abaquant.credit.types¶

Import path: abaquant.credit.types

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

Purpose¶

Typed credit-risk input models.

When to use it¶

Defines shared enums, aliases, and result containers used by neighboring modules. Use this package for transition matrices, spread-based valuation, CDS/CDO building blocks, copula simulation, tail risk, and accounting-based credit diagnostics.

Public objects¶

class: BondData — Typed input record used by credit-risk valuation routines.

Detailed reference¶

Typed credit-risk input models.

Purpose¶

The module defines light-weight typed containers used by credit valuation and portfolio routines.

Conventions¶

Field meanings, units, and state conventions are documented on the data model.

References

[ 1 ] Merton, R. C. (1974), “On the Pricing of Corporate Debt: The Risk Structure of Interest Rates”.

class abaquant.credit.types.BondData¶

Bases: TypedDict

Typed input record used by credit-risk valuation routines.

rating_idx¶

Index of the initial credit-rating state.

Type:: int

values¶

One-dimensional numerical sample used for distribution diagnostics.

Type:: np.ndarray

Notes

Behavior and units are defined by the module-level conventions and public method documentation.