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rolandlichtersjenkins
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update example43, portfolio4
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Examples/Example_43/Input/portfolio4.xml

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</LegData>
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</BondData>
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</Trade>
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<!--
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<Trade id="CDS_1">
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<TradeType>CreditDefaultSwap</TradeType>
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<Envelope>

Examples/Example_43/run.py

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oreex = OreExample(sys.argv[1] if len(sys.argv)>1 else False)
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oreex.print_headline("Run ORE for Bond and CDS")
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orexml="Input/ore4.xml"
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oreex.run(orexml)
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case="bond_cds"
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targetFileName = "credit_migration_" + case + "_11.csv"
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oreex.setup_plot("cdf_" + case)
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oreex.plot(targetFileName, 0, 2, 'b', label="Loss")
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oreex.decorate_plot(title="Example 43 - Loss distribution", ylabel="CDF", xlabel="Loss", y_format_as_int=False)
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oreex.save_plot_to_file()
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oreex.setup_plot("pdf_" + case)
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oreex.plot(targetFileName, 0, 1, 'b', label="Loss")
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oreex.decorate_plot(title="Example 43 - Loss distribution", ylabel="PDF", xlabel="Loss", y_format_as_int=False)
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oreex.save_plot_to_file()
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sys.exit("Done")
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oreex.print_headline("Run ORE for a single Bond")
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orexml="Input/ore.xml"
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oreex.run(orexml)
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oreex.decorate_plot(title="Example 43 - Loss distribution", ylabel="PDF", xlabel="Loss", y_format_as_int=False)
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oreex.save_plot_to_file()
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oreex.print_headline("Run ORE for Bond and CDS")
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orexml="Input/ore4.xml"
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oreex.run(orexml)
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case="bond_cds"
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targetFileName = "credit_migration_" + case + "_11.csv"
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oreex.setup_plot("cdf_" + case)
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oreex.plot(targetFileName, 0, 2, 'b', label="Loss")
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oreex.decorate_plot(title="Example 43 - Loss distribution", ylabel="CDF", xlabel="Loss", y_format_as_int=False)
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oreex.save_plot_to_file()
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oreex.setup_plot("pdf_" + case)
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oreex.plot(targetFileName, 0, 1, 'b', label="Loss")
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oreex.decorate_plot(title="Example 43 - Loss distribution", ylabel="PDF", xlabel="Loss", y_format_as_int=False)
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oreex.save_plot_to_file()
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#oreex.print_headline("Run ORE for 100 Bonds")
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#orexml="Input/ore100.xml"

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