abaquant.credit.data

Import path: abaquant.credit.data

Domain: Credit-risk analytics and fundamentals-derived credit proxies.

Purpose

Static credit-risk data and rating metadata.

When to use it

Provides reference data or normalized data containers; inspect units and labels before reuse. Use this package for transition matrices, spread-based valuation, CDS/CDO building blocks, copula simulation, tail risk, and accounting-based credit diagnostics.

Public objects

This source file primarily re-exports symbols or defines package metadata. Detailed definitions are documented in the implementation-module pages listed below.

Detailed reference

Static credit-risk data and rating metadata.

Purpose

The module stores rating labels, transition data, market-spread tables, and other constants used by the credit-risk examples.

Conventions

Embedded tables preserve their historical structure and label conventions. They are inputs to deterministic functions, not live market data.

References

[ 1 ] Li, D. X. (2000), “On Default Correlation: A Copula Function Approach”.