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  • model_clo_insight. engines. solvers module — CLO Insight 1. 0. 0. 0 . . .
    model_clo_insight engines solvers module Module which contains the core optimization methods for the hypo pool generation monitor_metric(riskscore_max, run_mode, shell_pool, wal, coef_sdr, risk_score_tbl, IDT_sp, WARF_sp, force_high, force_low) ¶ Computes the 2 metrics used in the CDO Monitor computation BDR: Break Even Default Rate SDR: Scenario Default Rate (analagous to the DBRSM CLO Asset





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