Examples of calculating portolio models
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The examples directory includes Python scripts and Jupyter notebooks to help you get started

- Generating loss distributions analytically
- Estimating thresholds given a multi-period transition matrix set

Located in examples/python (For testing purposes all examples can be run using the run_examples.py script
located in the root directory)


Portfolio Models
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* portolio_model.py

Using the portfolio model library to calculate default probabilities in finite
portfolio with N credits