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.
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coveralls test coverage |
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# 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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