creditprice 0.0.8

Credit price tool

#Introduction This package is used to create a suitable plan of credit price for different borrowers.As historical borrowers' credit score and loan interests are given, you can train a credit price model through this package, and this model will allow you to calculate a different, recommended loan interest for any borrower only based on his or her credit score.

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#Example:

import creditprice as cp
#生成数据
import numpy as np
import pandas as pd
np.random.seed(123)
score = 650 + 100 * np.random.randn(1000)
price = 0.2 + 0.1 * np.random.randn(1000)
flag = np.random.randint(2, size=1000)
flagy = np.random.binomial(1, 0.2, size=flag[flag == 1].shape[0])
data = pd.DataFrame(columns=['score', 'r', 'accept', 'flagy'])
data['score'] = score
data['r'] = price
data['accept'] = flag
data.loc[data.accept == 1, 'flagy'] = flagy
#生成模型
cl = cp.calc(ld=0.5, d = 1, rl = 0.05, rf = 0.04, score='score', interest='r', flag='accept', y = 'flagy')
#计算利率表
r_table = cl.calc_r_table(data = data)
#根据data计算单利率
r = cl.calc_r(p=0.2, data=data)