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  • Bond Survival Curve
  • Changelog
  • Contributing
  • Code of Conduct
  • API Reference
  • GitHub
  • My Website

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  • finpricing.market

finpricing.market.recovery_curve#

Module Contents#

Classes#

RecoveryCurve

RecoveryCurveConstant

class finpricing.market.recovery_curve.RecoveryCurve[source]#
class finpricing.market.recovery_curve.RecoveryCurveConstant(recovery_rate: float)[source]#
classmethod from_recovery_rate(recovery_rate: float)[source]#
loss(date: finpricing.utils.date.Date | datetime.date)[source]#

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finpricing.market.survival_curve_ns

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  • Module Contents
    • Classes
      • RecoveryCurve
      • RecoveryCurveConstant
        • RecoveryCurveConstant.from_recovery_rate()
        • RecoveryCurveConstant.loss()
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