Computed with taste shocks (discrete choice methods) for
Value and default option:
Default value:
Repayment values:
Choice probabilities for
Bond price schedule:
with
Functional forms and shocks:
Name | Name | Last commit message | Last commit date | |
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Computed with taste shocks (discrete choice methods) for
Value and default option:
Default value:
Repayment values:
Choice probabilities for
Bond price schedule:
with
Functional forms and shocks:
Fortran+OpenMP implementation of the canonical sovereign default model with long-term debt. Solved with discrete choice methods.