Examples of validating transition thresholds ================================================ 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) Validating Transition Thresholds ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ * validate_thresholds.py Example of using portfolioAnalytics to compute multi-period transition thresholds compatible with a given transition matrix. Validate computed thresholds.