1 files changed, 36 insertions, 0 deletions
diff --git a/python/exploration/marketing.py b/python/exploration/marketing.py
new file mode 100644
index 00000000..d14d75b6
--- /dev/null
+++ b/python/exploration/marketing.py
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+from analytics.tranche_functions import BCloss_recov_dist, GHquad
+import numpy as np
+import pandas as pd
+import matplotlib as plt
+
+gridsize = 500
+
+def run_scenario(pool_size, rho, successprob, issuerweights, amount):
+    #settings and running
+    Z, w = GHquad(gridsize)
+    S, _ = BCloss_recov_dist(successprob, issuerweights, amount, rho, Z, w, Ngrid=gridsize+1, defaultflag=False)
+    raised = np.arange(0, pool_size+pool_size/gridsize, step=pool_size/gridsize)
+    df = pd.DataFrame(S.flatten(), columns=['Probability'], index=raised)
+    return df
+
+def plot_scenarios(df, pool_size):
+    ''' takes run_scenario df '''
+    bins = [0,0.01,50,100,150,200,250,300,350,400,450,500,pool_size]
+    df1 = df.groupby(pd.cut(df.index,bins,right=False)).sum()
+    ax = df1.plot(kind='bar')
+    plt.pyplot.tight_layout()
+    return ax
+
+def prob_over(df, amount):
+    return df[amount:].sum()
+
+def plot_prob_over(df):
+    ax = (1-df.cumsum()).plot()
+    ax.set_title('Probability of raising X amount of AUM')
+    ax.set_xlabel('Amount Raised')
+    ax.set_ylabel('Probability')
+    return ax
+
+def add_to_plot(df, ax):
+    ax.plot(1-df.cumsum())
+    return ax