portfolioAnalytics Documentation

NB: portfolioAnalytics is still in alpha release / active development. If you encounter issues please raise them in our github repository

Contents:

• portfolioAnalytics
  • Functionality
  • Vasicek Portfolio Models Library
  • Portfolio Model Examples
  • Current Functions
  • Limitations
• Installation
  • Dependencies
  • From PyPi
  • From sources
  • Using virtualenv
  • File structure
  • Testing Framework
• Getting Started
• Examples
  • Python Scripts
  • Jupyter Notebooks
  • Open Risk Academy Scripts
• API
  • portfolioAnalytics Package
  • portfolioAnalytics Subpackages
• Testing
  • Running all the examples
  • Test Suite
• Roadmap
  • Provide additional functions for default rate distributions
  • Expand to loss distributions that include recovery risk
  • Make a more robust implementation
  • Introduce testing framework
• Todo List
• ChangeLog
  • v0.4.0 (21-02-2024)
  • v0.3.1 (23-03-2020)
  • v0.3.0 (17-06-2019)
  • v0.2.1 (04-04-2019)
  • v0.2.0 (29-03-2019)
  • v0.1.1 (11-07-2017)
  • v0.1.0 (16-04-2017)

Indices and tables

• Index

• Module Index

• Search Page