A collection of Jupyter notebooks showcasing fundamental funtionality and use cases for MASTIX ALM Studio.
Note: This section is currently under construction. We're actively working to expand our Jupyter notebook repository, and more notebooks 77AD showcasing MASTIX ALM Studio's capabilities will be available shortly.
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Constants, Calculations and Derivatives: Explore the core of MASTIX ALM Studio. Learn to label and group constants, define calculations, and retrieve derivatives.
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Functions: Coming soon! Discover MASTIX ALM Studio's built-in functions and learn to create custom ones. This notebook features some basic analysis of the Black-Scholes option pricing formula, including solving for parameter values using a numerical solver.
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Pandas Analysis of Loan Book: One possible setup with MASTIX ALM Studio is running scheduled batch calculations and analyzing the results using analytics libraries. Among data scientists, the Pandas Python library is particularly popular. In this notebook, we demonstrate how to initiate a cash flow analysis using Pandas. We populate Pandas DataFrames with pre-calculated valuations and risks, and then perform some aggregations and visualizations.
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Basics of Change Attribution Analysis: Coming soon! Explaining the changes in a simple calculation using the attribution tools.
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P&L Explain (Change Attribution Analysis of Present Value): Coming soon! Explaining the changes in the present value of a portfolio with 20 000 interest rate swaps.
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Next-Generation ALM I (Holistic Risk): Coming soon! An illustration of the holistic treatment of contracts that underpins next-gen ALM.
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Next-Generation ALM II (Liquidity): Coming soon!
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Next-Generation ALM II (IRRBB): Coming soon!
The Jupyter notebooks in this repository are free to use, distribute, and modify. They are distributed under the Apache License 2.0. See LICENSE for more information.
MASTIX ALM Studio requires a license and is not included within this repository. For additional information about MASTIX ALM Studio, please connect with us on LinkedIn or reach out to info@mastix.se.