 
-                                                                     [] -> 0
-                                                                     txns -> (CF.mflowBegBalance . head) txns)
+                                                                      [] -> 0
+                                                                      txns -> (CF.mflowBegBalance . head) txns)
                                                                   poolAggCfM)
                                                                 poolWithSchedule
       let poolWithRunPoolBalance = patchRuntimeBal (Map.map (\(CF.CashFlowFrame (b,_,_) _) -> b) pCollectionCfAfterCutoff) poolWithIssuanceBalance
@@ -1490,16 +1449,17 @@ getInits t@TestDeal{fees=feeMap,pool=thePool,status=status,bonds=bndMap} mAssump
              , pUnstressedAfterCutoff)
 
 -- ^ UI translation : to read pool cash
-readProceeds :: PoolSource -> CF.TsRow -> Balance
-readProceeds CollectedInterest  = CF.mflowInterest
-readProceeds CollectedPrincipal = CF.mflowPrincipal
-readProceeds CollectedRecoveries = CF.mflowRecovery
-readProceeds CollectedPrepayment = CF.mflowPrepayment
-readProceeds CollectedRental     = CF.mflowRental
-readProceeds CollectedPrepaymentPenalty =  CF.mflowPrepaymentPenalty
-readProceeds CollectedCash =  CF.tsTotalCash
-readProceeds CollectedFeePaid = CF.mflowFeePaid
-readProceeds a = error $ "failed to read pool cashflow rule"++show a
+-- TODO: need to make this a Maybe
+readProceeds :: PoolSource -> CF.TsRow -> Either String Balance
+readProceeds CollectedInterest x = Right $ CF.mflowInterest x
+readProceeds CollectedPrincipal x = Right $ CF.mflowPrincipal x
+readProceeds CollectedRecoveries x = Right $ CF.mflowRecovery x
+readProceeds CollectedPrepayment x = Right $ CF.mflowPrepayment x
+readProceeds CollectedRental  x    = Right $ CF.mflowRental x
+readProceeds CollectedPrepaymentPenalty x = Right $ CF.mflowPrepaymentPenalty x
+readProceeds CollectedCash x = Right $ CF.tsTotalCash x
+readProceeds CollectedFeePaid x = Right $ CF.mflowFeePaid x
+readProceeds a _ = Left $ " Failed to find pool cashflow field from pool cashflow rule "++show a
 
 
 extractTxnsFromFlowFrameMap :: Maybe [PoolId] -> Map.Map PoolId CF.CashFlowFrame -> [CF.TsRow]
@@ -1512,30 +1472,36 @@ extractTxnsFromFlowFrameMap mPids pflowMap =
     -- extractTxns m = concatMap $ (view CF.cashflowTxn) $ Map.elems m
 
 -- ^ deposit cash to account by collection rule
-depositInflow :: Date -> W.CollectionRule -> Map.Map PoolId CF.CashFlowFrame -> Map.Map AccountName A.Account -> Map.Map AccountName A.Account
+depositInflow :: Date -> W.CollectionRule -> Map.Map PoolId CF.CashFlowFrame -> Map.Map AccountName A.Account -> Either String (Map.Map AccountName A.Account)
 depositInflow d (W.Collect mPids s an) pFlowMap amap 
-  = Map.adjust (A.deposit amt d (PoolInflow mPids s)) an amap -- `debug` ("Date"++show d++"Deposit"++show amt++"Rule"++show s ++">>AN"++ show an)
+  = do 
+      amts <- sequenceA $ readProceeds s <$> txns
+      let amt = sum amts
+      return $ Map.adjust (A.deposit amt d (PoolInflow mPids s)) an amap
     where 
       txns =  extractTxnsFromFlowFrameMap mPids pFlowMap
-      amt = sum $ readProceeds s <$> txns
 
 
 depositInflow d (W.CollectByPct mPids s splitRules) pFlowMap amap    --TODO need to check 100%
-  = foldr
-      (\(accName,accAmt) accM -> 
-        Map.adjust (A.deposit accAmt d (PoolInflow mPids s)) accName accM)
-      amap
-      amtsToAccs
+  = do 
+      amts <- sequenceA $ readProceeds s <$> txns
+      let amt = sum amts
+      let amtsToAccs = [ (an, mulBR amt splitRate) | (splitRate, an) <- splitRules]
+      return $ 
+              foldr
+                (\(accName,accAmt) accM -> 
+                  Map.adjust (A.deposit accAmt d (PoolInflow mPids s)) accName accM)
+                amap
+                amtsToAccs
     where 
-      amtsToAccs = [ (an, mulBR amt splitRate) | (splitRate, an) <- splitRules]
       txns =  extractTxnsFromFlowFrameMap mPids pFlowMap 
-      amt = sum $ readProceeds s <$> txns
 
-depositInflow _ a _ _ = error $ "Failed to match collection rule"++ show a
+depositInflow _ a _ _ = Left $ " Failed to match collection rule "++ show a
 
 -- ^ deposit cash to account by pool map CF and rules
-depositPoolFlow :: [W.CollectionRule] -> Date -> Map.Map PoolId CF.CashFlowFrame -> Map.Map String A.Account -> Map.Map String A.Account
+depositPoolFlow :: [W.CollectionRule] -> Date -> Map.Map PoolId CF.CashFlowFrame -> Map.Map String A.Account -> Either String (Map.Map String A.Account)
 depositPoolFlow rules d pFlowMap amap
-  = foldr (\rule acc -> depositInflow d rule pFlowMap acc) amap rules
+  -- = foldr (\rule acc -> depositInflow d rule pFlowMap acc) amap rules
+  = foldM (\acc rule -> depositInflow d rule pFlowMap acc) amap rules
 
 $(deriveJSON defaultOptions ''ExpectReturn)
\ No newline at end of file
diff --git a/src/Deal/DealAction.hs b/src/Deal/DealAction.hs
index 6b953de2..be971264 100644
--- a/src/Deal/DealAction.hs
+++ b/src/Deal/DealAction.hs
@@ -198,6 +198,21 @@ calcDueFee t calcDay f@(F.Fee fn (F.AmtByTbl _ ds tbl) fs fd fdday fa lpd _)
       let dueAmt = fromMaybe 0.0 $ lookupTable tbl Up ( fromRational lookupVal >=)
       return f {F.feeDue = dueAmt + fd, F.feeDueDate = Just calcDay}
 
+
+calcDueFee t calcDay f@(F.Fee fn (F.FeeFlowByPoolPeriod pc) fs fd fdday fa lpd stmt)
+  = do 
+      currentPoolPeriod <- queryCompound t calcDay (DealStatInt PoolCollectedPeriod)
+      feePaidAmt <- queryCompound t calcDay (FeePaidAmt [fn])
+      let dueAmt = fromMaybe 0 $ getValFromPerCurve pc Past Inc (succ (floor (fromRational currentPoolPeriod)))
+      return f {F.feeDue = max 0 (dueAmt - fromRational feePaidAmt) + fd, F.feeDueDate = Just calcDay}
+
+calcDueFee t calcDay f@(F.Fee fn (F.FeeFlowByBondPeriod pc) fs fd fdday fa lpd stmt)
+  = do 
+      currentBondPeriod <- queryCompound t calcDay (DealStatInt BondPaidPeriod)
+      feePaidAmt <- queryCompound t calcDay (FeePaidAmt [fn])
+      let dueAmt = fromMaybe 0 $ getValFromPerCurve pc Past Inc (succ (floor (fromRational currentBondPeriod)))
+      return f {F.feeDue = max 0 (dueAmt - fromRational feePaidAmt) + fd, F.feeDueDate = Just calcDay} 
+
 disableLiqProvider :: Ast.Asset a => TestDeal a -> Date -> CE.LiqFacility -> CE.LiqFacility
 disableLiqProvider _ d liq@CE.LiqFacility{CE.liqEnds = Just endDate } 
   | d > endDate = liq{CE.liqCredit = Just 0}
@@ -239,12 +254,6 @@ calcDueInt t d mBal mRate b@(L.Bond _ _ oi io _ bal r dp _ di Nothing _ lastPrin
 calcDueInt t calc_date _ _ b@(L.Bond bn L.Z bo bi _ bond_bal bond_rate _ _ _ _ lstIntPay _ _) 
   = Right $ b {L.bndDueInt = 0 }
 
--- accured by yield
-calcDueInt t d _ _ b@(L.Bond bn L.Equity bo (L.InterestByYield y) _ bond_bal _ _ int_due _ _ lstIntPay _ mStmt)
-  = Right $ b {L.bndDueInt = newDue }  -- `debug` ("Yield Due Int >>"++ show bn++">> new due"++ show newDue++">> old due"++ show int_due )
-  where
-    newDue = L.backoutDueIntByYield d b
-
 calcDueInt t d _ _ b@(L.Bond _ L.Equity _ _ _ _ _ _ _ _ _ _ _ _)
   = Right $ b 
 
@@ -283,54 +292,58 @@ calcDuePrin t d b@(L.BondGroup bMap)
       m <- sequenceA $ Map.map (calcDuePrin t d) bMap
       return $ L.BondGroup m 
 
-calcDuePrin t d b@(L.Bond _ L.Sequential _ _ _ bondBal _ _ _ _ _ _ _ _)
-  = Right $ b {L.bndDuePrin = bondBal } 
-
-calcDuePrin t d b@(L.Bond bn (L.Lockout cd) bo bi _ bondBal _ _ _ _ _ _ _ _) 
-  | cd > d = Right $ b {L.bndDuePrin = 0}
-  | otherwise = Right $ b {L.bndDuePrin = bondBal }
+calcDuePrin t d b =
+  let 
+    bondBal = L.bndBalance b
+    btype = L.bndType b
+  in 
+    case btype of
+      L.Sequential -> Right $ b {L.bndDuePrin = bondBal}
+      L.Lockout cd | cd > d -> Right $ b {L.bndDuePrin = 0 }
+                   | otherwise -> Right $ b {L.bndDuePrin = bondBal}
+      L.PAC schedule -> 
+        let 
+          scheduleDue = getValOnByDate schedule d
+          duePrin = max (bondBal - scheduleDue) 0
+        in 
+          Right $ b {L.bndDuePrin = duePrin} 
+      L.AmtByPeriod schedule -> 
+        let
+          currentBondPaidPeriod = succ $ fromMaybe 0 $ getDealStatInt t BondPaidPeriod 
+        in 
+          case getValFromPerCurve schedule Past Inc currentBondPaidPeriod of
+            Nothing -> Left $ "Failed to find due principal from period curve at index" ++ show currentBondPaidPeriod
+            Just scheduleDue -> Right $ b {L.bndDuePrin = max (bondBal - scheduleDue) 0 } 
+      L.PacAnchor schedule bns -> 
+        let 
+          scheduleDue = getValOnByDate schedule d
+        in
+          do 
+            anchor_bond_flag <- queryDealBool t (IsOutstanding bns) d
+            let duePrin = if anchor_bond_flag then
+                            max (bondBal - scheduleDue) 0
+                          else
+                            bondBal
+            return $ b {L.bndDuePrin = duePrin}
+      L.Z -> Right $
+              if all isZbond activeBnds then
+                  b {L.bndDuePrin = bond_bal}
+              else 
+                  b {L.bndDuePrin = 0, L.bndBalance = new_bal, L.bndLastIntPay=Just d} -- `debug` ("bn >> "++bn++"Due Prin set=>"++show(duePrin) )
+              where
+                isZbond (L.Bond _ L.Z _ _ _ _ _ _ _ _ _ _ _ _) = True
+                isZbond L.Bond {} = False
+                bond_bal = L.bndBalance b
+                lstIntPay = L.bndLastIntPay b
+
+                activeBnds = filter (not . L.isPaidOff) (Map.elems (bonds t))
+                new_bal = bond_bal + dueInt
+                lastIntPayDay = case lstIntPay of
+                                  Just pd -> pd
+                                  Nothing -> getClosingDate (dates t)
+                dueInt = IR.calcInt bond_bal lastIntPayDay d (L.getCurRate b) DC_ACT_365F     
+      L.Equity -> Right $ b {L.bndDuePrin = bondBal }
 
-calcDuePrin t d b@(L.Bond bn (L.PAC schedule) _ _ _ bondBal _ _ _ _ _ _ _ _)
-  = Right $ b {L.bndDuePrin = duePrin} 
-  where
-    scheduleDue = getValOnByDate schedule d
-    duePrin = max (bondBal - scheduleDue) 0
-
-calcDuePrin t d b@(L.Bond bn (L.PacAnchor schedule bns) _ _ _ bondBal _ _ _ _ _ _ _ _)
-  = let 
-      scheduleDue = getValOnByDate schedule d
-    in
-      do 
-        anchor_bond_balance <- queryCompound t d (CurrentBondBalanceOf bns)
-        let duePrin = if anchor_bond_balance > 0 then
-                        max (bondBal - scheduleDue) 0
-                      else
-                        bondBal
-        return $ b {L.bndDuePrin = duePrin} -- `debug` ("bn >> "++bn++"Due Prin set=>"++show(duePrin) )
-
-calcDuePrin t calc_date b@(L.Bond bn L.Z bo bi _ bond_bal bond_rate prin_arr int_arrears _ _ lstIntPay _ _)
-  = Right $
-      if all isZbond activeBnds then
-          b {L.bndDuePrin = bond_bal} -- `debug` ("bn >> "++bn++"Due Prin set=>"++show(duePrin) )
-      else 
-          b {L.bndDuePrin = 0, L.bndBalance = new_bal, L.bndLastIntPay=Just calc_date} -- `debug` ("bn >> "++bn++"Due Prin set=>"++show(duePrin) )
-      where
-        isZbond (L.Bond _ L.Z _ _ _ _ _ _ _ _ _ _ _ _) = True
-        isZbond L.Bond {} = False
-        
-        activeBnds = filter (\x -> L.bndBalance x > 0) (Map.elems (bonds t))
-        new_bal = bond_bal + dueInt
-        lastIntPayDay = case lstIntPay of
-                          Just pd -> pd
-                          Nothing -> getClosingDate (dates t)
-        dueInt = IR.calcInt bond_bal lastIntPayDay calc_date bond_rate DC_ACT_365F
-
-calcDuePrin t calc_date b@(L.Bond bn L.Equity bo bi _ bondBal _ _ _ _ _ _ _ _)
-  = Right $ b {L.bndDuePrin = bondBal }
-
--- TODO: add more generic to handle with MultiIntBond
-calcDuePrin t d b@(L.MultiIntBond _ L.Sequential _ _ _ bondBal _ _ _ _ _ _ _ _)
-  = Right $ b {L.bndDuePrin = bondBal }
 
 priceAssetUnion :: ACM.AssetUnion -> Date -> PricingMethod  -> AP.AssetPerf -> Maybe [RateAssumption] 
                 -> Either String PriceResult
@@ -527,7 +540,7 @@ calcAvailAfterLimit t d acc mSupport dueAmt mLimit
                  Just (DuePct pct) -> min (mulBR dueAmt pct) <$> availFund 
                  _ -> Left ("Failed to find <limit> type"++ show mLimit)
         if r < 0 then
-          (Left ("Negative value when calculates Limit:"++ show mLimit))
+          (Left ("Negative value when calculates Limit:"++ show mLimit++ "but got from availFund"++ show availFund))
         else 
           return r
 
@@ -625,6 +638,14 @@ performActionWrap d
                   (W.BuyAsset ml pricingMethod accName _)
   = Left $ "Date:"++ show d ++"Missing revolving Assumption(asset assumption & asset to buy)" ++ name t
 
+performActionWrap d 
+                  (t
+                  ,rc@RunContext{runPoolFlow=pcf
+                                ,revolvingAssump=Nothing
+                                ,revolvingInterestRateAssump=mRates}
+                  ,logs)
+                  (W.BuyAssetFrom _ _ _ _ _)
+  = Left $ "Date:"++ show d ++"Missing revolving Assumption(asset assumption & asset to buy)" ++ name t
 -- TODO need to set a limit to sell
 performActionWrap d 
                   (t@TestDeal{accounts = accMap, pool = pt}  
@@ -912,7 +933,7 @@ performAction d t@TestDeal{bonds=bndMap,accounts=accMap,ledgers= Just ledgerM}
      do
        paidOutAmt <- actualPaidOut
        let (bondsPaid, remainAmt) = payProRata d paidOutAmt L.getTotalDueInt (L.payInt d) bndsList
-       let accPaidOut = (min availAccBal paidOutAmt)
+       let accPaidOut = min availAccBal paidOutAmt
        let newLedgerM = Map.adjust (LD.entryLogByDr dr paidOutAmt d Nothing) lName ledgerM
      
        let dealAfterAcc = t {accounts = Map.adjust (A.draw accPaidOut d (PayInt bnds)) an accMap
@@ -944,10 +965,8 @@ performAction d t@TestDeal{bonds=bndMap,accounts=accMap} (W.PayIntResidual mLimi
                  , bonds = Map.adjust (L.payYield d limitAmt) bndName bndMap}
 
 
--- TODO index out of bound check
 -- TODO check for multi interest bond
-performAction d t@TestDeal{bonds=bndMap,accounts=accMap} 
-              (W.PayIntByRateIndex mLimit an bndNames idx mSupport)
+performAction d t@TestDeal{bonds=bndMap,accounts=accMap} (W.PayIntByRateIndex mLimit an bndNames idx mSupport)
   = let 
       availAccBal = A.accBalance (accMap Map.! an)
       bndsList = filter (is L._MultiIntBond) $ (Map.!) bndMap <$> bndNames
@@ -1147,8 +1166,7 @@ performAction d t@TestDeal{accounts=accMap, bonds=bndMap} (W.FundWith mlimit an
                   _ -> Left $ "Date:"++show d ++"Not valid limit for funding with bond"++ show bnd
     let fundAmt = fromRational fundAmt_
     let accMapAfterFund = Map.adjust (A.deposit fundAmt d (FundWith bnd fundAmt)) an accMap
-    newBnd <- calcDueInt t d Nothing Nothing $ bndMap Map.! bnd
-    let bndFunded = L.fundWith d fundAmt newBnd
+    let bndFunded = L.fundWith d fundAmt $ bndMap Map.! bnd
     return $ t {accounts = accMapAfterFund, bonds= Map.fromList [(bnd,bndFunded)] <> bndMap } 
 
 -- ^ write off bonds and book 
@@ -1161,8 +1179,7 @@ performAction d t@TestDeal{bonds = bndMap, ledgers = Just ledgerM }
       do 
         writeAmt <- applyLimit t d bndBal bndBal mLimit
         let newLedgerM = Map.adjust (LD.entryLogByDr dr writeAmt d (Just (WriteOff bnd writeAmt))) lName ledgerM
-        newBnd <- calcDueInt t d Nothing Nothing bndToWriteOff
-        let bndWritedOff = L.writeOff d writeAmt newBnd
+        bndWritedOff <- L.writeOff d writeAmt bndToWriteOff
         return $ t {bonds = Map.fromList [(bnd,bndWritedOff)] <> bndMap, ledgers = Just newLedgerM}
 
 performAction d t@TestDeal{bonds=bndMap} (W.WriteOff mlimit bnd)
@@ -1174,8 +1191,7 @@ performAction d t@TestDeal{bonds=bndMap} (W.WriteOff mlimit bnd)
                     x -> Left $ "Date:"++show d ++"not supported type to determine the amount to write off"++ show x
 
       let writeAmtCapped = min (fromRational writeAmt) $ L.bndBalance $ bndMap Map.! bnd
-      newBnd <- calcDueInt t d Nothing Nothing $ bndMap Map.! bnd
-      let bndWritedOff = L.writeOff d writeAmtCapped newBnd
+      bndWritedOff <- L.writeOff d writeAmtCapped $ bndMap Map.! bnd
       return $ t {bonds = Map.fromList [(bnd,bndWritedOff)] <> bndMap}
 
 performAction d t@TestDeal{bonds=bndMap, ledgers = Just ledgerM} 
@@ -1183,8 +1199,9 @@ performAction d t@TestDeal{bonds=bndMap, ledgers = Just ledgerM}
   = do
       bndsToWriteOff <- mapM (calcDueInt t d Nothing Nothing . (bndMap Map.!)) bnds
       let totalBondBal = sum $ L.bndBalance <$> bndsToWriteOff
+      -- total amount to be write off
       writeAmt <- applyLimit t d totalBondBal totalBondBal mLimit
-      let (bndWrited, _) = paySequentially d writeAmt L.bndBalance (L.writeOff d) [] bndsToWriteOff 
+      (bndWrited, _) <- paySeqM d writeAmt L.bndBalance (L.writeOff d) (Right []) bndsToWriteOff 
       let bndMapUpdated = lstToMapByFn L.bndName bndWrited
       let newLedgerM = Map.adjust (LD.entryLogByDr dr writeAmt d Nothing) lName ledgerM
       return t {bonds = bndMapUpdated <> bndMap, ledgers = Just newLedgerM}
@@ -1195,7 +1212,7 @@ performAction d t@TestDeal{bonds=bndMap } (W.WriteOffBySeq mLimit bnds)
       bondsToWriteOff <- mapM (calcDueInt t d Nothing Nothing . (bndMap Map.!)) bnds
       let totalBondBal = sum $ L.bndBalance <$> bondsToWriteOff
       writeAmt <- applyLimit t d totalBondBal totalBondBal mLimit
-      let (bndWrited, _) = paySequentially d writeAmt L.bndBalance (L.writeOff d) [] bondsToWriteOff 
+      (bndWrited, _) <- paySeqM d writeAmt L.bndBalance (L.writeOff d) (Right []) bondsToWriteOff 
       let bndMapUpdated = lstToMapByFn L.bndName bndWrited
       return t {bonds = bndMapUpdated <> bndMap }
 
