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Building a Framework

Overview

Frameworks are a set of structured and generic analytics with pre-specified inputs, calculations to be executed on the inputs and outputs metrics, that the user wants to execute consistently on a given entity. For instance, a 36-month loan valuation framework consists of a set of required inputs (loan amount, interest rate, term and application data), a set of calculations (default probabilities, prepayment probabilities) and a set of output metrics (monthly cash flow projections).

This tutorial provides an overview of a framework structure using a simple example (Refer to the section on Registering a Framework for more details.)

Framework Structure

framework structure

Example

framework structure

Optimization using a Framework

framework structure