merton.calibration.base

Calibrator ABC, result dataclass, and registry.

Classes

CalibrationResult	Output of any Calibrator.
Calibrator	Base class for calibration strategies.

Functions

register(→ Any)	Decorator: register a custom Calibrator under name.
get(→ type[Calibrator])	Look up a calibrator class by name.
available_methods(→ list[str])	Return all registered calibration method names.

Module Contents

class merton.calibration.base.CalibrationResult

Output of any Calibrator.

asset_value

Inferred firm asset value A (scalar or time series).

asset_vol

Inferred annualised asset volatility σ_A.

asset_drift

Inferred drift μ (only set by MLE methods).

log_likelihood

Optimised log-likelihood, when applicable.

covariance

Asymptotic covariance matrix of parameters, when applicable.

n_iter

Iteration count of the solver.

converged

Whether the solver hit tol before max_iter.

method

Name of the calibrator that produced this result.

diagnostics

Free-form bag of solver-specific telemetry.

asset_value: float | merton._typing.FloatArray

asset_vol: float

asset_drift: float | None = None

log_likelihood: float | None = None

covariance: numpy.ndarray | None = None

n_iter: int = 0

converged: bool = True

method: str = 'unknown'

diagnostics: dict[str, Any]

class merton.calibration.base.Calibrator

Bases: abc.ABC

Base class for calibration strategies.

Subclasses override fit() and set the class attribute method (a short string identifier used for registry lookups).

method: ClassVar[str] = ''

abstractmethod fit(firm: merton.core.firm.Firm) → CalibrationResult

Infer asset value & volatility for firm.

merton.calibration.base.register(name: str) → Any

Decorator: register a custom Calibrator under name.

Examples

>>> @register("my_method")
... class MyCalibrator(Calibrator):
...     method = "my_method"
...
...     def fit(self, firm): ...

merton.calibration.base.get(name: str) → type[Calibrator]

Look up a calibrator class by name.

merton.calibration.base.available_methods() → list[str]

Return all registered calibration method names.