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Published 20 hours ago • verified publisher icon econ-ark

Compute mNrmStE for the PortfolioConsumerType

Open sbenthall opened this issue 1 year ago • 1 comments

Compute mNrmStE for the PortfolioConsumerType

See discussion here: https://github.com/sbenthall/SHARKFin/issues/205#issuecomment-1496453774

I'm curious how this can be done in an extensible way. Is mNrmStE another kind of 'condition'? I gather not quite, because it is derived from the solution itself. But we shouldn't need to hard-code the computation of these derived values into each model.

(The architecture fix may be out of scope for this ticket, but I thought I would bring it up.)

sbenthall avatar Apr 05 '23 13:04 sbenthall