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  1. transitionMatrix

    Statistical analysis and visualization of state transition phenomena

    Python 6 4

  2. concentrationMetrics

    A python library for the computation of various concentration indices

    Python 11 9

  3. correlationMatrix

    correlationMatrix is a Python powered library for the statistical analysis and visualization of correlations

    Python 3

  4. scenarioGenerator

    A python library for generating macro-economic scenarios

    Python

  5. portfolioAnalytics

    Python scripts for generating analytic tests for credit portfolio loss distributions

    Python 4 1

  6. openSecuritisation

    Demonstrating technical elements in support of open source securitisation frameworks

    Python

65 contributions in the last year

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April 2019

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