+Demo of a Credit Portfolio Model (inspired by Credit Metrics) and +integration of credit and market risk in ORE + +1) Portfolio + + Test Portfolios of varying size and compostion + - single bond + - bond and swap + - 3 bonds + - 10 bonds + - single CDS + - bond and CDS + - 100 bonds + +2) Market + + Pseudo market as of 5/02/2016 + +3) Pricing + + Multi curve, separate discount ad forward curves + +4) Analytics + + Credit Migration Risk + +5) Run Example + + python run.py +