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open-risk committed Sep 28, 2020
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26 changes: 1 addition & 25 deletions .gitignore
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11 changes: 7 additions & 4 deletions CHANGELOG.rst
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PLEASE NOTE THAT THE API IS STILL UNSTABLE AS MORE USE CASES / FEATURES ARE ADDED REGULARLY

v0.4.6 (05-22-2019)
-------------------

* Feature: Update of CQS Mappings, addition of new rating scales
* Documentation: Documentation of rating scale structure and mappings
* Training: Example of mapping portfolio data to CQS

v0.4.5 (04-21-2019)
-------------------

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* Feature: print_matrix function for generic matrix pretty printing
* Feature: matrix_exponent function for obtaining arbitrary integral matrices from a given generator



v0.4.4 (03-04-2019)
-------------------

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* Feature: CreditCurve class for holding credit curves



v0.4.3 (29-03-2019)
-------------------

* Significant rearrangement of code (the threshold models package moved to portfolioAnalytics for more consistent structure of the code base / functionality)


v0.4.2 (29-01-2019)
-------------------

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12 changes: 10 additions & 2 deletions README.md
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[![Gitter](https://badges.gitter.im/open-risk/transitionMatrix.svg)](https://gitter.im/open-risk/transitionMatrix?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge)
[![Documentation Status](https://readthedocs.org/projects/transitionMatrix/badge/?version=latest)](https://transitionmatrix.readthedocs.io/en/latest/?badge=latest)

Intro
=========================
transitionMatrix is a Python powered library for the statistical analysis and visualization of state transition
Expand All @@ -11,6 +14,7 @@ You can use transitionMatrix to
- Manipulate transition matrices (generators, comparisons etc.)
- Provide standardized data sets for testing
- Model transitions using threshold processes
- Map credit ratings using mapping tables between popularly used rating systems

Key Information
================
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* Code Documentation: [Read The Docs](https://transitionmatrix.readthedocs.io/en/latest/index.html)
* Mathematical Documentation: [Open Risk Manual](https://www.openriskmanual.org/wiki/Transition_Matrix)
* Development website: [Github](https://github.com/open-risk/transitionMatrix)
* General Discussions: [Gitter Lobby](https://gitter.im/open-risk/Lobby)
* Package Specific Chat: [Gitter Project](https://gitter.im/open-risk/transitionMatrix)

**NB: transitionMatrix is still in active development. If you encounter issues please raise them in our
github repository**
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* [Analysis of Credit Migration using Python TransitionMatrix](https://www.openriskacademy.com/course/view.php?id=38)
* Commercial Support for transitionMatrix is provided as part of OpenCPM

</pre>


Examples
========
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![image](examples/credit_curves.png)

Working with credit states

![image](examples/scale_conversions.png)

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