portfolioAnalytics.vasicek subpackage
==================================================

Functions
----------

The Vasicek subpackage implements currently the following:

* vasicek_base implements a finite homogeneous pool
* vasicek_base_el implements the expected loss for the vasicek_base case
* vasicek_base_ul implements the standard deviation for the vasicek_base case
* vasicek_lim implements the limiting case for large N
* vasicek_lim_el implements the expected loss for the vasicek_lim case
* vasicek_lim_ul implements the standard deviation for the vasicek_lim case
* vasicek_lim_q implements the quantile for the vasicek_lim case


Vasicek Base Distribution
~~~~~~~~~~~~~~~~~~~~~~~~~~~

.. automodule:: portfolioAnalytics.vasicek.vasicek_base
    :members:
    :undoc-members:
    :show-inheritance:


Vasicek Base Distribution Expected Loss
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

.. automodule:: portfolioAnalytics.vasicek.vasicek_base_el
    :members:
    :undoc-members:
    :show-inheritance:


Vasicek Base Distribution Unexpected Loss
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

.. automodule:: portfolioAnalytics.vasicek.vasicek_base_ul
    :members:
    :undoc-members:
    :show-inheritance:

Vasicek Limit Distribution
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

.. automodule:: portfolioAnalytics.vasicek.vasicek_lim
    :members:
    :undoc-members:
    :show-inheritance:

Vasicek Limit Distribution Expected Loss
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

.. automodule:: portfolioAnalytics.vasicek.vasicek_lim_el
    :members:
    :undoc-members:
    :show-inheritance:


Vasicek Limit Distribution Unexpected Loss
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

.. automodule:: portfolioAnalytics.vasicek.vasicek_lim_ul
    :members:
    :undoc-members:
    :show-inheritance:

Vasicek Limit Distribution Quantile Loss
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

.. automodule:: portfolioAnalytics.vasicek.vasicek_lim_q
    :members:
    :undoc-members:
    :show-inheritance: