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6 | 6 |
|
7 | 7 | oreex = OreExample(sys.argv[1] if len(sys.argv)>1 else False) |
8 | 8 |
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9 | | -oreex.print_headline("Run ORE for Bond and CDS") |
10 | | -orexml="Input/ore4.xml" |
11 | | -oreex.run(orexml) |
12 | | -case="bond_cds" |
13 | | -targetFileName = "credit_migration_" + case + "_11.csv" |
14 | | -oreex.setup_plot("cdf_" + case) |
15 | | -oreex.plot(targetFileName, 0, 2, 'b', label="Loss") |
16 | | -oreex.decorate_plot(title="Example 43 - Loss distribution", ylabel="CDF", xlabel="Loss", y_format_as_int=False) |
17 | | -oreex.save_plot_to_file() |
18 | | -oreex.setup_plot("pdf_" + case) |
19 | | -oreex.plot(targetFileName, 0, 1, 'b', label="Loss") |
20 | | -oreex.decorate_plot(title="Example 43 - Loss distribution", ylabel="PDF", xlabel="Loss", y_format_as_int=False) |
21 | | -oreex.save_plot_to_file() |
22 | | - |
23 | | -sys.exit("Done") |
24 | | - |
25 | 9 | oreex.print_headline("Run ORE for a single Bond") |
26 | 10 | orexml="Input/ore.xml" |
27 | 11 | oreex.run(orexml) |
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78 | 62 | oreex.decorate_plot(title="Example 43 - Loss distribution", ylabel="PDF", xlabel="Loss", y_format_as_int=False) |
79 | 63 | oreex.save_plot_to_file() |
80 | 64 |
|
| 65 | +oreex.print_headline("Run ORE for Bond and CDS") |
| 66 | +orexml="Input/ore4.xml" |
| 67 | +oreex.run(orexml) |
| 68 | +case="bond_cds" |
| 69 | +targetFileName = "credit_migration_" + case + "_11.csv" |
| 70 | +oreex.setup_plot("cdf_" + case) |
| 71 | +oreex.plot(targetFileName, 0, 2, 'b', label="Loss") |
| 72 | +oreex.decorate_plot(title="Example 43 - Loss distribution", ylabel="CDF", xlabel="Loss", y_format_as_int=False) |
| 73 | +oreex.save_plot_to_file() |
| 74 | +oreex.setup_plot("pdf_" + case) |
| 75 | +oreex.plot(targetFileName, 0, 1, 'b', label="Loss") |
| 76 | +oreex.decorate_plot(title="Example 43 - Loss distribution", ylabel="PDF", xlabel="Loss", y_format_as_int=False) |
| 77 | +oreex.save_plot_to_file() |
81 | 78 |
|
82 | 79 | #oreex.print_headline("Run ORE for 100 Bonds") |
83 | 80 | #orexml="Input/ore100.xml" |
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