merton.extensions.base

Structural-model ABC and shared result dataclass.

Classes

StructuralResult	Output of any StructuralModel.
StructuralModel	ABC for structural credit-risk models beyond the flat Merton setup.

Module Contents

class merton.extensions.base.StructuralResult

Output of any StructuralModel.

Mirrors the shape of merton.MertonResult so downstream tools can treat any structural fit uniformly.

firm: merton.core.firm.Firm

asset_value: float | merton._typing.FloatArray

asset_vol: float

default_point: float | merton._typing.FloatArray

dd: float

pd: float

method: str

diagnostics: dict[str, Any]

summary() → str

class merton.extensions.base.StructuralModel

Bases: abc.ABC

ABC for structural credit-risk models beyond the flat Merton setup.

method: str = ''

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

Return a StructuralResult for firm.