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Possible Improvements And Extensions

The ACTUS Quickstart installation provides a simplified path for a new ACTUS user to quickly set up an ACTUS service in their workstation environment and explore the potential of ACTUS technology using:

  • Sample contracts
  • Sample risk scenarios
  • Sample behavior risk modeling

Potential Improvements and Extensions​

Improvements, extensions, and supporting tools are possible in many directions. Some obvious candidates include:

  • Automated Data Conversion

    • Tooling to automate conversion between raw JSON and more readable comma-separated (CSV) files or tables.
    • This would apply to contract specifications, reference indexes, and output event sequences.
    • CSV conversion would facilitate import/export into spreadsheets.

  • Prepayment Behavior Model

    • The sample Prepayment behavior model instance provided in ACTUS Quickstart is mainly a scaffolding for validating and testing the risk callout architecture.
    • No claim is made regarding its realism or usefulness.

  • Additional Behavior Models

    • Adding basic behavior models for:
      • Contract default
      • Deposit withdrawal
      • American Option exercise behaviors
    • This would allow "data-only" exploration of behavior models by defining relevant model instances.