@@ -1275,7 +1292,7 @@ performAction d t@TestDeal{fees=feeMap,liqProvider = Just _liqProvider} (W.LiqSu
         totalDueFee <- queryCompound t d (CurrentDueFee fns)
         supportAmt <- applyLimit t d (fromRational totalDueFee) (fromRational totalDueFee) mLimit
 
-        let transferAmt = case (CE.liqCredit liq) of 
+        let transferAmt = case CE.liqCredit liq of 
                             Nothing -> supportAmt
                             (Just v) -> min supportAmt v
 
@@ -1294,7 +1311,7 @@ performAction d t@TestDeal{bonds=bndMap,liqProvider = Just _liqProvider}
         totalDueInt <- queryCompound t d (CurrentDueBondInt bns)
         supportAmt <- applyLimit t d (fromRational totalDueInt) (fromRational totalDueInt) mLimit
 
-        let transferAmt = case (CE.liqCredit liq) of 
+        let transferAmt = case CE.liqCredit liq of 
                             Nothing -> supportAmt
                             (Just v) -> min supportAmt v
 
diff --git a/src/Deal/DealBase.hs b/src/Deal/DealBase.hs
index 98934e17..91d19f63 100644
--- a/src/Deal/DealBase.hs
+++ b/src/Deal/DealBase.hs
@@ -9,9 +9,11 @@
 module Deal.DealBase (TestDeal(..),SPV(..),dealBonds,dealFees,dealAccounts,dealPool,PoolType(..),getIssuanceStats
                      ,getAllAsset,getAllAssetList,getAllCollectedFrame,getLatestCollectFrame,getAllCollectedTxns
                      ,getIssuanceStatsConsol,getAllCollectedTxnsList,dealScheduledCashflow
-                     ,getPoolIds,getBondByName, UnderlyingDeal(..),dealCashflow, uDealFutureTxn,viewDealAllBonds,DateDesp(..),ActionOnDate(..),OverrideType(..)
+                     ,getPoolIds,getBondByName, UnderlyingDeal(..),dealCashflow, uDealFutureTxn,viewDealAllBonds,DateDesp(..),ActionOnDate(..)
                      ,sortActionOnDate,dealBondGroups
                      ,viewDealBondsByNames,poolTypePool,viewBondsInMap,bondGroupsBonds
+                     ,increaseBondPaidPeriod,increasePoolCollectedPeriod
+                     ,DealStatFields(..),getDealStatInt
                      )                      
   where
 import qualified Accounts as A
@@ -60,6 +62,22 @@ import qualified Control.Lens as P
 debug = flip trace
 
 
+data DealComp = CompBond 
+              | CompAccount 
+              | CompFee 
+              | CompPool 
+              | CompTrigger 
+              | CompLedger 
+              | CompRateSwap 
+              | CompRateCap 
+              | CompCurrencySwap 
+              | CompLiqProvider 
+              deriving (Show,Eq,Ord,Generic,Read)
+
+data ActionTypeOnDate = DoSettle
+                      | DoAccrue
+                      | DoUpdateRate
+
 data ActionOnDate = EarnAccInt Date AccName              -- ^ sweep bank account interest
                   | ChangeDealStatusTo Date DealStatus   -- ^ change deal status
                   | AccrueFee Date FeeName               -- ^ accure fee
@@ -154,10 +172,6 @@ sortActionOnDate a1 a2
     d2 = getDate a2 
 
 
-data OverrideType = CustomActionOnDates [ActionOnDate]
-                    deriving (Show,Generic,Ord,Eq)
-
-
 type CutoffDate = Date
 type ClosingDate = Date
 type RevolvingDate = Date
@@ -226,6 +240,11 @@ data PoolType a = MultiPool (Map.Map PoolId (P.Pool a))
                 deriving (Generic, Eq, Ord, Show)
 
 
+type BalDealStatMap = Map.Map DealStatFields Balance
+type RDealStatMap = Map.Map DealStatFields Rate
+type BDealStatMap = Map.Map DealStatFields Bool
+type IDealStatMap = Map.Map DealStatFields Int
+
 data TestDeal a = TestDeal { name :: DealName
                             ,status :: DealStatus
                             ,dates :: DateDesp
@@ -235,14 +254,13 @@ data TestDeal a = TestDeal { name :: DealName
                             ,pool ::  PoolType a 
                             ,waterfall :: Map.Map W.ActionWhen W.DistributionSeq
                             ,collects :: [W.CollectionRule]
-                            ,call :: Maybe [C.CallOption]
+                            ,stats :: (BalDealStatMap,RDealStatMap,BDealStatMap,IDealStatMap)
                             ,liqProvider :: Maybe (Map.Map String CE.LiqFacility)
                             ,rateSwap :: Maybe (Map.Map String HE.RateSwap)
                             ,rateCap :: Maybe (Map.Map String HE.RateCap)
                             ,currencySwap :: Maybe (Map.Map String HE.CurrencySwap)
                             ,custom:: Maybe (Map.Map String CustomDataType)
                             ,triggers :: Maybe (Map.Map DealCycle (Map.Map String Trigger))
-                            ,overrides :: Maybe [OverrideType]
                             ,ledgers :: Maybe (Map.Map String LD.Ledger)
                             } deriving (Show,Generic,Eq,Ord)
 
@@ -266,7 +284,7 @@ instance SPV (TestDeal a) where
   getBondBegBal t bn 
     = 
       case b of 
-        Nothing -> 0  `debug` ("it is not supposed to happen")
+        Nothing -> 0
         Just bnd ->
           case L.bndStmt bnd of
             Just (Statement []) -> L.getCurBalance bnd -- `debug` ("Getting beg bal"++bn++"Last smt"++show (head stmts))
@@ -501,8 +519,33 @@ getAllCollectedTxnsList t mPns
     where 
       listOfTxns = Map.elems $ getAllCollectedTxns t mPns
 
+increasePoolCollectedPeriod :: TestDeal a -> TestDeal a
+increasePoolCollectedPeriod t@TestDeal{stats = (balMap,rateMap,boolMap,intMap)} 
+  = let 
+      intMap' = Map.insertWith (+) PoolCollectedPeriod 1 intMap
+    in 
+      t {stats = (balMap,rateMap,boolMap,intMap')}
+
+increaseBondPaidPeriod :: TestDeal a -> TestDeal a
+increaseBondPaidPeriod t@TestDeal{stats = (balMap,rateMap,boolMap,intMap)} 
+  = let 
+      intMap' = Map.insertWith (+) BondPaidPeriod 1 intMap
+    in 
+      t {stats = (balMap,rateMap,boolMap,intMap')}
+
+getDealStatInt :: TestDeal a -> DealStatFields -> Maybe Int
+getDealStatInt t@TestDeal{stats = (balMap,rateMap,boolMap,intMap)} f 
+  = Map.lookup f intMap
 
 data UnderBond b = UnderBond BondName Rate (TestDeal b)
 
+opts :: JSONKeyOptions
+opts = defaultJSONKeyOptions -- { keyModifier = toLower }
+
+instance ToJSONKey DealStatFields where
+  toJSONKey = genericToJSONKey opts
+instance FromJSONKey DealStatFields where
+  fromJSONKey = genericFromJSONKey opts
+
 
-$(concat <$> traverse (deriveJSON defaultOptions) [''TestDeal, ''UnderlyingDeal, ''PoolType, ''DateDesp, ''ActionOnDate, ''OverrideType])
+$(concat <$> traverse (deriveJSON defaultOptions) [''TestDeal, ''UnderlyingDeal, ''PoolType, ''DateDesp, ''ActionOnDate])
diff --git a/src/Deal/DealQuery.hs b/src/Deal/DealQuery.hs
index 20ec4366..0ba9af61 100644
--- a/src/Deal/DealQuery.hs
+++ b/src/Deal/DealQuery.hs
@@ -41,9 +41,9 @@ import Control.Lens.Extras (is)
 import Control.Lens.TH
 import Control.Applicative
 import Data.Map.Lens
+import Data.List.Lens
 import Debug.Trace
 import Lib
-import Cashflow (CashFlowFrame(CashFlowFrame))
 import qualified Cashflow as P
 debug = flip trace
 
@@ -216,7 +216,7 @@ queryCompound t@TestDeal{accounts=accMap, bonds=bndMap, ledgers=ledgersM, fees=f
       let 
         latestCfs = filter isJust $ Map.elems $ getLatestCollectFrame t Nothing
         rates = toRational . maybe 0.0 CF.mflowRate <$> latestCfs
-        bals = maybe 0.0 CF.mflowBalance  <$> latestCfs
+        bals = maybe 0.0 (view CF.tsRowBalance)  <$> latestCfs
       in 
         Right $ weightedBy (toRational <$> bals) rates
 
@@ -227,6 +227,12 @@ queryCompound t@TestDeal{accounts=accMap, bonds=bndMap, ledgers=ledgersM, fees=f
       in 
         Right $ sum rates
 
+    DealStatRate s -> 
+      case stats t of 
+        (_,m,_,_) -> case Map.lookup s m of
+                      Just v -> Right . toRational $ v
+                      Nothing -> Left $ "Date:"++show d++"Failed to query formula of -> "++ show s
+
 
     -- int query
     FutureCurrentPoolBorrowerNum _d mPns ->
@@ -250,6 +256,13 @@ queryCompound t@TestDeal{accounts=accMap, bonds=bndMap, ledgers=ledgersM, fees=f
 
     ProjCollectPeriodNum -> Right . toRational $ maximum' $ Map.elems $ Map.map (maybe 0 CF.sizeCashFlowFrame) $ getAllCollectedFrame t Nothing
 
+    DealStatInt s -> 
+      case stats t of 
+        (_,_,_,m) -> case Map.lookup s m of
+                      Just v -> Right . toRational $ v
+                      Nothing -> Left $ "Date:"++show d++"Failed to query formula of -> "++ show s
+
+
     ReserveBalance ans -> 
       do 
         accBal <- lookupAndApplies (calcTargetAmount t d) ("Date:"++show d++"Cal Reserve Balance") ans accMap
@@ -353,7 +366,7 @@ queryCompound t@TestDeal{accounts=accMap, bonds=bndMap, ledgers=ledgersM, fees=f
       let 
         scheduleFlowM = Map.elems $ view dealScheduledCashflow t
       in 
-        Right . toRational $ sum $ maybe 0 (CF.mflowBalance . head . view CF.cashflowTxn) <$> scheduleFlowM
+        Right . toRational $ sum $ maybe 0 ((view CF.tsRowBalance) . head . view CF.cashflowTxn) <$> scheduleFlowM
     
     FutureCurrentSchedulePoolBegBalance mPns ->
       let 
@@ -515,6 +528,13 @@ queryCompound t@TestDeal{accounts=accMap, bonds=bndMap, ledgers=ledgersM, fees=f
               in 
                 sumTxn $ cutBy Inc Past d _txn 
     
+    FeePaidAmt fns -> 
+      let 
+        fees = (feeMap Map.!) <$> fns
+        feeTxns = concat [ getTxns (F.feeStmt fee) | fee <- fees ]
+      in 
+        Right . toRational $ sumTxn feeTxns
+    
     BondTxnAmtBy d bns mCmt -> 
       let 
         bnds = viewDealBondsByNames t bns
@@ -571,29 +591,36 @@ queryCompound t@TestDeal{accounts=accMap, bonds=bndMap, ledgers=ledgersM, fees=f
       in
         Right . toRational $ sum $ map ex stmts
 
+    -- ^ get total int due for bonds
     CurrentDueBondInt bns -> 
       Right . toRational $ sum $ L.getDueInt <$> viewDealBondsByNames t bns  
 
+    -- ^ get total int over int due for bonds
+    CurrentDueBondIntOverInt bns -> 
+      Right . toRational $ sum $ L.getDueIntOverInt <$> viewDealBondsByNames t bns  
+
+    -- ^ get total due (due int + int over int due) for bonds
+    CurrentDueBondIntTotal bns -> 
+      sum <$> sequenceA (queryCompound t d <$> [CurrentDueBondInt bns,CurrentDueBondIntOverInt bns])
+
     CurrentDueBondIntAt idx bns -> 
       let 
         bs = filter (is L._MultiIntBond) $ viewDealBondsByNames t bns
-        dueInts = (\x -> x!!idx) <$> (L.bndDueInts <$> bs)
+        mDueInts = sequenceA $ (\x -> x ^? ix idx) <$> (L.bndDueInts <$> bs)
       in 
-        Right . toRational $ sum dueInts 
-
-    CurrentDueBondIntOverInt bns -> 
-      Right . toRational $ sum $ L.getDueIntOverInt <$> viewDealBondsByNames t bns  
+        case mDueInts of 
+          Nothing -> Left $ "Date:"++show d++"Failed to find due int at index for bonds"++ show bns ++ "with Index:"++ show idx ++ " but bonds has "++ show (L.bndDueInts <$> bs)
+          Just dueInts -> Right . toRational $ sum dueInts 
 
     CurrentDueBondIntOverIntAt idx bns -> 
       let 
         bs = filter (is L._MultiIntBond) $ viewDealBondsByNames t bns
-        dueInts = (\x -> x!!idx) <$> (L.bndDueIntOverInts <$> bs)
+        mDueInts = sequenceA $ (\x -> x ^?  ix idx) <$> (L.bndDueIntOverInts <$> bs)
       in 
-        Right . toRational $ sum $ dueInts
+        case mDueInts of 
+          Nothing -> Left $ "Date:"++show d++"Failed to find due int over int at index for bonds"++ show bns ++ "with Index:"++ show idx ++ " but bonds has "++ show (L.bndDueIntOverInts <$> bs)
+          Just dueInts -> Right . toRational $ sum $ dueInts
 
-    CurrentDueBondIntTotal bns -> 
-      sum <$> sequenceA (queryCompound t d <$> [CurrentDueBondInt bns,CurrentDueBondIntOverInt bns])
-    
     CurrentDueBondIntTotalAt idx bns -> 
       sum <$> sequenceA (queryCompound t d <$> [CurrentDueBondIntAt idx bns,CurrentDueBondIntOverIntAt idx bns])
 
@@ -675,7 +702,7 @@ queryCompound t@TestDeal{accounts=accMap, bonds=bndMap, ledgers=ledgersM, fees=f
                 Nothing -> Left $ "Failed to get the required amount for target IRR: "++ bondName++" Rate:"++ show irr
                 Just amt -> Right $ 
                               if oDate <= d then
-                                (toRational amt)
+                                toRational amt
                               else
                                 0.0
 
@@ -689,6 +716,12 @@ queryCompound t@TestDeal{accounts=accMap, bonds=bndMap, ledgers=ledgersM, fees=f
                 Just (CustomDS ds) -> queryCompound t d (patchDateToStats d ds )
                 _ -> Left $ "Date:"++show d++"Unsupported custom data found for key " ++ show s
 
+    DealStatBalance s -> 
+      case stats t of 
+        (m,_,_,_) -> case Map.lookup s m of
+                      Just v -> Right . toRational $ v
+                      Nothing -> Left $ "Date:"++show d++"Failed to query formula of -> "++ show s
+
     _ -> Left ("Date:"++show d++"Failed to query formula of -> "++ show s)
     
 
@@ -744,6 +777,15 @@ queryDealBool t@TestDeal{triggers= trgs,bonds = bndMap} ds d =
 
     IsDealStatus st -> Right $ status t == st
 
+
+    DealStatBool s -> 
+      case stats t of 
+        (_,_,m,_) -> case Map.lookup s m of
+                      Just v -> Right v
+                      Nothing -> Left $ "Date:"++show d++"Failed to query formula of -> "++ show s
+
+
+
     TestNot ds -> do not <$> (queryDealBool t ds d)
     -- TestAny b dss -> b `elem` [ queryDealBool t ds d | ds <- dss ]
     TestAny b dss -> anyM (\ x -> (== b) <$> queryDealBool t x d ) dss
diff --git a/src/Deal/DealValidation.hs b/src/Deal/DealValidation.hs
index ef06062e..f856b4bd 100644
--- a/src/Deal/DealValidation.hs
+++ b/src/Deal/DealValidation.hs
@@ -308,7 +308,7 @@ extractRequiredRates t@TestDeal{accounts = accM
 validateAggRule :: [W.CollectionRule] -> [PoolId] -> [ResultComponent]
 validateAggRule rules validPids =
     [ ErrorMsg ("Pool source "++show ps++" has a weight of "++show r)   | ((pid,ps),r) <- Map.toList oustandingPs ] ++
-    [ ErrorMsg ("Pool Id not found"++show ospid++" in "++ show validPids) | ospid <- osPid ]
+    [ ErrorMsg ("Pool Id not found "++show ospid++" in "++ show validPids) | ospid <- osPid ]
   where 
     countWeight (W.Collect (Just pids) ps _) =  Map.fromList [((pid,ps),1.0) | pid <- pids]
     countWeight (W.Collect Nothing ps _) =  Map.fromList [((PoolConsol,ps),1.0)]
diff --git a/src/Expense.hs b/src/Expense.hs
index e922ce0f..3fc9c465 100644
--- a/src/Expense.hs
+++ b/src/Expense.hs
@@ -41,6 +41,8 @@ data FeeType = AnnualRateFee DealStats FormulaRate                       -- ^ an
              | AmtByTbl DatePattern DealStats (Table Balance Balance)    -- ^ lookup query value in a table
              | TargetBalanceFee DealStats DealStats                      -- ^ fee due amount = max( 0, (ds1 - ds2))
              | FeeFlow Ts                                                -- ^ a time series based fee 
+             | FeeFlowByPoolPeriod (PerCurve Balance)                    -- ^ a pool index series based fee
+             | FeeFlowByBondPeriod (PerCurve Balance)                    -- ^ a bond index series based fee
              | ByCollectPeriod Amount                                    -- ^ fix amount per collection period
              deriving (Show,Eq, Generic,Ord)
 
@@ -60,10 +62,7 @@ payFee :: Date   -- ^ When pay action happen
        -> Fee    -- ^ Fee before being paid
        -> Fee    -- ^ Fee after paid
 payFee d amt f@(Fee fn ft fs fd fdDay fa flpd fstmt) =
-   f {feeLastPaidDay = Just d
-     ,feeDue = dueRemain
-     ,feeArrears = arrearRemain
-     ,feeStmt = newStmt}
+   f {feeLastPaidDay = Just d ,feeDue = dueRemain ,feeArrears = arrearRemain ,feeStmt = newStmt}
    where
     [(r0,arrearRemain),(r1,dueRemain)] = paySeqLiabilities amt [fa,fd]
     paid = fa + fd - arrearRemain - dueRemain 
@@ -72,10 +71,7 @@ payFee d amt f@(Fee fn ft fs fd fdDay fa flpd fstmt) =
 -- | pay amount of fee regardless the due amount
 payResidualFee :: Date -> Amount -> Fee -> Fee
 payResidualFee d amt f@(Fee fn ft fs fd fdDay fa flpd fstmt) =
-   f {feeLastPaidDay = Just d
-     ,feeDue = dueRemain
-     ,feeArrears = arrearRemain
-     ,feeStmt = newStmt}
+   f {feeLastPaidDay = Just d ,feeDue = dueRemain ,feeArrears = arrearRemain ,feeStmt = newStmt}
    where
     [(r0,arrearRemain),(r1,dueRemain)] = paySeqLiabilities amt [fa,fd] 
     newStmt = appendStmt (ExpTxn d dueRemain amt arrearRemain (PayFee fn)) fstmt  
@@ -115,4 +111,4 @@ instance IR.UseRate Fee where
 makeLensesFor [("feeName","feeNameLens"),("feeType","feeTypeLens") ,("feeDue","feeDueLens") ,("feeDueDate","feeDueDateLens") ,("feeStmt","feeStmtLens")] ''Fee
 
 $(deriveJSON defaultOptions ''FeeType)
-$(deriveJSON defaultOptions ''Fee)
+$(deriveJSON defaultOptions ''Fee)
\ No newline at end of file
diff --git a/src/Ledger.hs b/src/Ledger.hs
index ceeaa33e..34a7a96d 100644
--- a/src/Ledger.hs
+++ b/src/Ledger.hs
@@ -58,7 +58,7 @@ entryLogByDr Debit amt d (Just (TxnComments cms)) = entryLog amt d (TxnComments
 
 hasTxnDirection :: TxnComment -> Bool
 hasTxnDirection (TxnDirection _) = True
-hasTxnDirection (TxnComments txns) = any (hasTxnDirection) txns
+hasTxnDirection (TxnComments txns) = any hasTxnDirection txns
 hasTxnDirection _ = False
 
 isTxnDirection :: BookDirection -> TxnComment -> Bool 
diff --git a/src/Liability.hs b/src/Liability.hs
index d169d5cf..ee1f1748 100644
--- a/src/Liability.hs
+++ b/src/Liability.hs
@@ -7,7 +7,7 @@
 
 module Liability
   (Bond(..),BondType(..),OriginalInfo(..)
-  ,payInt,payPrin,consolStmt,backoutDueIntByYield,isPaidOff,getCurBalance
+  ,payInt,payPrin,consolStmt,isPaidOff,getCurBalance
   ,priceBond,PriceResult(..),pv,InterestInfo(..),RateReset(..)
   ,getDueInt
   ,weightAverageBalance,calcZspread,payYield,getTotalDueInt
@@ -19,7 +19,7 @@ module Liability
   ,accrueInt,stepUpInterestInfo,payIntByIndex,_MultiIntBond
   ,getDueIntAt,getDueIntOverIntAt,getDueIntOverInt,getTotalDueIntAt
   ,getCurRate
-  ,bondCashflow
+  ,bondCashflow,getOutstandingAmount
   )
   where
 
@@ -57,6 +57,7 @@ import Control.Lens hiding (Index)
 import Control.Lens.TH
 import Language.Haskell.TH.Lens 
 import Stmt (getTxnAmt)
+import Numeric.RootFinding
 
 debug = flip trace
 
@@ -65,7 +66,6 @@ isAdjustble :: InterestInfo -> Bool
 isAdjustble Floater {} = True
 isAdjustble RefRate {} = True
 isAdjustble Fix {} = False
-isAdjustble InterestByYield {} = False
 isAdjustble (CapRate r _ ) = isAdjustble r
 isAdjustble (FloorRate r _ ) = isAdjustble r
 isAdjustble (WithIoI r _) = isAdjustble r
@@ -82,7 +82,6 @@ isStepUp _  = True
 getIndexFromInfo :: InterestInfo -> Maybe [Index]
 getIndexFromInfo (Floater _ idx _ _  _ _ _) = Just [idx]
 getIndexFromInfo Fix {} = Nothing 
-getIndexFromInfo InterestByYield {} = Nothing 
 getIndexFromInfo RefRate {} = Nothing 
 getIndexFromInfo (CapRate info _) = getIndexFromInfo info
 getIndexFromInfo (FloorRate info _) = getIndexFromInfo info
@@ -91,7 +90,6 @@ getIndexFromInfo (WithIoI info _) = getIndexFromInfo info
 getDayCountFromInfo :: InterestInfo -> Maybe DayCount
 getDayCountFromInfo (Floater _ _ _ _ dc _ _) = Just dc
 getDayCountFromInfo (Fix _ dc) = Just dc
-getDayCountFromInfo InterestByYield {} = Nothing 
 getDayCountFromInfo RefRate {} = Nothing 
 getDayCountFromInfo (CapRate info _) = getDayCountFromInfo info
 getDayCountFromInfo (FloorRate info _) = getDayCountFromInfo info
@@ -109,7 +107,6 @@ data InterestOverInterestType = OverCurrRateBy Rational -- ^ inflat ioi rate by
 --------------------------- start Rate, index, spread, reset dates, daycount, floor, cap
 data InterestInfo = Floater IRate Index Spread RateReset DayCount (Maybe Floor) (Maybe Cap)
                   | Fix IRate DayCount                                    -- ^ fixed rate
-                  | InterestByYield IRate
                   | RefRate IRate DealStats Float RateReset               -- ^ interest rate depends to a formula
                   | CapRate InterestInfo IRate                            -- ^ cap rate 
                   | FloorRate InterestInfo IRate                          -- ^ floor rate
@@ -117,8 +114,6 @@ data InterestInfo = Floater IRate Index Spread RateReset DayCount (Maybe Floor)
                   deriving (Show, Eq, Generic, Ord, Read)
 
 
--- data StepUp = PassDateSpread Date Spread                   -- ^ add a spread on a date and effective afterwards
---             | PassDateLadderSpread Date Spread RateReset   -- ^ add a spread on the date pattern
 stepUpInterestInfo :: StepUp -> InterestInfo -> InterestInfo
 stepUpInterestInfo sp ii =
   case ii of 
@@ -132,6 +127,7 @@ stepUpInterestInfo sp ii =
     getSpread (PassDateSpread _ s) = s
     getSpread (PassDateLadderSpread _ s _) = s
 
+
 getDpFromIntInfo :: InterestInfo -> Maybe DatePattern
 getDpFromIntInfo (Floater _ _ _ dp _ _ _) = Just dp
 getDpFromIntInfo (RefRate _ _ _ dp) = Just dp
@@ -140,6 +136,7 @@ getDpFromIntInfo (FloorRate ii _) = getDpFromIntInfo ii
 getDpFromIntInfo (WithIoI ii _) = getDpFromIntInfo ii
 getDpFromIntInfo _ = Nothing
 
+
 getBeginRate :: InterestInfo -> IRate 
 getBeginRate (Floater a _ _ _ _ _ _ ) = a
 getBeginRate (Fix a _ ) = a
@@ -147,12 +144,13 @@ getBeginRate (RefRate a _ _ _ ) = a
 getBeginRate (CapRate a  _ ) = getBeginRate a
 getBeginRate (FloorRate a  _ ) = getBeginRate a
 getBeginRate (WithIoI a _) = getBeginRate a
-getBeginRate InterestByYield {} = 0.0
+
 
 data StepUp = PassDateSpread Date Spread                   -- ^ add a spread on a date and effective afterwards
             | PassDateLadderSpread Date Spread RateReset   -- ^ add a spread on the date pattern
             deriving (Show, Eq, Generic, Ord, Read)
 
+
 data OriginalInfo = OriginalInfo {
   originBalance::Balance           -- ^ issuance balance
   ,originDate::Date                -- ^ issuance date
@@ -165,6 +163,7 @@ type PlannedAmorSchedule = Ts
 -- ^ the way of principal due is calculated
 data BondType = Sequential                                 -- ^ Pass through type tranche
               | PAC PlannedAmorSchedule                    -- ^ bond with schedule amortization 
+              | AmtByPeriod (PerCurve Balance)             -- ^ principal due by period
               | PacAnchor PlannedAmorSchedule [BondName]   -- ^ pay till schdule balance if bonds from bond names has oustanding balance, if other bonds are paid off ,then pay oustanding balance
               | Lockout Date                               -- ^ No principal due till date
               | Z                                          -- ^ Z tranche
@@ -173,8 +172,7 @@ data BondType = Sequential                                 -- ^ Pass through typ
 
 
 -- TODO: for multi int bond, should origin rate be a list of rates?
---     : sofar remain orginate rate as a single rate for multi int bond
-
+--     : so far remain orginate rate as a single rate for multi int bond
 data Bond = Bond {
               bndName :: String
               ,bndType :: BondType                 -- ^ bond type ,which describe the how principal due was calculated
@@ -194,22 +192,22 @@ data Bond = Bond {
             } 
             | MultiIntBond {
               bndName :: String
-              ,bndType :: BondType                 -- ^ bond type ,which describe the how principal due was calculated
-              ,bndOriginInfo :: OriginalInfo       -- ^ fact data on origination
+              ,bndType :: BondType                    -- ^ bond type ,which describe the how principal due was calculated
+              ,bndOriginInfo :: OriginalInfo          -- ^ fact data on origination
               ,bndInterestInfos :: [InterestInfo]     -- ^ interest info which used to update interest rate
               ,bndStepUps :: Maybe [StepUp]           -- ^ step up which update interest rate
               -- status
-              ,bndBalance :: Balance               -- ^ current balance
+              ,bndBalance :: Balance                  -- ^ current balance
               ,bndRates :: [IRate]                    -- ^ current rate
-              ,bndDuePrin :: Balance               -- ^ principal due for current period
+              ,bndDuePrin :: Balance                  -- ^ principal due for current period
               ,bndDueInts :: [Balance]                -- ^ interest due
               ,bndDueIntOverInts :: [Balance]         -- ^ IoI
-              ,bndDueIntDates :: Maybe [Date]         -- ^ last interest due calc date
+              ,bndDueIntDate :: Maybe Date            -- ^ last interest due calc date
               ,bndLastIntPays :: Maybe [Date]         -- ^ last interest pay date
-              ,bndLastPrinPay :: Maybe Date        -- ^ last principal pay date
-              ,bndStmt :: Maybe S.Statement        -- ^ transaction history
+              ,bndLastPrinPay :: Maybe Date           -- ^ last principal pay date
+              ,bndStmt :: Maybe S.Statement           -- ^ transaction history
             }
-            | BondGroup (Map.Map String Bond)      -- ^ bond group
+            | BondGroup (Map.Map String Bond)         -- ^ bond group
             deriving (Show, Eq, Generic, Ord, Read)            
 
 
@@ -224,7 +222,7 @@ bndTxns = lens getter setter
 
 bondCashflow :: Bond -> ([Date], [Amount])
 bondCashflow b = 
-  let t = (S.getAllTxns b)
+  let t = S.getAllTxns b
   in 
     (S.getDate <$> t, S.getTxnAmt <$> t)
 
@@ -337,37 +335,47 @@ payPrin d amt bnd = bnd {bndDuePrin =newDue, bndBalance = newBal , bndStmt=newSt
     r = getCurRate bnd
     newStmt = S.appendStmt (BondTxn d newBal 0 amt r amt dueInt dueIoI Nothing (S.PayPrin [bn] )) stmt 
 
-writeOff :: Date -> Amount -> Bond -> Bond
-writeOff d 0 b = b
-writeOff d amt bnd = bnd {bndBalance = newBal , bndStmt=newStmt}
-    where
-      newBal = (bndBalance bnd) - amt
+
+writeOff :: Date -> Amount -> Bond -> Either String Bond
+writeOff d 0 b = Right b
+writeOff d amt _bnd 
+  | bndBalance _bnd < amt = Left $ "Insufficient balance to write off "++ show amt ++ show " bond name "++ show (bndName _bnd)
+  | otherwise = 
+    let 
+      bnd = accrueInt d _bnd
+      newBal = bndBalance bnd - amt
       dueIoI = getDueIntOverInt bnd
       dueInt = getDueInt bnd
       bn = bndName bnd
       stmt = bndStmt bnd
       newStmt = S.appendStmt (BondTxn d newBal 0 0 0 0 dueInt dueIoI Nothing (S.WriteOff bn amt )) stmt 
+    in 
+      Right $ bnd {bndBalance = newBal , bndStmt=newStmt}
 
+-- TODO: should increase the original balance of the bond?
 fundWith :: Date -> Amount -> Bond -> Bond
 fundWith d 0 b = b
-fundWith d amt bnd
-  = bnd {bndBalance = newBal, bndStmt=newStmt } 
+fundWith d amt _bnd = bnd {bndBalance = newBal, bndStmt=newStmt } 
   where
+    bnd = accrueInt d _bnd
     dueIoI = getDueIntOverInt bnd
     dueInt = getDueInt bnd
     bn = bndName bnd
     stmt = bndStmt bnd
-    newBal = (bndBalance bnd) - amt
+    newBal = (bndBalance bnd) + amt
     newStmt = S.appendStmt (BondTxn d newBal 0 (negate amt) 0 0 dueInt dueIoI Nothing (S.FundWith bn amt )) stmt 
 
 
--- TODO: add how to handle different rate for IOI
+-- ^ get interest rate for due interest
 getIoI :: InterestInfo -> IRate -> IRate
+-- ^ inflate interest rate by pct over current rate
 getIoI (WithIoI _ (OverCurrRateBy r)) rate = rate * (1+ fromRational r)
+-- ^ inflate interest rate by adding a fix spread
 getIoI (WithIoI _ (OverFixSpread r)) rate = rate + r
+-- ^ no inflation,just use current bond's rate
 getIoI _ rate = rate
 
-
+-- ^ accure interest to a bond, update the due interest and due IoI of the bond
 accrueInt :: Date -> Bond -> Bond
 accrueInt d b@Bond{bndInterestInfo = ii,bndDueIntDate = mDueIntDate, bndDueInt= dueInt
                   , bndDueIntOverInt = dueIoI, bndRate = r, bndBalance = bal} 
@@ -386,19 +394,16 @@ accrueInt d b@Bond{bndInterestInfo = ii,bndDueIntDate = mDueIntDate, bndDueInt=
                   Nothing -> getOriginDate b
 
 
--- TODO:  HOW to accrue a single index ? 
-accrueInt d b@MultiIntBond{bndInterestInfos = iis, bndDueIntDates = mDueIntDates 
+-- accure all the index 
+accrueInt d b@MultiIntBond{bndInterestInfos = iis, bndDueIntDate = mDueIntDate 
                             , bndDueInts = dueInts, bndDueIntOverInts = dueIoIs
                             , bndRates = rs, bndBalance = bal}
-  | all (==d) beginDates = b
+  | beginDate == d = b
   | otherwise 
       = let 
         l = length iis -- `debug` ("bond Name>>> "++ show (bndName b))
         daycounts = (fromMaybe DC_ACT_365F) . getDayCountFromInfo <$> iis
-        beginDates = case mDueIntDates of
-                      Just ds -> ds
-                      Nothing -> getOriginDate b <$ [1..l]
-        periods = zipWith3 yearCountFraction daycounts beginDates (repeat d) -- `debug` ((bndName b) ++"  date"++ show d++"daycounts"++show daycounts++"beginDates "++show beginDates++ show "end dates"++ show d)
+        periods = zipWith3 yearCountFraction daycounts (replicate l beginDate) (repeat d) -- `debug` ((bndName b) ++"  date"++ show d++"daycounts"++show daycounts++"beginDates "++show beginDates++ show "end dates"++ show d)
         newDues = zipWith3 (\r p due -> (mulBR (mulBIR bal r) p) + due) rs periods dueInts -- `debug` ((bndName b) ++"  date"++ show d++"rs"++show rs++"periods "++show periods++">>"++show dueInts)
         newIoiDues = zipWith5 (\r p due dueIoI ii -> 
                                 (mulBR (mulBIR due (getIoI ii r)) p) + dueIoI)
@@ -408,21 +413,26 @@ accrueInt d b@MultiIntBond{bndInterestInfos = iis, bndDueIntDates = mDueIntDates
                               dueIoIs
                               iis
       in
-        b {bndDueInts = newDues, bndDueIntOverInts = newIoiDues, bndDueIntDates = Just (replicate l d) }
+        b {bndDueInts = newDues, bndDueIntOverInts = newIoiDues, bndDueIntDate = Just d }
     where 
       l = length iis
-      beginDates = case mDueIntDates of
+      beginDate = case mDueIntDate of
                     Just ds -> ds
-                    Nothing -> (getOriginDate b) <$ [1..l]
+                    Nothing -> getOriginDate b
 
 accrueInt d (BondGroup bMap) = BondGroup $ accrueInt d <$> bMap
 
 
-
--- ^ TODO WAL for bond group
 calcWalBond :: Date -> Bond -> Rational
 calcWalBond d b@Bond{bndStmt = Nothing} = 0.0
 calcWalBond d b@MultiIntBond{bndStmt = Nothing} = 0.0
+calcWalBond d (BondGroup bMap) 
+  = let
+      bndWal = calcWalBond d <$> Map.elems bMap 
+      bndBals = toRational . getCurBalance <$> Map.elems bMap
+    in 
+      weightedBy bndBals bndWal
+
 calcWalBond d b
   = let 
       txns = cutBy Exc Future d $ S.getAllTxns b 
@@ -443,36 +453,7 @@ getTxnRate :: Txn -> IRate
 getTxnRate (BondTxn _ _ _ _ r _ _ _ _ _) = r
 getTxnRate _ = 0.0
 
