Examples of visualizing thresholds
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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)


Visualizing Rating Transition Thresholds
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* visualize_thresholds.py

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