Roadmap ========================= portfolioAnalytics aims to become the most intuitive and versatile tool to analyse analytic credit loss distribution. This roadmap lays out the general upcoming steps in this journey. The Todo List has some more concrete tasks that may have been already raised as an issue son github. Provide additional functions for default rate distributions ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ * Complete the universe of analytic solutions for Gaussian models * Include some interesting special cases (e.g., large pool + single exposure) * Include some tractable inhomogeneous problems * Calculate more statistical moments (e.g., skew, kurtosis) * Expand to non-Gaussian distributions Expand to loss distributions that include recovery risk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Make a more robust implementation ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ The functions should ultimately be coded to a high standard of robustness: * input validation * exception handling * controlled accuracy Introduce testing framework ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Todo List ========================= Feature requests, bug reports and any other issues are welcome to log at the `Github Repository `_