--- ^TODO to be tested
-calcAccrueInt :: Date -> Bond -> Balance
-calcAccrueInt d bnd@(BondGroup bMap) = sum $ calcAccrueInt d <$> Map.elems bMap
-calcAccrueInt d bnd@(Bond {bndStmt = mstmt, bndRate = r, bndBalance = bal}) 
-  | isNothing mstmt = IR.calcInt bal (getOriginDate bnd) d r DC_ACT_365F
-  | d <= getOriginDate bnd = 0
-  | isJust mstmt = 
-      let
-        txns = S.getAllTxns bnd
-        ds = S.getDate <$> txns
-      in
-        case (S.getTxnAsOf txns d, elem d ds) of
-          (_ , True) -> 0
-          (Nothing,_) -> IR.calcInt bal (getOriginDate bnd) d r DC_ACT_365F -- `debug` (">>> "++ show (getOriginDate bnd) ++ ">>> "++ show d++"bal"++show bal++"rate"++show r++"r"++ show ( IR.calcInt bal (getOriginDate bnd) d r DC_ACT_365F)++ ">>\n txns"++ show txns)
-          (Just txn,_) -> IR.calcInt (S.getTxnBalance txn) (S.getDate txn) d r DC_ACT_365F -- `debug` ("Accrue Int"++show d++">>"++show (S.getDate txn)++ ">>"++show (S.getTxnBalance txn)++"Rate"++show r)
-
-calcAccrueInt d bnd@(MultiIntBond {bndStmt = mstmt, bndRates = rs, bndBalance = bal}) 
-  | isNothing mstmt = IR.calcInt bal (getOriginDate bnd) d (sum rs) DC_ACT_365F
-  | d <= getOriginDate bnd = 0
-  | isJust mstmt = 
-      let
-        txns = S.getAllTxns bnd
-        ds = S.getDate <$> txns
-      in
-        case (S.getTxnAsOf txns d, elem d ds) of
-          (_, True) -> 0
-          (Nothing,_) -> IR.calcInt bal (getOriginDate bnd) d (sum rs) DC_ACT_365F
-          (Just txn,_) ->  IR.calcInt (S.getTxnBalance txn) (S.getDate txn) d (getTxnRate txn) DC_ACT_365F
-
-
+-- ^ get present value of a bond
 priceBond :: Date -> Ts -> Bond -> PriceResult
 priceBond d rc b@(Bond _ _ _ _ _ _ _ _ _ _ _ _ _ Nothing ) = PriceResult 0 0 0 0 0 0 []
 priceBond d rc b@(MultiIntBond _ _ _ _ _ _ _ _ _ _ _ _ _ Nothing ) = PriceResult 0 0 0 0 0 0 []
@@ -484,24 +465,10 @@ priceBond d rc bnd
           cutoffBalance = case S.getTxnAsOf txns d of
                               Nothing ->  (S.getTxnBegBalance . head) txns
                               Just _txn -> S.getTxnBegBalance _txn
-          accruedInt = calcAccrueInt d bnd
+          accruedInt = getTotalDueInt (accrueInt d bnd)
           wal = calcWalBond d bnd
-          duration = calcDuration d (zip futureCfDates futureCfFlow) rc
-          convexity = let 
-                        b = (foldr (\x acc ->
-                                            let 
-                                                _t = yearCountFraction DC_ACT_365F d (S.getDate x) -- `debug` ("calc _T"++show d++">>"++show (S.getTxnDate x))
-                                                _t2 = _t * _t + _t -- `debug` ("T->"++show _t)
-                                                _cash_date = S.getDate x
-                                                _yield = getValByDate rc Exc _cash_date
-                                                _y = (1+ _yield) * (1+ _yield) -- `debug` ("yield->"++ show _yield++"By date"++show d)
-                                                _x = ((mulBR  (pv rc d _cash_date (S.getTxnAmt x)) _t2) / (fromRational _y)) -- `debug` ("PRICING -E") -- `debug` ("PV:->"++show (pv rc d (S.getTxnDate x) (S.getTxnAmt x))++"Y->"++ show _y++"T2-->"++ show _t2)
-                                            in 
-                                                _x + acc) 
-                                    0
-                                    futureCfs) -- `debug` ("PRICING VALUE"++ show presentValue)
-                      in 
-                        b/presentValue -- `debug` "PRICING -D" -- `debug` ("B->"++show b++"PV"++show presentValue)
+          duration = calcDuration DC_ACT_365F d (zip futureCfDates futureCfFlow) rc
+          convexity = calcConvexity DC_ACT_365F d (zip futureCfDates futureCfFlow) rc
         in 
           PriceResult presentValue (fromRational (100* (safeDivide' presentValue obal))) (realToFrac wal) (realToFrac duration) (realToFrac convexity) accruedInt futureCfs-- `debug` ("Obal->"++ show obal++"Rate>>"++ show (bndRate b))
   where 
@@ -515,19 +482,6 @@ priceBond d rc bnd
     od = getOriginDate bnd
 
 
--- ^ backout interest due for a Yield Maintainace type bond
--- ^ TODO: need to handle MuitIntBond here
-backoutDueIntByYield :: Date -> Bond -> Balance
-backoutDueIntByYield d b@(Bond _ _ (OriginalInfo obal odate _ _) (InterestByYield y) _ currentBalance _  _ _ _ _ _ _ stmt)
-  = projFv - fvs - currentBalance  -- `debug` ("Date"++ show d ++"FV->"++show projFv++">>"++show fvs++">>cb"++show currentBalance)
-    where
-      projFv = fv2 y odate d obal 
-      fvs = sum $ [ fv2 y cfDate d cfAmt  | (cfDate,cfAmt) <- cashflows ] -- `debug` (show d ++ ":CFS"++ show cashflows)
-      cashflows = case stmt of
-                    Just (S.Statement txns) -> [ ((S.getDate txn),(S.getTxnAmt txn))  | txn <- txns ] -- `debug` (show d ++":TXNS"++ show txns)
-                    Nothing -> []
-
-  
 weightAverageBalance :: Date -> Date -> Bond -> Balance
 weightAverageBalance sd ed b@(Bond _ _ (OriginalInfo ob bd _ _ )  _ _ currentBalance _ _ _ _ _ _ _ Nothing) 
   = mulBR currentBalance (yearCountFraction DC_ACT_365F (max bd sd) ed) 
@@ -550,53 +504,37 @@ weightAverageBalance sd ed b@(MultiIntBond _ _ (OriginalInfo ob bd _ _ )  _ _ cu
 weightAverageBalance sd ed bg@(BondGroup bMap)
   = sum $ weightAverageBalance sd ed <$> Map.elems bMap -- `debug` (">>>"++ show (weightAverageBalance sd ed <$> Map.elems bMap))
 
-calcZspread :: (Rational,Date) -> Int -> (Float, (Rational,Rational),Rational) -> Bond -> Ts -> Spread
-calcZspread _ _ _ b@Bond{bndStmt = Nothing} _ = error "No Cashflow for bond"
-calcZspread _ _ _ b@MultiIntBond{bndStmt = Nothing} _ = error "No Cashflow for bond"
-calcZspread (tradePrice,priceDay) count (level ,(lastSpd,lastSpd2),spd) b riskFreeCurve  
-  | count >= 10000 =  fromRational spd -- error "Failed to find Z spread with 10000 times try"
-  | otherwise =
+
+tryCalcZspread :: Rational -> Balance -> Date -> [(Date,Balance)] -> Ts -> Double -> Double
+tryCalcZspread tradePrice originBalance priceDay futureCfs riskFreeCurve spread
+  = let 
+      pvCurve = shiftTsByAmt riskFreeCurve (fromRational (toRational spread))
+      pvs = [ pv pvCurve priceDay _d _amt | (_d, _amt) <- futureCfs ]
+      newPrice = 100 * sum pvs
+      faceVal = fromRational $ divideBB newPrice originBalance
+    in 
+      faceVal - fromRational tradePrice
+
+
+calcZspread :: (Rational,Date) -> Bond -> Ts -> Either String Spread
+calcZspread _ b@Bond{bndStmt = Nothing} _ = Left "No Cashflow for bond"
+calcZspread _ b@MultiIntBond{bndStmt = Nothing} _ = Left "No Cashflow for bond"
+calcZspread (tradePrice,priceDay) b riskFreeCurve =
     let 
       txns = S.getAllTxns b
       bInfo = bndOriginInfo b
       (_,futureTxns) = splitByDate txns priceDay EqToRight
-     
       cashflow = S.getTxnAmt <$> futureTxns
       ds = S.getDate <$> futureTxns
       oBalance = originBalance bInfo
-
-      pvCurve = shiftTsByAmt riskFreeCurve spd -- `debug` ("Shfiting using spd"++ show (fromRational spd))
-      pvs = [ pv pvCurve priceDay _d _amt | (_d, _amt) <- zip ds cashflow ] -- `debug` (" using pv curve"++ show pvCurve)
-      newPrice = 100 * sum pvs -- `debug` ("PVS->>"++ show pvs)
-      pricingFaceVal = toRational $ newPrice / oBalance -- `debug` ("new price"++ show newPrice)
-      gap = (pricingFaceVal - tradePrice) -- `debug` ("Face val"++show pricingFaceVal++"T price"++show tradePrice)
-      newSpd = case [gap ==0 ,gap > 0, spd > 0] of
-                 [True,_,_]   -> spd
-                 [_,True,_]   -> spd + f -- `debug` ("1 -> "++ show f)
-                 [_,False,_]  -> spd - f -- `debug` ("3 -> "++ show f)
-                 where 
-                   f = let 
-                        thresholds = toRational  <$> (level *) <$> [50,20,10,5,2,0.1,0.05,0.01,0.005]
-                        shiftPcts = (level *) <$> [0.5,0.2,0.1,0.05,0.02,0.01,0.005,0.001,0.0005]
-                       in 
-                         case find (\(a,b) -> a < abs(toRational gap)) (zip thresholds shiftPcts ) of
-                           Just (_,v) -> toRational v  -- `debug` ("shifting ->"++ show v)
-                           Nothing -> toRational (level * 0.00001) --  `debug` ("shifting-> <> 0.00005")
-                  
-      newLevel = case [abs newSpd < 0.0001
-                       ,abs(newSpd-lastSpd)<0.000001
-                       ,abs(newSpd-lastSpd2)<0.000001] of
-                   [True,_,_] -> level * 0.5
-                   [_,True,_] -> level * 0.5
-                   [_,_,True] -> level * 0.5
-                   _ -> level
-    in 
-      if abs(pricingFaceVal - tradePrice) <= 0.01 then 
-        fromRational spd  -- `debug` ("Curve -> "++show pvCurve)
-      else
-        calcZspread (tradePrice,priceDay) (succ count) (newLevel, (spd, lastSpd), newSpd) b riskFreeCurve -- `debug` ("new price"++ show pricingFaceVal++"trade price"++ show tradePrice++ "new spd"++ show (fromRational newSpd))
-
-
+      itertimes = 500
+      def = RiddersParam { riddersMaxIter = itertimes, riddersTol = RelTol 0.00001 }
+    in
+      case ridders def (0.0001,100) (tryCalcZspread tradePrice oBalance priceDay (zip ds cashflow) riskFreeCurve) of
+        Root r -> Right (fromRational (toRational r))
+        _ -> Left $ "Failed to find Z spread with "++ show itertimes ++ " times try"
+
+-- ^ get total funded balance (from transaction) of a bond
 totalFundedBalance :: Bond -> Balance
 totalFundedBalance (BondGroup bMap) = sum $ totalFundedBalance <$> Map.elems bMap
 totalFundedBalance b
@@ -639,7 +577,6 @@ buildStepUpDates b@Bond{bndStepUp = mSt } sd ed
 buildStepUpDates b@MultiIntBond{bndStepUps = mSt } sd ed 
   = case mSt of
       Nothing -> []
-      -- TODO: perf: sort and distinct
       Just sts -> Set.toList $
                     Set.fromList $
                       concat $
@@ -649,33 +586,6 @@ buildStepUpDates b@MultiIntBond{bndStepUps = mSt } sd ed
                             (PassDateSpread d _) -> [d]
                             ) <$> sts
 
--- buildRateResetDates b@MultiIntBond{bndInterestInfo = ii,bndStepUp = mSt } sd ed 
-
-
--- scaleBond :: Rate -> Bond -> Bond
--- scaleBond r (BondGroup bMap) = BondGroup $ Map.map (scaleBond r) bMap
--- scaleBond r b@Bond{ bndOriginInfo = oi, bndInterestInfo = iinfo, bndStmt = mstmt
---                   , bndBalance = bal, bndDuePrin = dp, bndDueInt = di, bndDueIntDate = did
---                   , bndLastIntPay = lip, bndLastPrinPay = lpp
---                   , bndType = bt} 
---   = b {
---     bndType = scaleBndType r bt
---     ,bndOriginInfo = scaleBndOriginInfo r oi
---     ,bndBalance = mulBR bal r
---     ,bndDuePrin = mulBR dp r
---     ,bndDueInt = mulBR di r
---     ,bndStmt = scaleStmt r mstmt
---   }
---     where 
---       scaleBndType r (PAC ts) = let 
---                                   vs = (flip mulBR r . fromRational <$> getTsVals ts)
---                                   ds = getTsDates ts
---                                 in 
---                                   PAC $ BalanceCurve [ TsPoint d v | (d,v) <- zip ds vs]
---       scaleBndType r _bt = _bt
---       scaleBndOriginInfo r oi@OriginalInfo{originBalance = ob} = oi {originBalance = mulBR ob r}
---       scaleStmt r Nothing = Nothing
---       scaleStmt r (Just (S.Statement txns)) = Just (S.Statement (S.scaleTxn r <$> txns))
 
 instance S.QueryByComment Bond where 
   queryStmt Bond{bndStmt = Nothing} tc = []
@@ -707,12 +617,13 @@ instance Liable Bond where
         (toRational . getCurBalance <$> Map.elems bMap)
         (toRational . getCurRate <$> Map.elems bMap)
   
-  getOriginBalance b = originBalance $ bndOriginInfo b
   getOriginBalance (BondGroup bMap) = sum $ getOriginBalance <$> Map.elems bMap
+  getOriginBalance b = originBalance $ bndOriginInfo b
 
   getOriginDate b = originDate $ bndOriginInfo b
 
 
+  -- ^ get due int of a bond
   getDueInt b@Bond{bndDueInt=di} = di 
   getDueInt MultiIntBond{bndDueInts=dis} = sum dis
   getDueInt (BondGroup bMap) = sum $ getDueInt <$> Map.elems bMap
@@ -721,10 +632,12 @@ instance Liable Bond where
   getDueIntOverIntAt MultiIntBond{bndDueIntOverInts=diois} idx = diois !! idx 
   getTotalDueIntAt b idx = getDueIntAt b idx + getDueIntOverIntAt b idx
 
+  -- ^ get due IoI of a bond
   getDueIntOverInt b@Bond{bndDueIntOverInt=dioi} = dioi
   getDueIntOverInt MultiIntBond{bndDueIntOverInts=diois} = sum diois
   getDueIntOverInt (BondGroup bMap) = sum $ getDueIntOverInt <$> Map.elems bMap
 
+  -- ^ get total due interest of a bond (both due int and due IoI)
   getTotalDueInt b@Bond{bndDueInt=di,bndDueIntOverInt=dioi} = di + dioi
   getTotalDueInt MultiIntBond{bndDueInts=dis,bndDueIntOverInts=diois} = sum dis + sum diois
   getTotalDueInt (BondGroup bMap) = sum $ getTotalDueInt <$> Map.elems bMap
diff --git a/src/Lib.hs b/src/Lib.hs
index af9686e0..48f4edf6 100644
--- a/src/Lib.hs
+++ b/src/Lib.hs
@@ -10,7 +10,7 @@ module Lib
     ,afterNPeriod,Ts(..),periodsBetween
     ,periodRateFromAnnualRate
     ,Floor,Cap,TsPoint(..)
-    ,toDate,toDates,genDates,nextDate,isTsEmpty
+    ,toDate,toDates,genDates,nextDate
     ,getValOnByDate,sumValTs,subTsBetweenDates,splitTsByDate
     ,paySeqLiabilitiesAmt,getIntervalDays,getIntervalFactors
     ,zipWith8,zipWith9,zipWith10,zipWith11,zipWith12
@@ -42,19 +42,6 @@ debug = flip trace
 
 
 
-
-annualRateToPeriodRate :: Period -> Float -> Float
-annualRateToPeriodRate p annualRate =
-    1 - (1 - annualRate ) ** n
-  where 
-    n = case p of 
-          Monthly -> 1/12
-          Quarterly -> 1/4 
-          SemiAnnually -> 1/2
-          Annually -> 1.0
-          Daily -> 1 / 365
-          Weekly -> 1 / 52.143
-
 periodRateFromAnnualRate :: Period -> IRate -> IRate
 periodRateFromAnnualRate Annually annual_rate  = annual_rate
 periodRateFromAnnualRate Monthly annual_rate  = annual_rate / 12
@@ -163,7 +150,7 @@ splitTsByDate (BalanceCurve ds) d
                   where
                    (l,r) = splitAt idx ds
 
-subTsBetweenDates :: Ts -> Maybe T.Day -> Maybe T.Day -> Ts
+subTsBetweenDates :: Ts -> Maybe Date -> Maybe Date -> Ts
 subTsBetweenDates (BalanceCurve vs) (Just sd) (Just ed)
   =  BalanceCurve $ filter(\(TsPoint x _) -> (x > sd) && (x < ed) ) vs
 subTsBetweenDates (BalanceCurve vs) Nothing (Just ed)
@@ -183,28 +170,27 @@ toDates ds = toDate <$> ds
 
 zipWith8 :: (a->b->c->d->e->f->g->h->i) -> [a]->[b]->[c]->[d]->[e]->[f]->[g]->[h]->[i]
 zipWith8 z (a:as) (b:bs) (c:cs) (d:ds) (e:es) (f:fs) (g:gs) (h:hs)
-                   =  z a b c d e f g h : zipWith8 z as bs cs ds es fs gs hs
+  = z a b c d e f g h : zipWith8 z as bs cs ds es fs gs hs
 zipWith8 _ _ _ _ _ _ _ _ _ = []
 
 zipWith9 :: (a->b->c->d->e->f->g->h->i->j) -> [a]->[b]->[c]->[d]->[e]->[f]->[g]->[h]->[i]->[j]
 zipWith9 z (a:as) (b:bs) (c:cs) (d:ds) (e:es) (f:fs) (g:gs) (h:hs) (j:js)
-                   =  z a b c d e f g h j : zipWith9 z as bs cs ds es fs gs hs js
+  = z a b c d e f g h j : zipWith9 z as bs cs ds es fs gs hs js
 zipWith9 _ _ _ _ _ _ _ _ _ _ = []
 
 zipWith10 :: (a->b->c->d->e->f->g->h->i->j->k) -> [a]->[b]->[c]->[d]->[e]->[f]->[g]->[h]->[i]->[j]->[k]
 zipWith10 z (a:as) (b:bs) (c:cs) (d:ds) (e:es) (f:fs) (g:gs) (h:hs) (j:js) (k:ks)
-                   =  z a b c d e f g h j k: zipWith10 z as bs cs ds es fs gs hs js ks
+  = z a b c d e f g h j k: zipWith10 z as bs cs ds es fs gs hs js ks
 zipWith10 _ _ _ _ _ _ _ _ _ _ _ = []
 
 zipWith11 :: (a->b->c->d->e->f->g->h->i->j->k->l) -> [a]->[b]->[c]->[d]->[e]->[f]->[g]->[h]->[i]->[j]->[k]->[l]
 zipWith11 z (a:as) (b:bs) (c:cs) (d:ds) (e:es) (f:fs) (g:gs) (h:hs) (j:js) (k:ks) (l:ls)
-                   =  z a b c d e f g h j k l: zipWith11 z as bs cs ds es fs gs hs js ks ls
+  = z a b c d e f g h j k l: zipWith11 z as bs cs ds es fs gs hs js ks ls
 zipWith11 _ _ _ _ _ _ _ _ _ _ _ _ = []
 
-
 zipWith12 :: (a->b->c->d->e->f->g->h->i->j->k->l->m) -> [a]->[b]->[c]->[d]->[e]->[f]->[g]->[h]->[i]->[j]->[k]->[l]->[m]
 zipWith12 z (a:as) (b:bs) (c:cs) (d:ds) (e:es) (f:fs) (g:gs) (h:hs) (j:js) (k:ks) (l:ls) (m:ms)
-                   = z a b c d e f g h j k l m: zipWith12 z as bs cs ds es fs gs hs js ks ls ms
+  = z a b c d e f g h j k l m: zipWith12 z as bs cs ds es fs gs hs js ks ls ms
 zipWith12 _ _ _ _ _ _ _ _ _ _ _ _ _ = []
 
