Examples of calculating portolio models
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
portolio_model.py
Using the portfolio model library to calculate default probabilities in finite portfolio with N credits