Interface to use smoothed estimates of endogenous variables as starting values of deterministic simulations
Then one would be able to perform projection scenarios in a fully non-linear form starting from the latest estimation of the state of the economy.
The idea is to trigger a list of histval instances from the values of the last observed state from Kalman/filter and smoother. Such a list of histval instance will have to be usable from a deterministic simulation instance that would allow to perform projection scenarios that may trigger temporary binding constraints, zero-lower bound conditions, and so on.