Examples of calculation thresholds
====================================

Estimating thresholds given a multi-period transition matrix set. Example of using portfolioAnalytics to compute multi-period transition thresholds compatible with a given transition matrix.


Rating Transition Thresholds
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

* calculate_thresholds.py
* validated_thresholds.py
* visualize_thresholds.py

 Validate computed thresholds.

The mathematical framework documented in
`Multi-Period Transition Thresholds <https://www.openriskmanual.org/wiki/Multi-Period_Transition_Thresholds>`_

.. image:: ../../examples/Thresholds.png