 
@@ -252,9 +238,4 @@ nextDate d p
         Quarterly -> 3
         SemiAnnually -> 6
         Annually -> 12
-        _ -> 0
-
-isTsEmpty :: Ts -> Bool
-isTsEmpty (FloatCurve []) = True
-isTsEmpty (RatioCurve []) = True
-isTsEmpty _ = False
+        _ -> 0
\ No newline at end of file
diff --git a/src/Pool.hs b/src/Pool.hs
index cfc2b1ad..ea4ee533 100644
--- a/src/Pool.hs
+++ b/src/Pool.hs
@@ -74,11 +74,11 @@ poolFutureTxn :: Asset a => Lens' (Pool a) [CF.TsRow]
 poolFutureTxn = lens getter setter
   where 
     getter p = case futureCf p of
-                 Nothing -> []::[CF.TsRow]
-                 Just (CF.CashFlowFrame _ txns) -> txns
+                Nothing -> []::[CF.TsRow]
+                Just (CF.CashFlowFrame _ txns) -> txns
     setter p trs = case futureCf p of
-                     Nothing -> p {futureCf = Just (CF.CashFlowFrame (0,toDate "19000101",Nothing) trs)}  --TODO fix this
-                     Just (CF.CashFlowFrame st _) -> p {futureCf = Just (CF.CashFlowFrame st trs)}
+                    Nothing -> p {futureCf = Just (CF.CashFlowFrame (0,toDate "19000101",Nothing) trs)}  --TODO fix this
+                    Just (CF.CashFlowFrame st _) -> p {futureCf = Just (CF.CashFlowFrame st trs)}
 
 poolIssuanceStat :: Asset a => Lens' (Pool a) (Map.Map CutoffFields Balance)
 poolIssuanceStat = lens getter setter
@@ -154,7 +154,7 @@ calcLiquidationAmount (BalanceFactor currentFactor defaultFactor ) pool d
         in 
           case earlierTxns of 
             [] -> 0  -- `debug` ("No pool Inflow")
-            _ -> (mulBR (CF.mflowBalance (last earlierTxns)) currentFactor) + (mulBR currentCumulativeDefaultBal defaultFactor)
+            _ -> (mulBR (view CF.tsRowBalance (last earlierTxns)) currentFactor) + (mulBR currentCumulativeDefaultBal defaultFactor)
             -- TODO need to check if missing last row
 
 
diff --git a/src/Stmt.hs b/src/Stmt.hs
index a0e880f5..2f345751 100644
--- a/src/Stmt.hs
+++ b/src/Stmt.hs
@@ -6,14 +6,14 @@
 
 module Stmt
   (Statement(..)
-   ,getTxns,getTxnComment,getTxnAmt,toDate,getTxnPrincipal,getTxnAsOf,getTxnBalance
-   ,appendStmt,combineTxn,getTxnBegBalance,getDate,getDates
-   ,TxnComment(..),QueryByComment(..)
-   ,weightAvgBalanceByDates,weightAvgBalance,weightAvgBalance',sumTxn, consolTxn
-   ,getFlow,FlowDirection(..), aggByTxnComment,scaleByFactor
-   ,scaleTxn,isEmptyTxn, statementTxns, viewBalanceAsOf,filterTxn
-   ,HasStmt(..)
-   ,getAllTxns,hasEmptyTxn
+  ,getTxns,getTxnComment,getTxnAmt,toDate,getTxnPrincipal,getTxnAsOf,getTxnBalance
+  ,appendStmt,combineTxn,getTxnBegBalance,getDate,getDates
+  ,TxnComment(..),QueryByComment(..)
+  ,weightAvgBalanceByDates,weightAvgBalance,weightAvgBalance',sumTxn, consolTxn
+  ,getFlow,FlowDirection(..), aggByTxnComment,scaleByFactor
+  ,scaleTxn,isEmptyTxn, statementTxns, viewBalanceAsOf,filterTxn
+  ,HasStmt(..),Txn(..)
+  ,getAllTxns,hasEmptyTxn
   )
   where
 
@@ -219,30 +219,30 @@ getFlow comment =
       PayPrin _ -> Outflow
       PayGroupPrin _ -> Outflow
       PayGroupInt _ -> Outflow 
-      WriteOff _ _ -> Noneflow
-      FundWith _ _ -> Inflow
       PayPrinResidual _ -> Outflow
       PayFee _ -> Outflow
       SeqPayFee _ -> Outflow
       PayFeeYield _ -> Outflow
+      LiquidationRepay _ -> Outflow
+      SwapOutSettle _ -> Outflow
+      PurchaseAsset _ _-> Outflow
       Transfer _ _ -> Interflow 
       TransferBy _ _ _ -> Interflow 
+      FundWith _ _ -> Inflow
       PoolInflow _ _ -> Inflow
       LiquidationProceeds _ -> Inflow
       LiquidationSupport _ -> Inflow
+      BankInt -> Inflow
+      SwapInSettle _ -> Inflow
+      IssuanceProceeds _ -> Inflow
       LiquidationDraw -> Noneflow
-      LiquidationRepay _ -> Outflow
       LiquidationSupportInt _ _ -> Noneflow
-      BankInt -> Inflow
+      WriteOff _ _ -> Noneflow
       SupportDraw -> Noneflow
       Empty -> Noneflow 
       Tag _ -> Noneflow
       UsingDS _ -> Noneflow
       SwapAccrue  -> Noneflow
-      SwapInSettle _ -> Inflow
-      SwapOutSettle _ -> Outflow
-      PurchaseAsset _ _-> Outflow
-      IssuanceProceeds _ -> Inflow
       TxnDirection _ -> Noneflow
       BookLedgerBy _ _ -> Noneflow
       TxnComments cmts ->  --TODO the direction of combine txns
@@ -257,18 +257,15 @@ getFlow comment =
             Noneflow
       _ -> error ("Missing in GetFlow >> "++ show comment)
 
-
+-- ^ filter transaction by apply a filter function on txn comment
 filterTxn :: (TxnComment -> Bool) -> [Txn] -> [Txn]
-filterTxn f txns = filter (\t -> f (getTxnComment t) ) txns
+filterTxn f = filter (f . getTxnComment)
 
 instance Ord Txn where
   compare :: Txn -> Txn -> Ordering
   compare (BondTxn d1 _ _ _ _ _ _ _ _ _) (BondTxn d2 _ _ _ _ _ _ _ _ _) = compare d1 d2
   compare (AccTxn d1 _ _ _ ) (AccTxn d2 _ _ _  ) = compare d1 d2
 
--- instance Eq Txn where
---  (BondTxn d1 _ _ _ _ _ _ _) == (BondTxn d2 _ _ _ _ _ _ _) = d1 == d2
-
 instance TimeSeries Txn where 
   getDate (BondTxn t _ _ _ _ _ _ _ _ _ ) = t
   getDate (AccTxn t _ _ _ ) = t
@@ -278,11 +275,15 @@ instance TimeSeries Txn where
   getDate (EntryTxn t _ _ _) = t
 
 class QueryByComment a where 
+    
     queryStmt :: a -> TxnComment -> [Txn]
+    
     queryStmtAsOf :: a -> Date -> TxnComment -> [Txn]
     queryStmtAsOf a d tc =  [ txn | txn <- queryStmt a tc, getDate txn <= d]
+    
     queryTxnAmt :: a -> TxnComment -> Balance
     queryTxnAmt a tc = sum $ map getTxnAmt $ queryStmt a tc
+    
     queryTxnAmtAsOf :: a -> Date -> TxnComment -> Balance 
     queryTxnAmtAsOf a d tc =  sum $ getTxnAmt <$> queryStmtAsOf a d tc
 
diff --git a/src/Types.hs b/src/Types.hs
index 23b46ce3..f363d412 100644
--- a/src/Types.hs
+++ b/src/Types.hs
@@ -11,6 +11,7 @@ module Types
   ,DatePattern(..)
   ,BondName,BondNames,FeeName,FeeNames,AccName,AccNames,AccountName
   ,Ts(..),TsPoint(..),PoolSource(..)
+  ,PerPoint(..),PerCurve(..),getValFromPerCurve
   ,Period(..), Threshold(..)
   ,RangeType(..),CutoffType(..),DealStatus(..)
   ,Balance,Index(..)
@@ -28,7 +29,7 @@ module Types
   ,DealName,lookupIntervalTable,CutoffFields(..),PriceResult(..)
   ,DueInt,DuePremium, DueIoI,DateVector,DealStats(..)
   ,PricingMethod(..),CustomDataType(..),ResultComponent(..),DealStatType(..)
-  ,ActionWhen(..)
+  ,ActionWhen(..),DealStatFields(..)
   ,getDealStatType,getPriceValue,preHasTrigger
   ,MyRatio,HowToPay(..),ApplyRange(..)
   )
@@ -47,10 +48,11 @@ import Text.Regex.PCRE
 import GHC.Generics
 import Language.Haskell.TH
 
-import Text.Read (readMaybe)
+import Text.Read (readMaybe, get)
 import Data.Aeson (ToJSON, toJSON, Value(String))
 import Data.Ratio (Ratio, numerator, denominator)
 import Data.Text (pack)
+import Control.DeepSeq (NFData,rnf)
 
 import Data.Scientific (fromRationalRepetend,formatScientific, Scientific,FPFormat(Fixed))
 
@@ -61,9 +63,11 @@ import Data.Fixed hiding (Ratio)
 import Data.Ix
 
 
-import Data.List (intercalate, findIndex)
+import Data.List (intercalate, findIndex, find)
 -- import Cashflow (CashFlowFrame)
 
+-- import Web.Hyperbole hiding (All,Fixed)
+
 import Debug.Trace
 -- import qualified Cashflow as CF
 debug = flip trace
@@ -120,7 +124,7 @@ type Lag = Int
 type Valuation = Centi
 type PerFace = Micro
 type WAL = Centi
-type Duration = Balance
+type Duration = Micro
 type Convexity = Micro
 type Yield = Micro
 type AccruedInterest = Centi
@@ -268,6 +272,63 @@ data PoolSource = CollectedInterest               -- ^ interest
 data TsPoint a = TsPoint Date a
                 deriving (Show,Eq,Read,Generic)
 
+data PerPoint a = PerPoint Int a
+                deriving (Show,Eq,Read,Generic)
+
+data PerCurve a = CurrentVal [PerPoint a]
+                | WithTrailVal [PerPoint a]
+                deriving (Show,Eq,Read,Generic,Ord)
+
+getValFromPerCurve :: PerCurve a -> DateDirection -> CutoffType -> Int -> Maybe a
+getValFromPerCurve (WithTrailVal []) _ _ _ = Nothing 
+getValFromPerCurve (CurrentVal []) _ _ _ = Nothing 
+
+getValFromPerCurve (CurrentVal (v:vs)) Future p i 
+  = let 
+      cmp = case p of
+              Inc -> (>=)
+              Exc -> (>)
+    in
+      if cmp (getIdxFromPerPoint v) i then 
+        Just $ getValFromPerPoint v
+      else 
+        getValFromPerCurve (CurrentVal vs) Future p i
+
+getValFromPerCurve (CurrentVal vs) Past p i
+  = let 
+      cmp = case p of
+              Inc -> (<=)
+              Exc -> (<)
+      ps = reverse vs
+    in
+      case find (\x -> cmp (getIdxFromPerPoint x) i) ps of
+        Just rs -> Just $ getValFromPerPoint rs
+        Nothing -> Nothing
+
+
+getValFromPerCurve (WithTrailVal _ps) dr p i 
+  = let 
+      ps = case dr of 
+            Future -> _ps
+            Past -> reverse _ps
+      cmp = case p of 
+              Inc -> (>=)
+              Exc -> (>)
+    in 
+      case find (\x -> cmp (getIdxFromPerPoint x) i) ps of
+        Nothing -> Just $ getValFromPerPoint (last ps)
+        Just rs -> Just $ getValFromPerPoint rs
+
+getIdxFromPerPoint :: PerPoint a -> Int
+getIdxFromPerPoint (PerPoint i _) = i
+
+getValFromPerPoint :: PerPoint a -> a
+getValFromPerPoint (PerPoint _ v) = v
+
+
+instance Ord a => Ord (PerPoint a) where
+  compare (PerPoint i _) (PerPoint j _) = compare i j
+
 data RangeType = II     -- ^ include both start and end date
                | IE     -- ^ include start date ,but not end date
                | EI     -- ^ exclude start date but include end date
@@ -390,7 +451,7 @@ data DealStatus = DealAccelerated (Maybe Date)      -- ^ Deal is accelerated sta
                 | Ended                             -- ^ Deal is marked as closed
                 deriving (Show,Ord,Eq,Read, Generic)
 
--- ^ different pricing methods
+-- ^ pricing methods for assets
 data PricingMethod = BalanceFactor Rate Rate          -- ^ [balance] to be multiply with rate1 and rate2 if status of asset is "performing" or "defaulted"
                    | BalanceFactor2 Rate Rate Rate    -- ^ [balance] by performing/delinq/default factor
                    | DefaultedBalance Rate            -- ^ [balance] only liquidate defaulted balance
@@ -400,7 +461,14 @@ data PricingMethod = BalanceFactor Rate Rate          -- ^ [balance] to be multi
                    | PvWal Ts
                    | PvByRef DealStats                -- ^ [CF] Pricing cashflow with a ref rate
                    | Custom Rate                      -- ^ custom amount
-                   deriving (Show, Eq ,Generic, Read,Ord)
+                   deriving (Show, Eq ,Generic, Read, Ord)
+
+-- ^ pricing methods for bonds
+data BondPricingMethod = BondBalanceFactor Rate 
+                        | PvBondByRate Rate
+                        | PvBondByCurve Ts
+                        deriving (Show, Eq ,Generic, Read, Ord)
+
 
 -- ^ condition which can be evaluated to a boolean value
 data Pre = IfZero DealStats
@@ -487,6 +555,11 @@ data Txn = BondTxn Date Balance Interest Principal IRate Cash DueInt DueIoI (May
          | TrgTxn Date Bool TxnComment
          deriving (Show, Generic, Eq, Read)
 
+
+data DealStatFields = PoolCollectedPeriod
+                    | BondPaidPeriod
+                    deriving (Generic, Eq, Ord, Show, Read)
+
 -- ^ different types of deal stats
 data DealStats = CurrentBondBalance
                | CurrentPoolBalance (Maybe [PoolId])
@@ -532,7 +605,7 @@ data DealStats = CurrentBondBalance
                | BondBalanceGapAt Date BondName
                | BondDuePrin [BondName]
                | BondReturn BondName Balance [TsPoint Amount]
-               | FeePaidAt Date FeeName
+               | FeePaidAmt [FeeName]
                | FeeTxnAmt [FeeName] (Maybe TxnComment)
                | BondTxnAmt [BondName] (Maybe TxnComment)
                | AccTxnAmt  [AccName] (Maybe TxnComment)
@@ -562,6 +635,7 @@ data DealStats = CurrentBondBalance
                | WeightedAvgOriginalPoolBalance Date Date (Maybe [PoolId])
                | WeightedAvgOriginalBondBalance Date Date [BondName]
                | CustomData String Date
+               | DealStatBalance DealStatFields
                -- analytical query
                | AmountRequiredForTargetIRR Double BondName 
                -- integer type
@@ -569,6 +643,7 @@ data DealStats = CurrentBondBalance
                | FutureCurrentPoolBorrowerNum Date (Maybe [PoolId])
                | ProjCollectPeriodNum
                | MonthsTillMaturity BondName
+               | DealStatInt DealStatFields
                -- boolean type
                | TestRate DealStats Cmp Micro
                | TestAny Bool [DealStats]
@@ -580,6 +655,7 @@ data DealStats = CurrentBondBalance
                | IsOutstanding [BondName]
                | HasPassedMaturity [BondName]
                | TriggersStatus DealCycle String
+               | DealStatBool DealStatFields
                -- rate type
                | PoolWaRate (Maybe PoolId)
                | BondRate BondName
@@ -592,6 +668,7 @@ data DealStats = CurrentBondBalance
                | CumulativePoolDefaultedRateTill Int (Maybe [PoolId])
                | PoolFactor (Maybe [PoolId])
                | BondWaRate [BondName]
+               | DealStatRate DealStatFields
                -- Compond type
                | Factor DealStats Rational
                | Multiply [DealStats]
@@ -689,7 +766,7 @@ data CutoffFields = IssuanceBalance      -- ^ pool issuance balance
                   | HistoryFeePaid
                   | AccruedInterest      -- ^ accrued interest at closing
                   | RuntimeCurrentPoolBalance   -- ^ current pool balance
-                  deriving (Show,Ord,Eq,Read,Generic)
+                  deriving (Show,Ord,Eq,Read,Generic,NFData)
 
 
 data PriceResult = PriceResult Valuation PerFace WAL Duration Convexity AccruedInterest [Txn]
@@ -774,8 +851,7 @@ instance TimeSeries (TsPoint a) where
 
 instance Ord a => Ord (TsPoint a) where
   compare (TsPoint d1 tv1) (TsPoint d2 tv2) = compare d1 d2
-
-
+  -- compare (PoolPeriodPoint i1 tv1) (PoolPeriodPoint i2 tv2) = compare i1 i2
 
 instance Show PoolId where
   show (PoolName n)  = n
@@ -800,6 +876,7 @@ instance (Read PoolId) where
 
 
 $(deriveJSON defaultOptions ''TsPoint)
+$(deriveJSON defaultOptions ''PerPoint)
 $(deriveJSON defaultOptions ''Ts)
 $(deriveJSON defaultOptions ''Cmp)
 $(deriveJSON defaultOptions ''PoolSource)
@@ -975,10 +1052,16 @@ getDealStatType (PoolWaRate _) = RtnRate
 getDealStatType (BondRate _) = RtnRate
 getDealStatType (DivideRatio {}) = RtnRate
 getDealStatType (AvgRatio {}) = RtnRate
+getDealStatType (DealStatRate _) = RtnRate
+getDealStatType (Avg dss) = RtnRate
+getDealStatType (Divide ds1 ds2) = RtnRate
+getDealStatType (Multiply _) = RtnRate
+getDealStatType (Factor _ _) = RtnRate
 
 getDealStatType (CurrentPoolBorrowerNum _) = RtnInt
 getDealStatType (MonthsTillMaturity _) = RtnInt
 getDealStatType ProjCollectPeriodNum = RtnInt
+getDealStatType (DealStatInt _) = RtnInt
 
 getDealStatType (IsMostSenior _ _) = RtnBool
 getDealStatType (TriggersStatus _ _)= RtnBool
@@ -986,11 +1069,7 @@ getDealStatType (IsDealStatus _)= RtnBool
 getDealStatType TestRate {} = RtnBool
 getDealStatType (TestAny _ _) = RtnBool
 getDealStatType (TestAll _ _) = RtnBool
-
-getDealStatType (Avg dss) = RtnRate
-getDealStatType (Divide ds1 ds2) = RtnRate
-getDealStatType (Multiply _) = RtnRate
-getDealStatType (Factor _ _) = RtnRate
+getDealStatType (DealStatBool _) = RtnBool
 
 getDealStatType (Max dss) = getDealStatType (head dss)
 getDealStatType (Min dss) = getDealStatType (head dss)
@@ -1009,9 +1088,7 @@ opts = defaultJSONKeyOptions -- { keyModifier = toLower }
 $(deriveJSON defaultOptions ''DealStatus)
 $(deriveJSON defaultOptions ''CutoffType)
 
-
-
--- $(deriveJSON defaultOptions ''DateType)
+$(deriveJSON defaultOptions ''DealStatFields)
 
 $(concat <$> traverse (deriveJSON defaultOptions) [''BookDirection, ''DealStats, ''PricingMethod, ''DealCycle, ''DateType, ''Period, 
   ''DatePattern, ''Table, ''BalanceSheetReport, ''BookItem, ''CashflowReport, ''Txn] )
@@ -1052,6 +1129,7 @@ $(deriveJSON defaultOptions ''PriceResult)
 $(deriveJSON defaultOptions ''CutoffFields)
 $(deriveJSON defaultOptions ''HowToPay)
 
+$(deriveJSON defaultOptions ''PerCurve)
 
 
 
@@ -1097,4 +1175,4 @@ instance FromJSONKey Threshold where
 $(deriveJSON defaultOptions ''RateAssumption)
 $(deriveJSON defaultOptions ''Direction)
 
-$(concat <$> traverse (deriveJSON defaultOptions) [''Limit] )
+$(concat <$> traverse (deriveJSON defaultOptions) [''Limit] )
\ No newline at end of file
diff --git a/src/Util.hs b/src/Util.hs
index a0cc9ab4..c962e8cd 100644
--- a/src/Util.hs
+++ b/src/Util.hs
@@ -16,7 +16,7 @@ module Util
     ,lookupInMap,selectInMap
     ,lookupTuple6 ,lookupTuple7
     -- for debug
-    ,debugOnDate
+    ,debugOnDate,paySeqM
     )
     where
 import qualified Data.Time as T
@@ -304,6 +304,7 @@ slice from to xs = take (to - from ) (drop from xs)
 dropLastN :: Int -> [a] -> [a]
 dropLastN n xs = slice 0 (length xs - n) xs
 
