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Show HN: Credkit – Easier Loan Modeling

1 points| jt-hill | 4 months ago |github.com

It made no sense to me that QuantLib makes it so hard to do simple loan portfolio modeling, so I've been working on credkit to fill that gap with something that works the way I think it should work.

Check it out on PyPI: https://pypi.org/project/credkit/

Blog post: https://jt-hill.com/introducing-credkit/

1 comment

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jt-hill|4 months ago

I work in credit risk and needed to model consumer loans in Python. I couldn't find a tool that made it easy to model simple loans either individually or at the pool level, so I decided to make my own.

It's early (v0.2.0) but works end-to-end and can produce an amortization schedule from loan characteristics

Up next are the actual credit risk features I wanted from the start.

Feedback welcome!