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feat: add parameters to Students t distribution
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5 files changed

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-321
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5 files changed

+1252
-321
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main.py

Lines changed: 8 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -89,6 +89,13 @@
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# # )
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# print(pf.dcf.cashflow_parameters._crash_threshold_reduction_series)
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pf.dcf.set_mc_parameters(
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distribution="t",
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parameters=(3, None, None),
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period=100,
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number=1_000,
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)
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# wi = pf.dcf.wealth_index(discounting="pv", include_negative_values=False)
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cf = pf.dcf.cash_flow_ts(discounting="pv", remove_if_wealth_index_negative=True).resample("Y").sum()
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# cf = pf.dcf.cash_flow_ts(discounting="pv", remove_if_wealth_index_negative=True)
@@ -103,7 +110,7 @@
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# plt.yscale('linear') # linear or log
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# plt.show()
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#
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df = cf[0]
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# df = cf[0]
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cf.plot(
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kind="bar",
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legend=False

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