+-- ^ convert annual rate (in 365 days) to period rate by interval days
 toPeriodRateByInterval :: Rate -> Int -> Rate
 toPeriodRateByInterval annualRate days
   = toRational $ 1 - fromRational (1-annualRate) ** (fromIntegral days / 365) -- `debug` ("days>>"++show days++"DIV"++ show ((fromIntegral days) / 365))
@@ -347,6 +348,24 @@ lstToMapByFn fn lst =
   in 
     M.fromList $ zip ks lst
 
+paySeqM :: Date -> Amount -> (a->Balance) -> (Amount->a->Either String a) -> Either String [a] -> [a] -> Either String ([a],Amount)
+paySeqM d amt getDueAmt payFn paidList []
+  = do 
+      pList <- paidList 
+      return (reverse pList, amt)
+paySeqM d 0 getDueAmt payFn paidList tobePaidList
+  = do 
+      pList <- paidList 
+      return (reverse pList++tobePaidList, 0)
+paySeqM d amt getDueAmt payFn paidList (l:tobePaidList)
+  = do 
+      let dueAmt = getDueAmt l
+      let actualPaidOut = min amt dueAmt 
+      let remainAmt = amt - actualPaidOut
+      paidL <- payFn actualPaidOut l
+      paidList_ <- paidList
+      paySeqM d remainAmt getDueAmt payFn (Right $ paidL:paidList_) tobePaidList
+
 paySequentially :: Date -> Amount -> (a->Balance) -> (Amount->a->a) -> [a] -> [a] -> ([a],Amount)
 paySequentially d amt getDueAmt payFn paidList []
   = (reverse paidList, amt)
diff --git a/src/Waterfall.hs b/src/Waterfall.hs
index 7f8f00b0..1d7c8f9e 100644
--- a/src/Waterfall.hs
+++ b/src/Waterfall.hs
@@ -54,6 +54,18 @@ data PayOrderBy = ByName
 type BookLedger = (BookDirection, LedgerName) 
 type BookLedgers = (BookDirection, [LedgerName]) 
 
+
+-- data ActionTag = Pay 
+--                 | TransferTo
+--                 | Accrue
+--                 | WriteOffTo
+--                 | Receive
+--                 | Settle
+--                 | Buy
+--                 | Sell 
+
+
+
 data Action =
             -- Accounts 
             Transfer (Maybe Limit) AccountName AccountName (Maybe TxnComment)
diff --git a/src/WebUI.hs b/src/WebUI.hs
new file mode 100644
index 00000000..6a1c78e9
--- /dev/null
+++ b/src/WebUI.hs
@@ -0,0 +1,89 @@
+{-# LANGUAGE DeriveAnyClass #-}
+{-# LANGUAGE OverloadedStrings #-}
+{-# LANGUAGE TypeFamilies #-}
+{-# LANGUAGE DataKinds #-}
+{-# LANGUAGE FlexibleInstances #-}
+{-# LANGUAGE MultiParamTypeClasses #-}
+{-# LANGUAGE ImportQualifiedPost #-}
+{-# LANGUAGE TypeOperators #-}
+
+ module WebUI where
+-- 
+-- import Web.Hyperbole
+-- import Data.Text (Text)
+-- 
+-- import qualified Accounts as A
+-- import Types
+-- 
+-- import Web.Hyperbole
+-- import Data.Text (Text)
+-- import GHC.Generics (Generic)
+-- 
+-- -- Define your ADT
+-- data Shape = 
+--     Circle Double
+--   | Rectangle Double Double
+--   | Triangle Double Double Double
+--   deriving (Show, Generic, HyperView)
+-- 
+-- instance HyperView Shape where
+--   data Action Shape = 
+--       SetShape Text
+--     | SetCircleRadius Double
+--     | SetRectangleWidth Double
+--     | SetRectangleHeight Double
+--     | SetTriangleA Double
+--     | SetTriangleB Double
+--     | SetTriangleC Double
+--     deriving (Show, Read, ViewAction)
+-- 
+--   view _ s = do
+--     col id $ do
+--       -- Dropdown for shape selection
+--       select "shape" (viewShapeName s) SetShape [("Circle", "Circle"), ("Rectangle", "Rectangle"), ("Triangle", "Triangle")]
+--       case s of
+--         Circle r -> do
+--           field "radius" r SetCircleRadius
+--         Rectangle w h -> do
+--           field "width" w SetRectangleWidth
+--           field "height" h SetRectangleHeight
+--         Triangle a b c -> do
+--           field "side a" a SetTriangleA
+--           field "side b" b SetTriangleB
+--           field "side c" c SetTriangleC
+-- 
+--   update (SetShape "Circle") _ = Circle 0
+--   update (SetShape "Rectangle") _ = Rectangle 0 0
+--   update (SetShape "Triangle") _ = Triangle 0 0 0
+--   update (SetCircleRadius r) _ = Circle r
+--   update (SetRectangleWidth w) (Rectangle _ h) = Rectangle w h
+--   update (SetRectangleHeight h) (Rectangle w _) = Rectangle w h
+--   update (SetTriangleA a) (Triangle _ b c) = Triangle a b c
+--   update (SetTriangleB b) (Triangle a _ c) = Triangle a b c
+--   update (SetTriangleC c) (Triangle a b _) = Triangle a b c
+--   update _ s = s  -- Default case, no change
+-- 
+-- -- Helper function to convert Shape to text for the select dropdown
+-- viewShapeName :: Shape -> Text
+-- viewShapeName (Circle _) = "Circle"
+-- viewShapeName (Rectangle _ _) = "Rectangle"
+-- viewShapeName (Triangle _ _ _) = "Triangle"
+-- 
+-- -- Define a simple page
+-- page :: (Hyperbole :> es) => Eff es (Page '[Shape])
+-- page = do
+--   pure $ col id $ do
+--     hyper ShapeForm $ view ShapeForm (Circle 0)
+-- 
+-- 
+-- 
+-- main :: IO ()
+-- main = do
+--   run 3001 $ do
+--     liveApp (basicDocument "Example") (runPage page)
+-- -- 
+-- -- page :: Eff es (Page '[])
+-- -- page = do
+-- --   pure $ do
+-- --     col (pad 10) $ do
+-- --       hyper MonthEnd dpView "A"
\ No newline at end of file
diff --git a/stack.yaml b/stack.yaml
index 5158bd3e..9a2a3cf8 100644
--- a/stack.yaml
+++ b/stack.yaml
@@ -8,7 +8,11 @@
 # A snapshot resolver dictates the compiler version and the set of packages
 # to be used for project dependencies. For example:
 #
-resolver: lts-22.34
+resolver: lts-23.5
+# urls:
+#   latest-snapshot: http://www.stackage.org/download/snapshots.json
+#   lts-build-plans: http://www.stackage.org/download/lts-build-plans.json
+#   nightly-build-plans: http://www.stackage.org/download/nightly-build-plans.json
 
 # resolver: nightly-2021-12-26
 # resolver: nightly-2015-09-21
@@ -80,4 +84,4 @@ extra-deps:
 # compiler-check: newer-minor
 
