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Public evaluation

Prepayment Speed & Duration Calculation

Evaluates Pydantic AI agent outputs against target SMM prepayment speeds and tranche duration shifts.

Evaluation type
task based
Challenge
MBS AI-Prepayment Risk Validator using Pydantic AI and Claude 4 Opus
Difficulty
Advanced
Rigor
Unspecified

Evaluation overview

How the linked challenge is judged: tasks, benchmarks, and criteria count.

Tasks
1
Benchmarks
0
Criteria
0

Task templates

Inputs and expected outputs.

Task 1

Prepayment Speed & Duration Calculation

Parses mortgage pool characteristics and calculates projected CPR, SMM, and updated duration.

Input format

JSON containing note_rate, current_market_rate, ai_adoption_rate, and original_duration_years

Output format

JSON matching Pydantic model with predicted_cpr, predicted_smm, and revised_duration_years