# Simulation Engine Overview

The `simulator.engine` package orchestrates Monte Carlo scenarios on top of the statistical parameter layer:

- `SimulationRunner` ties together stochastic parameters for principal, rate, and term with schedule builders and metric calculators.
- `DeterministicDealSimulator` mirrors the runner logic for a single set of deal inputs, producing a reproducible baseline that the runner reuses.
- `schedules` exposes vectorised helpers for amortisation and lease cash flows, plus default truncation utilities.
- `collateral` implements configurable contribution and yield rules for cash-collateral accounts.
- `exposure` combines balances, collateral, liquidation, and revenue offsets to produce net exposure timelines.
- `metrics` provides financial KPIs (NPV, IRR, DSCR) that operate directly on generated schedules.
- `operating_income` encapsulates reusable income-generation strategies so deterministic and stochastic simulators can attach operating cash flows before computing DSCR.
- `portfolio` aggregates multiple deals, supports optional Gaussian-copula risk factors, and reports scenario-level metrics alongside summary statistics.

For a visual depiction of how these components interact, see [monte_carlo_flow.md](./monte_carlo_flow.md).