portfolioAnalytics
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open-risk
A Python library for generating analytic tests for credit portfolio loss distributions
for all functions test input values for validity and provide helpful error or warning messages as appropriate. Examples - define acceptable type (ideally implement consistently type hinting across the library)...
Hi, please could you add granularity adjustment to the vasicek code. This would greatly help in understanding how the GA operates and its impact on the loss distribution. At present...
Where is output generated? Can you put up a walkthrough on where to enter data and where it gets put out? Sorry for lack of technicality and know-how. I'm brand...
Perhaps there is a web page that describes the function? https://github.com/open-risk/portfolioAnalytics/blob/c9a086fec0839e871146ce2becca29fd0763096e/portfolioAnalytics/vasicek.py#L25-L33
