credit-analysis

You can calculate bond pricing and default probability using structural models like Merton and Altman Z-Score to quantify financial distress and credit risk for corporate debt instruments.

Yes, you can use numpy, scipy, and pandas to perform yield curve fitting with Nelson-Siegel or Svensson models for fixed-income analytics and interest rate risk management.

The best way to calculate modified duration and DV01 is by applying duration-based interest rate risk management techniques to evaluate the fixed-income instrument valuation and yield curve sensitivity.

Yes, the framework provides market-specific intelligence offering deep-dive analysis for Chinese LGFV City Investment bonds, ABS/MBS structures, and credit spread strategies.

The Merton structural model estimates default probability by treating corporate debt as an option on the firm's assets, quantifying financial distress and structural credit risk metrics.

Altman Z-Score focuses on quantitative credit assessment using accounting data to predict financial distress, but it does not directly calculate bond pricing, yield curve modeling, or duration metrics.