 # allow-newer : true
-pvp-bounds: both
+pvp-bounds: both
\ No newline at end of file
diff --git a/swagger.json b/swagger.json
index 3b624fd0..6c30be0a 100644
--- a/swagger.json
+++ b/swagger.json
@@ -3523,6 +3523,32 @@
                         ],
                         "title": "DefaultStressByTs",
                         "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "contents": {
+                                "items": {
+                                    "items": {
+                                        "format": "double",
+                                        "type": "number"
+                                    },
+                                    "type": "array"
+                                },
+                                "type": "array"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "DefaultByTerm"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "DefaultByTerm",
+                        "type": "object"
                     }
                 ]
             },
@@ -4099,6 +4125,52 @@
                         ],
                         "title": "PrepayStressByTs",
                         "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "contents": {
+                                "format": "double",
+                                "type": "number"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "PrepaymentPSA"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "PrepaymentPSA",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "contents": {
+                                "items": {
+                                    "items": {
+                                        "format": "double",
+                                        "type": "number"
+                                    },
+                                    "type": "array"
+                                },
+                                "type": "array"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "PrepaymentByTerm"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "PrepaymentByTerm",
+                        "type": "object"
                     }
                 ]
             },
@@ -4341,11 +4413,8 @@
                                 "multipleOf": 1.0e-2,
                                 "type": "number"
                             },
-                            "bndDueIntDates": {
-                                "items": {
-                                    "$ref": "#/components/schemas/Day"
-                                },
-                                "type": "array"
+                            "bndDueIntDate": {
+                                "$ref": "#/components/schemas/Day"
                             },
                             "bndDueIntOverInts": {
                                 "items": {
@@ -4642,6 +4711,25 @@
                         "title": "PAC",
                         "type": "object"
                     },
+                    {
+                        "properties": {
+                            "contents": {
+                                "$ref": "#/components/schemas/PerCurve_(Fixed_*_E2)"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "AmtByPeriod"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "AmtByPeriod",
+                        "type": "object"
+                    },
                     {
                         "properties": {
                             "contents": {
@@ -6362,6 +6450,13 @@
                 ],
                 "type": "string"
             },
+            "DealStatFields": {
+                "enum": [
+                    "PoolCollectedPeriod",
+                    "BondPaidPeriod"
+                ],
+                "type": "string"
+            },
             "DealStats": {
                 "oneOf": [
                     {
@@ -7491,21 +7586,14 @@
                     {
                         "properties": {
                             "contents": {
-                                "items": [
-                                    {
-                                        "$ref": "#/components/schemas/Day"
-                                    },
-                                    {
-                                        "type": "string"
-                                    }
-                                ],
-                                "maxItems": 2,
-                                "minItems": 2,
+                                "items": {
+                                    "type": "string"
+                                },
                                 "type": "array"
                             },
                             "tag": {
                                 "enum": [
-                                    "FeePaidAt"
+                                    "FeePaidAmt"
                                 ],
                                 "type": "string"
                             }
@@ -7514,7 +7602,7 @@
                             "tag",
                             "contents"
                         ],
-                        "title": "FeePaidAt",
+                        "title": "FeePaidAmt",
                         "type": "object"
                     },
                     {
@@ -8346,6 +8434,25 @@
                         "title": "CustomData",
                         "type": "object"
                     },
+                    {
+                        "properties": {
+                            "contents": {
+                                "$ref": "#/components/schemas/DealStatFields"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "DealStatBalance"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "DealStatBalance",
+                        "type": "object"
+                    },
                     {
                         "properties": {
                             "contents": {
@@ -8464,6 +8571,25 @@
                         "title": "MonthsTillMaturity",
                         "type": "object"
                     },
+                    {
+                        "properties": {
+                            "contents": {
+                                "$ref": "#/components/schemas/DealStatFields"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "DealStatInt"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "DealStatInt",
+                        "type": "object"
+                    },
                     {
                         "properties": {
                             "contents": {
@@ -8726,6 +8852,25 @@
                         "title": "TriggersStatus",
                         "type": "object"
                     },
+                    {
+                        "properties": {
+                            "contents": {
+                                "$ref": "#/components/schemas/DealStatFields"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "DealStatBool"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "DealStatBool",
+                        "type": "object"
+                    },
                     {
                         "properties": {
                             "contents": {
@@ -8971,6 +9116,25 @@
                         "title": "BondWaRate",
                         "type": "object"
                     },
+                    {
+                        "properties": {
+                            "contents": {
+                                "$ref": "#/components/schemas/DealStatFields"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "DealStatRate"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "DealStatRate",
+                        "type": "object"
+                    },
                     {
                         "properties": {
                             "contents": {
@@ -9921,6 +10085,34 @@
                     }
                 ]
             },
+            "Either_[Char]_FirstLossResult": {
+                "oneOf": [
+                    {
+                        "properties": {
+                            "Left": {
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "Left"
+                        ],
+                        "title": "Left",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "Right": {
+                                "$ref": "#/components/schemas/FirstLossResult"
+                            }
+                        },
+                        "required": [
+                            "Right"
+                        ],
+                        "title": "Right",
+                        "type": "object"
+                    }
+                ]
+            },
             "ExtraStress": {
                 "properties": {
                     "defaultFactors": {
@@ -10323,6 +10515,44 @@
                         "title": "FeeFlow",
                         "type": "object"
                     },
+                    {
+                        "properties": {
+                            "contents": {
+                                "$ref": "#/components/schemas/PerCurve_(Fixed_*_E2)"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "FeeFlowByPoolPeriod"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "FeeFlowByPoolPeriod",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "contents": {
+                                "$ref": "#/components/schemas/PerCurve_(Fixed_*_E2)"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "FeeFlowByBondPeriod"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "FeeFlowByBondPeriod",
+                        "type": "object"
+                    },
                     {
                         "properties": {
                             "contents": {
@@ -10470,28 +10700,32 @@
                     }
                 ]
             },
-            "FixedAsset": {
+            "FirstLossReq": {
                 "oneOf": [
                     {
                         "properties": {
                             "contents": {
                                 "items": [
                                     {
-                                        "$ref": "#/components/schemas/OriginalInfo"
+                                        "$ref": "#/components/schemas/DealType"
                                     },
                                     {
-                                        "maximum": 9223372036854775807,
-                                        "minimum": -9223372036854775808,
-                                        "type": "integer"
+                                        "$ref": "#/components/schemas/ApplyAssumptionType"
+                                    },
+                                    {
+                                        "$ref": "#/components/schemas/NonPerfAssumption"
+                                    },
+                                    {
+                                        "type": "string"
                                     }
                                 ],
-                                "maxItems": 2,
-                                "minItems": 2,
+                                "maxItems": 4,
+                                "minItems": 4,
                                 "type": "array"
                             },
                             "tag": {
                                 "enum": [
-                                    "FixedAsset"
+                                    "FirstLossReq"
                                 ],
                                 "type": "string"
                             }
@@ -10500,14 +10734,14 @@
                             "tag",
                             "contents"
                         ],
-                        "title": "FixedAsset",
+                        "title": "FirstLossReq",
                         "type": "object"
                     },
                     {
                         "properties": {
                             "tag": {
                                 "enum": [
-                                    "Dummy5"
+                                    "Dummyyy"
                                 ],
                                 "type": "string"
                             }
@@ -10515,19 +10749,118 @@
                         "required": [
                             "tag"
                         ],
-                        "title": "Dummy5",
+                        "title": "Dummyyy",
                         "type": "object"
                     }
                 ]
             },
-            "Index": {
-                "enum": [
-                    "LPR5Y",
-                    "LPR1Y",
-                    "LIBOR1M",
-                    "LIBOR3M",
-                    "LIBOR6M",
-                    "LIBOR1Y",
+            "FirstLossResult": {
+                "oneOf": [
+                    {
+                        "properties": {
+                            "contents": {
+                                "items": [
+                                    {
+                                        "format": "double",
+                                        "type": "number"
+                                    },
+                                    {
+                                        "$ref": "#/components/schemas/ApplyAssumptionType"
+                                    }
+                                ],
+                                "maxItems": 2,
+                                "minItems": 2,
+                                "type": "array"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "FirstLossResult"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "FirstLossResult",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "tag": {
+                                "enum": [
+                                    "Dummyyyy"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag"
+                        ],
+                        "title": "Dummyyyy",
+                        "type": "object"
+                    }
+                ]
+            },
+            "FixedAsset": {
+                "oneOf": [
+                    {
+                        "properties": {
+                            "contents": {
+                                "items": [
+                                    {
+                                        "$ref": "#/components/schemas/OriginalInfo"
+                                    },
+                                    {
+                                        "maximum": 9223372036854775807,
+                                        "minimum": -9223372036854775808,
+                                        "type": "integer"
+                                    }
+                                ],
+                                "maxItems": 2,
+                                "minItems": 2,
+                                "type": "array"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "FixedAsset"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "FixedAsset",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "tag": {
+                                "enum": [
+                                    "Dummy5"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag"
+                        ],
+                        "title": "Dummy5",
+                        "type": "object"
+                    }
+                ]
+            },
+            "Index": {
+                "enum": [
+                    "LPR5Y",
+                    "LPR1Y",
+                    "LIBOR1M",
+                    "LIBOR3M",
+                    "LIBOR6M",
+                    "LIBOR1Y",
                     "USTSY1Y",
                     "USTSY2Y",
                     "USTSY3Y",
@@ -10755,26 +11088,6 @@
                         "title": "Fix",
                         "type": "object"
                     },
-                    {
-                        "properties": {
-                            "contents": {
-                                "multipleOf": 1.0e-6,
-                                "type": "number"
-                            },
-                            "tag": {
-                                "enum": [
-                                    "InterestByYield"
-                                ],
-                                "type": "string"
-                            }
-                        },
-                        "required": [
-                            "tag",
-                            "contents"
-                        ],
-                        "title": "InterestByYield",
-                        "type": "object"
-                    },
                     {
                         "properties": {
                             "contents": {
@@ -12251,34 +12564,224 @@
                 ]
             },
             "OriginalInfo": {
-                "properties": {
-                    "maturityDate": {
-                        "$ref": "#/components/schemas/Day"
+                "oneOf": [
+                    {
+                        "properties": {
+                            "obligor": {
+                                "$ref": "#/components/schemas/Obligor"
+                            },
+                            "originBalance": {
+                                "multipleOf": 1.0e-2,
+                                "type": "number"
+                            },
+                            "originRate": {
+                                "$ref": "#/components/schemas/RateType"
+                            },
+                            "originTerm": {
+                                "maximum": 9223372036854775807,
+                                "minimum": -9223372036854775808,
+                                "type": "integer"
+                            },
+                            "period": {
+                                "$ref": "#/components/schemas/Period"
+                            },
+                            "prepaymentPenalty": {
+                                "$ref": "#/components/schemas/PrepayPenaltyType"
+                            },
+                            "prinType": {
+                                "$ref": "#/components/schemas/AmortPlan"
+                            },
+                            "startDate": {
+                                "$ref": "#/components/schemas/Day"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "MortgageOriginalInfo"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "originBalance",
+                            "originRate",
+                            "originTerm",
+                            "period",
+                            "startDate",
+                            "prinType",
+                            "tag"
+                        ],
+                        "title": "MortgageOriginalInfo",
+                        "type": "object"
                     },
-                    "originBalance": {
-                        "multipleOf": 1.0e-2,
-                        "type": "number"
+                    {
+                        "properties": {
+                            "obligor": {
+                                "$ref": "#/components/schemas/Obligor"
+                            },
+                            "originBalance": {
+                                "multipleOf": 1.0e-2,
+                                "type": "number"
+                            },
+                            "originRate": {
+                                "$ref": "#/components/schemas/RateType"
+                            },
+                            "originTerm": {
+                                "maximum": 9223372036854775807,
+                                "minimum": -9223372036854775808,
+                                "type": "integer"
+                            },
+                            "period": {
+                                "$ref": "#/components/schemas/Period"
+                            },
+                            "prinType": {
+                                "$ref": "#/components/schemas/AmortPlan"
+                            },
+                            "startDate": {
+                                "$ref": "#/components/schemas/Day"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "LoanOriginalInfo"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "originBalance",
+                            "originRate",
+                            "originTerm",
+                            "period",
+                            "startDate",
+                            "prinType",
+                            "tag"
+                        ],
+                        "title": "LoanOriginalInfo",
+                        "type": "object"
                     },
-                    "originDate": {
-                        "$ref": "#/components/schemas/Day"
+                    {
+                        "properties": {
+                            "obligor": {
+                                "$ref": "#/components/schemas/Obligor"
+                            },
+                            "originRental": {
+                                "multipleOf": 1.0e-2,
+                                "type": "number"
+                            },
+                            "originTerm": {
+                                "maximum": 9223372036854775807,
+                                "minimum": -9223372036854775808,
+                                "type": "integer"
+                            },
+                            "paymentDates": {
+                                "$ref": "#/components/schemas/DatePattern"
+                            },
+                            "startDate": {
+                                "$ref": "#/components/schemas/Day"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "LeaseInfo"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "startDate",
+                            "originTerm",
+                            "paymentDates",
+                            "originRental",
+                            "tag"
+                        ],
+                        "title": "LeaseInfo",
+                        "type": "object"
                     },
-                    "originRate": {
-                        "format": "double",
-                        "type": "number"
+                    {
+                        "properties": {
+                            "accRule": {
+                                "$ref": "#/components/schemas/AmortRule"
+                            },
+                            "capacity": {
+                                "$ref": "#/components/schemas/Capacity"
+                            },
+                            "originBalance": {
+                                "multipleOf": 1.0e-2,
+                                "type": "number"
+                            },
+                            "originTerm": {
+                                "maximum": 9223372036854775807,
+                                "minimum": -9223372036854775808,
+                                "type": "integer"
+                            },
+                            "period": {
+                                "$ref": "#/components/schemas/Period"
+                            },
+                            "residualBalance": {
+                                "multipleOf": 1.0e-2,
+                                "type": "number"
+                            },
+                            "startDate": {
+                                "$ref": "#/components/schemas/Day"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "FixedAssetInfo"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "startDate",
+                            "originBalance",
+                            "residualBalance",
+                            "originTerm",
+                            "period",
+                            "accRule",
+                            "capacity",
+                            "tag"
+                        ],
+                        "title": "FixedAssetInfo",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "dueDate": {
+                                "$ref": "#/components/schemas/Day"
+                            },
+                            "feeType": {
+                                "$ref": "#/components/schemas/ReceivableFeeType"
+                            },
+                            "obligor": {
+                                "$ref": "#/components/schemas/Obligor"
+                            },
+                            "originAdvance": {
+                                "multipleOf": 1.0e-2,
+                                "type": "number"
+                            },
+                            "originBalance": {
+                                "multipleOf": 1.0e-2,
+                                "type": "number"
+                            },
+                            "startDate": {
+                                "$ref": "#/components/schemas/Day"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "ReceivableInfo"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "startDate",
+                            "originBalance",
+                            "originAdvance",
+                            "dueDate",
+                            "tag"
+                        ],
+                        "title": "ReceivableInfo",
+                        "type": "object"
                     }
-                },
-                "required": [
-                    "originBalance",
-                    "originDate",
-                    "originRate"
-                ],
-                "type": "object"
-            },
-            "OverrideType": {
-                "items": {
-                    "$ref": "#/components/schemas/ActionOnDate"
-                },
-                "type": "array"
+                ]
             },
             "PayOrderBy": {
                 "enum": [
@@ -12290,6 +12793,70 @@
                 ],
                 "type": "string"
             },
+            "PerCurve_(Fixed_*_E2)": {
+                "oneOf": [
+                    {
+                        "properties": {
+                            "contents": {
+                                "items": {
+                                    "$ref": "#/components/schemas/PerPoint_(Fixed_*_E2)"
+                                },
+                                "type": "array"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "CurrentVal"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "CurrentVal",
+                        "type": "object"
+                    },
+                    {
+                        "properties": {
+                            "contents": {
+                                "items": {
+                                    "$ref": "#/components/schemas/PerPoint_(Fixed_*_E2)"
+                                },
+                                "type": "array"
+                            },
+                            "tag": {
+                                "enum": [
+                                    "WithTrailVal"
+                                ],
+                                "type": "string"
+                            }
+                        },
+                        "required": [
+                            "tag",
+                            "contents"
+                        ],
+                        "title": "WithTrailVal",
+                        "type": "object"
+                    }
+                ]
+            },
+            "PerPoint_(Fixed_*_E2)": {
+                "items": [
+                    {
+                        "maximum": 9223372036854775807,
+                        "minimum": -9223372036854775808,
+                        "type": "integer"
+                    },
+                    {
+                        "multipleOf": 1.0e-2,
+                        "type": "number"
+                    }
+                ],
+                "maxItems": 2,
+                "minItems": 2,
+                "type": "array"
+            },
             "Period": {
                 "enum": [
                     "Daily",
@@ -13996,7 +14563,7 @@
                                         "type": "number"
                                     },
                                     {
-                                        "multipleOf": 1.0e-2,
+                                        "multipleOf": 1.0e-6,
                                         "type": "number"
                                     },
                                     {
@@ -14045,7 +14612,7 @@
                                         "type": "number"
                                     },
                                     {
-                                        "multipleOf": 1.0e-2,
+                                        "multipleOf": 1.0e-6,
                                         "type": "number"
                                     },
                                     {
@@ -16702,12 +17269,6 @@
                         },
                         "type": "object"
                     },
-                    "call": {
-                        "items": {
-                            "$ref": "#/components/schemas/CallOption"
-                        },
-                        "type": "array"
-                    },
                     "collects": {
                         "items": {
                             "$ref": "#/components/schemas/CollectionRule"
@@ -16750,12 +17311,6 @@
                     "name": {
                         "type": "string"
                     },
-                    "overrides": {
-                        "items": {
-                            "$ref": "#/components/schemas/OverrideType"
-                        },
-                        "type": "array"
-                    },
                     "pool": {
                         "$ref": "#/components/schemas/PoolType_AssetUnion"
                     },
@@ -16771,6 +17326,41 @@
                         },
                         "type": "object"
                     },
+                    "stats": {
+                        "items": [
+                            {
+                                "additionalProperties": {
+                                    "multipleOf": 1.0e-2,
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "format": "double",
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "type": "boolean"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "maximum": 9223372036854775807,
+                                    "minimum": -9223372036854775808,
+                                    "type": "integer"
+                                },
+                                "type": "object"
+                            }
+                        ],
+                        "maxItems": 4,
+                        "minItems": 4,
+                        "type": "array"
+                    },
                     "status": {
                         "$ref": "#/components/schemas/DealStatus"
                     },
@@ -16802,7 +17392,8 @@
                     "bonds",
                     "pool",
                     "waterfall",
-                    "collects"
+                    "collects",
+                    "stats"
                 ],
                 "type": "object"
             },
@@ -16820,12 +17411,6 @@
                         },
                         "type": "object"
                     },
-                    "call": {
-                        "items": {
-                            "$ref": "#/components/schemas/CallOption"
-                        },
-                        "type": "array"
-                    },
                     "collects": {
                         "items": {
                             "$ref": "#/components/schemas/CollectionRule"
@@ -16868,27 +17453,56 @@
                     "name": {
                         "type": "string"
                     },
-                    "overrides": {
-                        "items": {
-                            "$ref": "#/components/schemas/OverrideType"
+                    "pool": {
+                        "$ref": "#/components/schemas/PoolType_FixedAsset"
+                    },
+                    "rateCap": {
+                        "additionalProperties": {
+                            "$ref": "#/components/schemas/RateCap"
+                        },
+                        "type": "object"
+                    },
+                    "rateSwap": {
+                        "additionalProperties": {
+                            "$ref": "#/components/schemas/RateSwap"
                         },
+                        "type": "object"
+                    },
+                    "stats": {
+                        "items": [
+                            {
+                                "additionalProperties": {
+                                    "multipleOf": 1.0e-2,
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "format": "double",
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "type": "boolean"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "maximum": 9223372036854775807,
+                                    "minimum": -9223372036854775808,
+                                    "type": "integer"
+                                },
+                                "type": "object"
+                            }
+                        ],
+                        "maxItems": 4,
+                        "minItems": 4,
                         "type": "array"
                     },
-                    "pool": {
-                        "$ref": "#/components/schemas/PoolType_FixedAsset"
-                    },
-                    "rateCap": {
-                        "additionalProperties": {
-                            "$ref": "#/components/schemas/RateCap"
-                        },
-                        "type": "object"
-                    },
-                    "rateSwap": {
-                        "additionalProperties": {
-                            "$ref": "#/components/schemas/RateSwap"
-                        },
-                        "type": "object"
-                    },
                     "status": {
                         "$ref": "#/components/schemas/DealStatus"
                     },
@@ -16920,7 +17534,8 @@
                     "bonds",
                     "pool",
                     "waterfall",
-                    "collects"
+                    "collects",
+                    "stats"
                 ],
                 "type": "object"
             },
@@ -16938,12 +17553,6 @@
                         },
                         "type": "object"
                     },
-                    "call": {
-                        "items": {
-                            "$ref": "#/components/schemas/CallOption"
-                        },
-                        "type": "array"
-                    },
                     "collects": {
                         "items": {
                             "$ref": "#/components/schemas/CollectionRule"
@@ -16986,12 +17595,6 @@
                     "name": {
                         "type": "string"
                     },
-                    "overrides": {
-                        "items": {
-                            "$ref": "#/components/schemas/OverrideType"
-                        },
-                        "type": "array"
-                    },
                     "pool": {
                         "$ref": "#/components/schemas/PoolType_Installment"
                     },
@@ -17007,6 +17610,41 @@
                         },
                         "type": "object"
                     },
+                    "stats": {
+                        "items": [
+                            {
+                                "additionalProperties": {
+                                    "multipleOf": 1.0e-2,
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "format": "double",
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "type": "boolean"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "maximum": 9223372036854775807,
+                                    "minimum": -9223372036854775808,
+                                    "type": "integer"
+                                },
+                                "type": "object"
+                            }
+                        ],
+                        "maxItems": 4,
+                        "minItems": 4,
+                        "type": "array"
+                    },
                     "status": {
                         "$ref": "#/components/schemas/DealStatus"
                     },
@@ -17038,7 +17676,8 @@
                     "bonds",
                     "pool",
                     "waterfall",
-                    "collects"
+                    "collects",
+                    "stats"
                 ],
                 "type": "object"
             },
@@ -17056,12 +17695,6 @@
                         },
                         "type": "object"
                     },
-                    "call": {
-                        "items": {
-                            "$ref": "#/components/schemas/CallOption"
-                        },
-                        "type": "array"
-                    },
                     "collects": {
                         "items": {
                             "$ref": "#/components/schemas/CollectionRule"
@@ -17104,12 +17737,6 @@
                     "name": {
                         "type": "string"
                     },
-                    "overrides": {
-                        "items": {
-                            "$ref": "#/components/schemas/OverrideType"
-                        },
-                        "type": "array"
-                    },
                     "pool": {
                         "$ref": "#/components/schemas/PoolType_Lease"
                     },
@@ -17125,6 +17752,41 @@
                         },
                         "type": "object"
                     },
+                    "stats": {
+                        "items": [
+                            {
+                                "additionalProperties": {
+                                    "multipleOf": 1.0e-2,
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "format": "double",
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "type": "boolean"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "maximum": 9223372036854775807,
+                                    "minimum": -9223372036854775808,
+                                    "type": "integer"
+                                },
+                                "type": "object"
+                            }
+                        ],
+                        "maxItems": 4,
+                        "minItems": 4,
+                        "type": "array"
+                    },
                     "status": {
                         "$ref": "#/components/schemas/DealStatus"
                     },
@@ -17156,7 +17818,8 @@
                     "bonds",
                     "pool",
                     "waterfall",
-                    "collects"
+                    "collects",
+                    "stats"
                 ],
                 "type": "object"
             },
@@ -17174,12 +17837,6 @@
                         },
                         "type": "object"
                     },
-                    "call": {
-                        "items": {
-                            "$ref": "#/components/schemas/CallOption"
-                        },
-                        "type": "array"
-                    },
                     "collects": {
                         "items": {
                             "$ref": "#/components/schemas/CollectionRule"
@@ -17222,12 +17879,6 @@
                     "name": {
                         "type": "string"
                     },
-                    "overrides": {
-                        "items": {
-                            "$ref": "#/components/schemas/OverrideType"
-                        },
-                        "type": "array"
-                    },
                     "pool": {
                         "$ref": "#/components/schemas/PoolType_Loan"
                     },
@@ -17243,6 +17894,41 @@
                         },
                         "type": "object"
                     },
+                    "stats": {
+                        "items": [
+                            {
+                                "additionalProperties": {
+                                    "multipleOf": 1.0e-2,
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "format": "double",
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "type": "boolean"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "maximum": 9223372036854775807,
+                                    "minimum": -9223372036854775808,
+                                    "type": "integer"
+                                },
+                                "type": "object"
+                            }
+                        ],
+                        "maxItems": 4,
+                        "minItems": 4,
+                        "type": "array"
+                    },
                     "status": {
                         "$ref": "#/components/schemas/DealStatus"
                     },
@@ -17274,7 +17960,8 @@
                     "bonds",
                     "pool",
                     "waterfall",
-                    "collects"
+                    "collects",
+                    "stats"
                 ],
                 "type": "object"
             },
@@ -17292,12 +17979,6 @@
                         },
                         "type": "object"
                     },
-                    "call": {
-                        "items": {
-                            "$ref": "#/components/schemas/CallOption"
-                        },
-                        "type": "array"
-                    },
                     "collects": {
                         "items": {
                             "$ref": "#/components/schemas/CollectionRule"
@@ -17340,12 +18021,6 @@
                     "name": {
                         "type": "string"
                     },
-                    "overrides": {
-                        "items": {
-                            "$ref": "#/components/schemas/OverrideType"
-                        },
-                        "type": "array"
-                    },
                     "pool": {
                         "$ref": "#/components/schemas/PoolType_Mortgage"
                     },
@@ -17361,6 +18036,41 @@
                         },
                         "type": "object"
                     },
+                    "stats": {
+                        "items": [
+                            {
+                                "additionalProperties": {
+                                    "multipleOf": 1.0e-2,
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "format": "double",
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "type": "boolean"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "maximum": 9223372036854775807,
+                                    "minimum": -9223372036854775808,
+                                    "type": "integer"
+                                },
+                                "type": "object"
+                            }
+                        ],
+                        "maxItems": 4,
+                        "minItems": 4,
+                        "type": "array"
+                    },
                     "status": {
                         "$ref": "#/components/schemas/DealStatus"
                     },
@@ -17392,7 +18102,8 @@
                     "bonds",
                     "pool",
                     "waterfall",
-                    "collects"
+                    "collects",
+                    "stats"
                 ],
                 "type": "object"
             },
@@ -17410,12 +18121,6 @@
                         },
                         "type": "object"
                     },
-                    "call": {
-                        "items": {
-                            "$ref": "#/components/schemas/CallOption"
-                        },
-                        "type": "array"
-                    },
                     "collects": {
                         "items": {
                             "$ref": "#/components/schemas/CollectionRule"
@@ -17458,12 +18163,6 @@
                     "name": {
                         "type": "string"
                     },
-                    "overrides": {
-                        "items": {
-                            "$ref": "#/components/schemas/OverrideType"
-                        },
-                        "type": "array"
-                    },
                     "pool": {
                         "$ref": "#/components/schemas/PoolType_ProjectedCashflow"
                     },
@@ -17479,6 +18178,41 @@
                         },
                         "type": "object"
                     },
+                    "stats": {
+                        "items": [
+                            {
+                                "additionalProperties": {
+                                    "multipleOf": 1.0e-2,
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "format": "double",
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "type": "boolean"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "maximum": 9223372036854775807,
+                                    "minimum": -9223372036854775808,
+                                    "type": "integer"
+                                },
+                                "type": "object"
+                            }
+                        ],
+                        "maxItems": 4,
+                        "minItems": 4,
+                        "type": "array"
+                    },
                     "status": {
                         "$ref": "#/components/schemas/DealStatus"
                     },
@@ -17510,7 +18244,8 @@
                     "bonds",
                     "pool",
                     "waterfall",
-                    "collects"
+                    "collects",
+                    "stats"
                 ],
                 "type": "object"
             },
@@ -17528,12 +18263,6 @@
                         },
                         "type": "object"
                     },
-                    "call": {
-                        "items": {
-                            "$ref": "#/components/schemas/CallOption"
-                        },
-                        "type": "array"
-                    },
                     "collects": {
                         "items": {
                             "$ref": "#/components/schemas/CollectionRule"
@@ -17576,12 +18305,6 @@
                     "name": {
                         "type": "string"
                     },
-                    "overrides": {
-                        "items": {
-                            "$ref": "#/components/schemas/OverrideType"
-                        },
-                        "type": "array"
-                    },
                     "pool": {
                         "$ref": "#/components/schemas/PoolType_Receivable"
                     },
@@ -17597,6 +18320,41 @@
                         },
                         "type": "object"
                     },
+                    "stats": {
+                        "items": [
+                            {
+                                "additionalProperties": {
+                                    "multipleOf": 1.0e-2,
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "format": "double",
+                                    "type": "number"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "type": "boolean"
+                                },
+                                "type": "object"
+                            },
+                            {
+                                "additionalProperties": {
+                                    "maximum": 9223372036854775807,
+                                    "minimum": -9223372036854775808,
+                                    "type": "integer"
+                                },
+                                "type": "object"
+                            }
+                        ],
+                        "maxItems": 4,
+                        "minItems": 4,
+                        "type": "array"
+                    },
                     "status": {
                         "$ref": "#/components/schemas/DealStatus"
                     },
@@ -17628,7 +18386,8 @@
                     "bonds",
                     "pool",
                     "waterfall",
-                    "collects"
+                    "collects",
+                    "stats"
                 ],
                 "type": "object"
             },
@@ -20014,7 +20773,7 @@
             "name": "BSD 3"
         },
         "title": "Hastructure API",
-        "version": "0.41.0"
+        "version": "0.42.4"
     },
     "openapi": "3.0.0",
     "paths": {
@@ -20077,6 +20836,34 @@
                 }
             }
         },
+        "/runByFirstLoss": {
+            "post": {
+                "requestBody": {
+                    "content": {
+                        "application/json;charset=utf-8": {
+                            "schema": {
+                                "$ref": "#/components/schemas/FirstLossReq"
+                            }
+                        }
+                    }
+                },
+                "responses": {
+                    "200": {
+                        "content": {
+                            "application/json;charset=utf-8": {
+                                "schema": {
+                                    "$ref": "#/components/schemas/Either_[Char]_FirstLossResult"
+                                }
+                            }
+                        },
+                        "description": ""
+                    },
+                    "400": {
+                        "description": "Invalid `body`"
+                    }
+                }
+            }
+        },
         "/runDate": {
             "post": {
                 "requestBody": {
diff --git a/test/MainTest.hs b/test/MainTest.hs
index 9e43e2d6..851d8660 100644
--- a/test/MainTest.hs
+++ b/test/MainTest.hs
@@ -61,7 +61,9 @@ tests = testGroup "Tests" [AT.mortgageTests
                            ,CFT.testPoolAggTest
                            ,BT.pricingTests
                            ,BT.bndConsolTest
+                           ,BT.writeOffTest
                            ,LT.curveTests
+                           ,LT.periodCurveTest
                            ,LT.pvTests
                            ,LT.seqFunTest
                            -- --,LT.queryStmtTests
@@ -91,6 +93,7 @@ tests = testGroup "Tests" [AT.mortgageTests
                            ,UtilT.splitTsTest
                            ,UtilT.tableTest
                            ,UtilT.lastOftest
+                           ,UtilT.paySeqTest
                            ,AccT.intTests
                            ,AccT.investTests
                            ,AccT.reserveAccTest
diff --git a/test/UT/AnalyticsTest.hs b/test/UT/AnalyticsTest.hs
index eea8ba11..504a09fa 100644
--- a/test/UT/AnalyticsTest.hs
+++ b/test/UT/AnalyticsTest.hs
@@ -14,6 +14,8 @@ import AssetClass.AssetBase
 import AssetClass.Loan
 import InterestRate
 
