financialkit.credit
===================

Altman's Z-score, Merton, Black-Cox and Leland structural models and the KMV distance to default, hazard curves and recovery conventions, CDS pricing and bootstrapping, CreditMetrics and generator matrices, Vasicek's large pool, CreditRisk+, Li's copula, the Basel IRB formula and CDO tranches.

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   :gutter: 2

   .. grid-item-card:: History
      :link: /history/credit_breakthroughs
      :link-type: doc

      The foundational breakthroughs behind this subpackage, linked to the implementation.

   .. grid-item-card:: Examples
      :link: /api/gallery/credit/index
      :link-type: doc

      Runnable tutorials and the full example gallery.

   .. grid-item-card:: API reference
      :link: /api/credit
      :link-type: doc

      Every public class and function.