Mike barbeque
barbeque
/ Counterparty Credit Risk Metrics
Created
January 25, 2016 19:55
— forked from anonymous/Counterparty Credit Risk Metrics
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| /* Expected exposure is the expected (average) credit exposure conditional on positive market values */ | |
| def expectedExposure(marketValues: Seq[Double]): Double = { | |
| val exposures = marketValues.filter(_ > 0f) | |
| if (exposures.size == 0) 0.0 | |
| else exposures.sum / exposures.size | |
| } | |
| /* A high percentile (95%) of the distribution of exposures at any particular future date. Also called Peak Exposure (PE) */ | |
| def potentialFutureExposure(marketValues: Seq[Double], confidenceLevel: Double): Double = { | |
| val exposures = marketValues.filter(_ > 0) |
barbeque
/ resistor_code.py
Created
February 28, 2012 03:55
— forked from shilrobot/resistor_code.py
cleaned up keyboard binding
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| colors = [ | |
| (0,0,0), | |
| (150,75,0), | |
| (255,0,0), | |
| (255,165,0), | |
| (255,255,0), | |
| (154,205,50), | |
| (100,149,237), |