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improve riskmodel #73

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x0range opened this issue Sep 19, 2018 · 0 comments
Open

improve riskmodel #73

x0range opened this issue Sep 19, 2018 · 0 comments

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@x0range
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x0range commented Sep 19, 2018

riskmodel.py is messy, has boiler plate code, and is difficult to read. Should be redone in a clearer way. Such that it does two things:

  • give estimates about whether the company may fail in a catastrophe with the current capital and portfolio
  • give estimates of the contribution of any one underwritten contract and any one offered but not yet underwritten contract to this
    This includes the balancedness of the portfolio.
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