RiskQuantLib.Model package

Subpackages

• RiskQuantLib.Model.Copula package
  • Submodules
  • RiskQuantLib.Model.Copula.copula module
    • copula
      • copula.generateSimulatedSample()
    • copulae
      • copulae.generateSimulatedSample()
  • Module contents
• RiskQuantLib.Model.KMV package
  • Submodules
  • RiskQuantLib.Model.KMV.kmv module
    • kmv
      • kmv.BSfunction()
      • kmv.calAssetAndAssetSigma()
      • kmv.calDistanceToDefault()
  • Module contents

Submodules

RiskQuantLib.Model.model module

class model

Bases: object

This class is the basic class of all models.

Module contents