GitHub / open-source-modelling / Hull_White_stochastic_scenarios_checks_python
Demonstration of a test that checks if a stochastic scenario generator accurately covers the term structure.
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PURL: pkg:github/open-source-modelling/Hull_White_stochastic_scenarios_checks_python
Stars: 3
Forks: 1
Open issues: 0
License: mit
Language: Jupyter Notebook
Size: 37 MB
Dependencies parsed at: Pending
Created at: over 2 years ago
Updated at: over 1 year ago
Pushed at: over 1 year ago
Last synced at: over 1 year ago
Topics: actuarial, algorithms, insurance, python, risk, risk-management, risk-models, solvency-ii, stochastic-scenario-generator, testing