Roadmap

portfolioAnalytics aims to become the most intuitive and versatile tool to analyse discrete transition data. 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 issue son github.

0.3.X

The 0.3.X family of releases will focus on rounding out a number of functionalities already introduced

• Further documenting the existing functionality

• Further tests, of both code and algorithms

0.4.X

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