+import Data.Ratio
+
 walTest = 
   let 
     _ps = [(50,L.toDate "20230630"),(50,L.toDate "20231231")]
@@ -35,18 +37,36 @@ durationTest =
   [
     testCase "Duration 1" $ 
       assertEqual "10 Months bullet"
-      0.74
+      (273 % 365)
       (calcDuration 
+        DC_ACT_365F
         (L.toDate "20230101")
         [(L.toDate "20231001",100)]
         (L.mkRateTs [(L.toDate "20230101",0.01)]))
   , testCase "Duration 2" $ 
       assertEqual "Multiple cf"
-      0.86
+      (252921 % 289445)
       (calcDuration 
+        DC_ACT_365F
         (L.toDate "20230101")
         [(L.toDate "20231001",100),(L.toDate "20240101",100)]
         (L.mkRateTs [(L.toDate "20230101",0.01)]))
+  , testCase "Duration 3" $
+      assertEqual "12 Months bullet"
+      (364 % 365)
+      (calcDuration
+        DC_ACT_365F
+        (L.toDate "20230101")
+        [(L.toDate "20231231",104)]
+        (L.mkRateTs [(L.toDate "20230101",0.05)]))
+  , testCase "Convexity 1" $
+      assertEqual "10 Months bullet"
+      (4068161010949933 % 2251799813685248)
+      (calcConvexity
+        DC_ACT_365F
+        (L.toDate "20230101")
+        [(L.toDate "20231231",104)]
+        (L.mkRateTs [(L.toDate "20230101",0.05)]))
   ]
 
 fvTest = 
@@ -65,7 +85,7 @@ assetPricingTest =
   testGroup "Pricing on Asset" [
     testCase "Loan Pricing(Inc Int)" $
       assertEqual "Loan Pricing"
-        (Right (AssetPrice 1037.38 0.76 0.7 (-1.0) 0.21))
+        (Right (AssetPrice 1037.38 0.76 0.726208 0.0005369 0.21))
         (priceAsset (PersonalLoan (LoanOriginalInfo 1200 (Fix DC_30_360_US 0.08) 12 Monthly (L.toDate "20240701") I_P Nothing) 1000 0.08 10 Current)
                     (L.toDate "20241002") 
                     (PvRate 0.03) 
@@ -74,7 +94,7 @@ assetPricingTest =
                     Inc)
     ,testCase "Loan Pricing(Exc Int)" $
       assertEqual "Loan Pricing"
-        (Right (AssetPrice 1037.17 0.76 0.7 (-1.0) 0.21))
+        (Right (AssetPrice 1037.17 0.76  0.72633840 0.00052012  0.21))
         (priceAsset (PersonalLoan (LoanOriginalInfo 1200 (Fix DC_30_360_US 0.08) 12 Monthly (L.toDate "20240701") I_P Nothing) 1000 0.08 10 Current)
                     (L.toDate "20241002") 
                     (PvRate 0.03) 
diff --git a/test/UT/AssetTest.hs b/test/UT/AssetTest.hs
index 5ecf9bff..a8b06f0b 100644
--- a/test/UT/AssetTest.hs
+++ b/test/UT/AssetTest.hs
@@ -127,7 +127,7 @@ mortgageTests = testGroup "Mortgage cashflow Tests"
         assertEqual "Empty for principal"
                     (0.0, asDay, 1)
                     (CF.mflowPrincipal (head trs)
-                    ,CF.mflowDate (head trs)
+                    ,(view CF.tsDate (head trs))
                     ,length trs)
      ,
      testCase "Balloon Mortgage test 1" $
diff --git a/test/UT/BondTest.hs b/test/UT/BondTest.hs
index 063a0005..209c2196 100644
--- a/test/UT/BondTest.hs
+++ b/test/UT/BondTest.hs
@@ -1,4 +1,4 @@
-module UT.BondTest(pricingTests,bndConsolTest)
+module UT.BondTest(pricingTests,bndConsolTest,writeOffTest)
 where
 
 import Test.Tasty
@@ -20,13 +20,12 @@ import Debug.Trace
 debug = flip trace
 
 b1Txn =  [ BondTxn (L.toDate "20220501") 1500 10 500 0.08 510 0 0 Nothing S.Empty
-                    ,BondTxn (L.toDate "20220801") 0 10 1500 0.08 1510 0 0 Nothing S.Empty
-                    ]
+          ,BondTxn (L.toDate "20220801") 0 10 1500 0.08 1510 0 0 Nothing S.Empty ]
 b1 = B.Bond{B.bndName="A"
             ,B.bndType=B.Sequential
             ,B.bndOriginInfo= B.OriginalInfo{
                                B.originBalance=3000
-                               ,B.originDate= T.fromGregorian 2022 1 1
+                               ,B.originDate= T.fromGregorian 2021 1 1
                                ,B.originRate= 0.08
                                ,B.maturityDate = Nothing}
             ,B.bndInterestInfo= B.Fix 0.08 DC_ACT_365F
@@ -34,8 +33,9 @@ b1 = B.Bond{B.bndName="A"
             ,B.bndRate=0.08
             ,B.bndDuePrin=0.0
             ,B.bndDueInt=0.0
+            ,B.bndDueIntOverInt=0.0
             ,B.bndDueIntDate=Nothing
-            ,B.bndLastIntPay = Just (T.fromGregorian 2022 1 1)
+            ,B.bndLastIntPay = Just (T.fromGregorian 2021 1 1)
             ,B.bndLastPrinPay = Just (T.fromGregorian 2022 1 1)
             ,B.bndStmt=Just (S.Statement b1Txn)}
 
@@ -52,6 +52,7 @@ bfloat = B.Bond{B.bndName="A"
             ,B.bndDuePrin=0.0
             ,B.bndDueInt=0.0
             ,B.bndDueIntDate=Nothing
+            ,B.bndDueIntOverInt=0.0
             ,B.bndLastIntPay = Just (T.fromGregorian 2022 1 1)
             ,B.bndLastPrinPay = Just (T.fromGregorian 2022 1 1)
             ,B.bndStmt=Just $ S.Statement [ BondTxn (L.toDate "20220501") 1500 10 500 0.08 510 0 0 Nothing S.Empty]}
@@ -60,67 +61,52 @@ bfloat = B.Bond{B.bndName="A"
 pricingTests = testGroup "Pricing Tests"
   [
     let
-       _ts = (L.PricingCurve [L.TsPoint (L.toDate "20210101") 0.05
-                             ,L.TsPoint (L.toDate "20240101") 0.05])
-       _pv_day =  (L.toDate "20220201")
-       _f_day =  (L.toDate "20230201")
-       _pv = B.pv _ts _pv_day _f_day 103
+      _ts = L.PricingCurve [L.TsPoint (L.toDate "20210101") 0.05, L.TsPoint (L.toDate "20240101") 0.05]
+      _pv_day = L.toDate "20220201"
+      _f_day = L.toDate "20230201"
+      _pv = B.pv _ts _pv_day _f_day 103
     in
       testCase "PV test" $
         assertEqual "simple PV with flat curve"  
           98.09
-          _pv
-    ,
+          _pv,
     let
-        _pv_day =  (L.toDate "20220201")
-        _f_day =  (L.toDate "20230201")
-        _ts1 = (L.PricingCurve [L.TsPoint (L.toDate "20210101") 0.01
-                               ,L.TsPoint (L.toDate "20230101") 0.03])
+        _pv_day = L.toDate "20220201"
+        _f_day = L.toDate "20230201"
+        _ts1 = L.PricingCurve [L.TsPoint (L.toDate "20210101") 0.01, L.TsPoint (L.toDate "20230101") 0.03]
         _pv1 = B.pv _ts1 _pv_day _f_day 103
         _diff1 = _pv1 - 100.0
     in
       testCase "PV test with curve change in middle" $
-      assertEqual "simple PV with latest rate point"
-               100.0
-               _pv1
+      assertEqual "simple PV with latest rate point" 100.0 _pv1
    ,
     let
       pr = B.priceBond (L.toDate "20210501")
-                       (L.PricingCurve
-                           [L.TsPoint (L.toDate "20210101") 0.01
-                           ,L.TsPoint (L.toDate "20230101") 0.02])
+                       (L.PricingCurve [L.TsPoint (L.toDate "20210101") 0.01, L.TsPoint (L.toDate "20230101") 0.02])
                        b1
     in
       testCase "flat rate discount " $
       assertEqual "Test Pricing on case 01" 
-        (B.PriceResult 1978.46 65.948666 1.18 1.17 2.53 0.0 b1Txn) 
+        (B.PriceResult 1978.46 65.948666 1.18 1.1881448 0.4906438 78.9 b1Txn) 
         pr
     ,
      let
        b2Txn =  [BondTxn (L.toDate "20220301") 3000 10 300 0.08 310 0 0 Nothing S.Empty
                            ,BondTxn (L.toDate "20220501") 2700 10 500 0.08 510 0 0 Nothing S.Empty
-                           ,BondTxn (L.toDate "20220701") 0 10 3200 0.08 3300 0 0 Nothing S.Empty
-                           ]
+                           ,BondTxn (L.toDate "20220701") 0 10 3200 0.08 3300 0 0 Nothing S.Empty]
        b2 = b1 { B.bndStmt = Just (S.Statement b2Txn)}
 
        pr = B.priceBond (L.toDate "20220201")
                         (L.PricingCurve
                             [L.TsPoint (L.toDate "20220101") 0.01
                             ,L.TsPoint (L.toDate "20220401") 0.03
-                            ,L.TsPoint (L.toDate "20220601") 0.05
-                            ])
+                            ,L.TsPoint (L.toDate "20220601") 0.05])
                         b2
      in
        testCase " discount curve with two rate points " $
        assertEqual "Test Pricing on case 01" 
-            (B.PriceResult 4049.10 134.97 0.44 0.34 0.46 20.38 b2Txn) 
-            pr  --TODO need to confirm
-    ,
-    let
-      b3 = b1 {B.bndStmt = Nothing,B.bndInterestInfo = B.InterestByYield 0.02}
-    in
-      testCase "pay interest to satisfy on yield" $
-      assertEqual "" 60 (B.backoutDueIntByYield (L.toDate "20230101") b3)
+            (B.PriceResult 4049.10 134.97 0.44 0.364564 0.006030 260.38 b2Txn) 
+            pr  --TODO need to confirm in UI
     ,
     let
       b4 = b1
@@ -145,8 +131,8 @@ pricingTests = testGroup "Pricing Tests"
     in 
       testCase "Z spread test" $
       assertEqual "Z spread test 01" 
-      (0.175999)
-      (B.calcZspread  (100.0,pday) 0 (1.0,(0.01,0.02),0.03) b6 rateCurve)
+      (Right 0.176754)
+      (B.calcZspread  (100.0,pday) b6 rateCurve)
       --(B.calcZspread  (500.0,pday) (103.0,1/100) Nothing rateCurve)
 
   ]
@@ -225,9 +211,23 @@ bndConsolTest = testGroup "Bond consoliation & patchtesting" [
       assertEqual ""
       (Just (S.Statement [ BondTxn (L.toDate "20220501") 1000 0 1000 0.08 0 0 0 (Just 0.5) (S.TxnComments [S.Empty, S.Empty])]))
       bTestConsol
+    ]
 
 
-
-     
-      
-                                                             ]
+writeOffTest = 
+  let 
+    d1 = L.toDate "20200101"
+    bnd1 = B.Bond "A" B.Sequential (B.OriginalInfo 100 d1 0.06 Nothing) (B.Fix 0.05 DC_ACT_365F) Nothing 100 0.08 0 0 0 Nothing Nothing Nothing Nothing
+    writeAmt1 = 70 
+    writeAmt2 = 120 
+  in 
+  testGroup "write off on bond" [
+    testCase "write off on bond 1" $
+    assertEqual "only 1st bond is written off by 70"
+    (Right (bnd1 {B.bndBalance = 30,B.bndStmt = Just (S.Statement [S.BondTxn d1 30.00 0.00 0.00 0.000000 0.00 0.00 0.00 Nothing (S.WriteOff "A" 70.00)])}))
+    (B.writeOff d1 writeAmt1 bnd1),
+    testCase "over write off on bond 1" $
+    assertEqual "over write off on bond 1"
+    (Left "Insufficient balance to write off 120.00\" bond name \"\"A\"")
+    (B.writeOff d1 writeAmt2 bnd1)
+  ]
diff --git a/test/UT/DealTest.hs b/test/UT/DealTest.hs
index 2f136dd9..387a439e 100644
--- a/test/UT/DealTest.hs
+++ b/test/UT/DealTest.hs
@@ -153,7 +153,6 @@ td2 = D.TestDeal {
  ,D.collects = [W.Collect Nothing W.CollectedInterest "General"
              ,W.Collect Nothing W.CollectedPrincipal "General"]
  ,D.custom = Nothing
- ,D.call = Nothing
  ,D.liqProvider = Just $ Map.fromList $
                     [("Liq1",CE.LiqFacility 
                                 "" 
@@ -180,14 +179,15 @@ td2 = D.TestDeal {
                                                                     ,Trg.trgStatus = False 
                                                                     ,Trg.trgCurable = False })]
                                                                     )]
- ,D.overrides = Nothing
  ,D.ledgers = Nothing
+ ,D.stats = (Map.empty,Map.empty,Map.empty,Map.empty)
 }
 
 baseDeal = D.TestDeal {
   D.name = "base deal"
   ,D.status = Amortizing
   ,D.rateSwap = Nothing
+  ,D.stats = (Map.empty,Map.empty,Map.empty,Map.empty)
   ,D.currencySwap = Nothing
   ,D.dates = PatternInterval $ 
                (Map.fromList [
@@ -268,10 +268,8 @@ baseDeal = D.TestDeal {
    ])]
  ,D.collects = [W.Collect Nothing W.CollectedCash "General"]
  ,D.custom = Nothing
- ,D.call = Nothing
  ,D.liqProvider = Nothing 
  ,D.triggers = Nothing 
- ,D.overrides = Nothing
  ,D.ledgers = Nothing
  ,D.rateCap = Nothing
 }
diff --git a/test/UT/DealTest2.hs b/test/UT/DealTest2.hs
index 24c2e2bc..51a0fccf 100644
--- a/test/UT/DealTest2.hs
+++ b/test/UT/DealTest2.hs
@@ -136,10 +136,8 @@ td = D.TestDeal {
    ])]
  ,D.collects = [W.Collect Nothing W.CollectedCash "General"]
  ,D.custom = Nothing
- ,D.call = Nothing
  ,D.liqProvider = Nothing
  ,D.triggers = Nothing
- ,D.overrides = Nothing
  ,D.ledgers = Nothing
 }
 
diff --git a/test/UT/LibTest.hs b/test/UT/LibTest.hs
index d0cee22f..39d9ecc8 100644
--- a/test/UT/LibTest.hs
+++ b/test/UT/LibTest.hs
@@ -3,7 +3,7 @@ module UT.LibTest(curveTests
                  ,datesTests
                  ,prorataTests
                  ,tsOperationTests
-                 ,pvTests,seqFunTest)
+                 ,pvTests,seqFunTest,periodCurveTest)
 where
 
 import Test.Tasty
@@ -49,6 +49,41 @@ curveTests =
         (getValByDate _priceTs Exc (toDate "20210105"))
   ]
 
+periodCurveTest = 
+  let
+    _ts = CurrentVal [PerPoint 0 100, PerPoint 1 200, PerPoint 2 300, PerPoint 4 400]
+    _rs1 = getValFromPerCurve _ts Future Inc <$> [0,1,2,3,4,5]
+    _rs2 = getValFromPerCurve _ts Future Exc <$> [0,1,2,3,4,5]
+    _rs3 = getValFromPerCurve _ts Past Inc <$> [0,1,2,3,4,5]
+    _rs4 = getValFromPerCurve _ts Past Exc <$> [0,1,2,3,4,5]
+    _ts1 = WithTrailVal [PerPoint 0 100, PerPoint 1 200, PerPoint 2 300]
+    _r3 = getValFromPerCurve _ts1 Future Inc 4
+    _r4 = getValFromPerCurve _ts1 Future Exc 2
+  in
+  testGroup "Period Curve Tests"
+  [
+    testCase "Query period curve by period:Future" $
+      assertEqual
+        "test 5 period:Future:Inc"
+        [Just 100, Just 200, Just 300, Just 400, Just 400, Nothing]
+        _rs1 
+    ,testCase "Query period curve by period:Future" $
+      assertEqual
+        "test 5 period:Future:Exc"
+        [Just 200, Just 300, Just 400, Just 400, Nothing, Nothing]
+        _rs2
+    ,testCase "Query period curve by period:Past " $
+      assertEqual
+        "test 5 period:Past:Inc"
+        [Just 100, Just 200, Just 300, Just 300, Just 400, Just 400]
+        _rs3
+    ,testCase "Query period curve by period:Past " $
+      assertEqual
+        "test 5 period:Past:Exc"
+        [Nothing, Just 100, Just 200, Just 300, Just 300, Just 400]
+        _rs4
+  ]
+
 --queryStmtTests = testGroup "queryStmtTest"
 --  [
 --   let
diff --git a/test/UT/UtilTest.hs b/test/UT/UtilTest.hs
index e3617a80..716e98ae 100644
--- a/test/UT/UtilTest.hs
+++ b/test/UT/UtilTest.hs
@@ -1,6 +1,6 @@
 module UT.UtilTest(daycountTests1,daycountTests2,daycountTests3,daycountTests4
                   ,tsTest,ts2Test,ts3Test,dateVectorPatternTest,paddingTest,dateSliceTest
-                  ,capTest,roundingTest,sliceTest,splitTsTest,tableTest,lastOftest)--,daycountTests3,daycountTests4)
+                  ,capTest,roundingTest,sliceTest,splitTsTest,tableTest,lastOftest,paySeqTest)--,daycountTests3,daycountTests4)
 where
 
 import Test.Tasty
@@ -8,10 +8,12 @@ import Test.Tasty.HUnit
 
 import qualified Data.Time as T
 import qualified Cashflow as CF
+import qualified Liability as L
 import Util
 import DateUtil
 import Lib
 import Types
+import Stmt
 import Data.Fixed
 import Data.Ratio ((%))
 
@@ -598,3 +600,31 @@ lastOftest =
       (Just [5])
       (Util.lastOf b (not . null))
     ]
+
+
+paySeqTest = 
+  let 
+    d1 = toDate "20200101"
+    bnd1 = L.Bond "A" L.Sequential (L.OriginalInfo 100 d1 0.06 Nothing) (L.Fix 0.05 DC_ACT_365F) Nothing 100 0.08 0 0 0 Nothing Nothing Nothing Nothing
+    bnd2 = L.Bond "B" L.Sequential (L.OriginalInfo 100 d1 0.06 Nothing) (L.Fix 0.05 DC_ACT_365F) Nothing 100 0.08 0 0 0 Nothing Nothing Nothing Nothing
+    writeAmt1 = 100 
+  in 
+  testGroup "write off on bond" [
+    testCase "write off on bond 1" $
+    assertEqual "only 1st bond is written off by 70"
+    (Right ([bnd1 {L.bndBalance = 30,L.bndStmt = Just (Statement [BondTxn d1 30.00 0.00 0.00 0.000000 0.00 0.00 0.00 Nothing (WriteOff "A" 70.00)])}
+            , bnd2],0))
+    (paySeqM d1 70 L.bndBalance (L.writeOff d1) (Right []) [bnd1,bnd2])
+    ,testCase "write off on bond 2" $
+    assertEqual "2st bond is written off by 70"
+    (Right ([bnd1 {L.bndBalance = 0,L.bndStmt = Just (Statement [BondTxn d1 0.00 0.00 0.00 0.000000 0.00 0.00 0.00 Nothing (WriteOff "A" 100.00)])}
+            , bnd2{L.bndBalance = 70,L.bndStmt = Just (Statement [BondTxn d1 70.00 0.00 0.00 0.000000 0.00 0.00 0.00 Nothing (WriteOff "B" 30.00)])}
+            ],0))
+    (paySeqM d1 130 L.bndBalance (L.writeOff d1) (Right []) [bnd1,bnd2])
+    ,testCase "write off on all bonds " $
+    assertEqual "over write off"
+    (Right ([bnd1 {L.bndBalance = 0,L.bndStmt = Just (Statement [BondTxn d1 0.00 0.00 0.00 0.000000 0.00 0.00 0.00 Nothing (WriteOff "A" 100.00)])}
+            , bnd2{L.bndBalance = 0,L.bndStmt = Just (Statement [BondTxn d1 0.00 0.00 0.00 0.000000 0.00 0.00 0.00 Nothing (WriteOff "B" 100.00)])}
+            ],30))
+    (paySeqM d1 230 L.bndBalance (L.writeOff d1) (Right []) [bnd1,bnd2])
+  ]
\ No newline at end of file