pd-fred

Name	pd-fred JSON
Version	0.1.0 JSON
	download
home_page	https://github.com/yourusername/pd_fred
Summary	Python package to calculate Probability of Default using FRED data.
upload_time	2024-10-24 13:09:53
maintainer	None
docs_url	None
author	Your Name
requires_python	>=3.6
license	None
keywords
VCS
bugtrack_url
requirements	No requirements were recorded.
Travis-CI	No Travis.
coveralls test coverage	No coveralls.

            # pd_fred

A Python package for calculating the Probability of Default (PD) using FRED data.

## Installation
```bash
pip install pd_fred
```

## Usage
```python
from pd_fred import DataFetcher, PDefaultCalculator

# Fetch data
fetcher = DataFetcher(api_key='your_fred_api_key')
data = fetcher.get_data('DGS10')

# Calculate PD using the Merton model
pd_value = PDefaultCalculator.calculate_merton_model(
    asset_value=100, debt_value=80, asset_volatility=0.2, risk_free_rate=0.01, time_horizon=1
)
```



            

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