affordability_stress_backtest
                        Verify Frozen Household Stress Assessments
aggregate_netting_set_exposure
                        Signed Netting, Collateral Unit Ledgers and
                        Frozen Closeout Exposure
assess_counterfactual_robustness
                        Shared Finite Counterfactual Robustness
                        Scenarios
assess_transfer_applicability
                        Explicit Payment Restrictions and Transfer
                        Default Risk
asset_pool_backtest     Observed Asset-Pool and Tranche Cash Validation
assign_model_role       Dated Local Model Roles and Monitoring
                        Escalation
auc_gini                Observed binary-outcome validation and exact
                        common-PD count testing
benchmark_predictions   Paired Frozen Predictions and Dated Rating
                        Benchmarks
build_application_snapshot
                        Application evidence, selection-aware targets
                        and conditional risk
build_bnpl_obligation_features
                        Dated BNPL Purchase Plans and Allocated
                        Obligations
build_bureau_features   Dated Bureau, Thin-File and Income Evidence
build_calculation_context
                        Build an Explicit Reproducible Calculation
                        Context
build_collections_episodes
                        Dated Collections Episodes, Operational Cure
                        and Recovery Economics
build_credit_asset_pool
                        Dated Structured Pools, Static Tranche Loss and
                        Borrowing Bases
build_credit_quote_snapshot
                        Local Market Credit Pricing, Calibration and
                        Historical Physical PD
build_debt_schedule     Contractual Debt Service and Cash Conserving
                        Waterfalls
build_entity_graph      Dated relationships and explicit risk
                        adjustment contracts
build_monitoring_cohorts
                        Mature-outcome monitoring, distribution drift
                        and paired diagnostics
build_payment_history_features
                        Historical Retail Payment and Revolving
                        Features
build_rating_subjects   Dated local ratings, immutable model versions
                        and historical replay
build_retail_sme_features
                        Explicit Small-Business and Household Cash
                        Interactions
build_selection_dataset
                        Selection Mechanisms, Reject Inference and
                        Honest Evidence Scopes
build_transaction_features
                        Booked Cashflow and Retail Liquidity Features
calibrate_beta          Explicit Calibration, Uncertainty and Model
                        Selection
calibrate_intercept     Fit and Apply Frozen Probability Calibration
collections_backtest    Validate Dated Collections Cashflow Forecasts
combine_pd_signals      Compatible PD Pooling, Held-Out Stacking and
                        Frozen Model Graphs
compile_credit_decision_policy
                        Compile, evaluate and explain local credit
                        decision policies
compile_qualitative_rubric
                        Frozen Qualitative Rubrics and Dated Structured
                        Evidence
compute_credit_ale      Supported First and Purified Second-Order
                        Accumulated Local Effects
compute_credit_ice      Feasible Ordered Local Credit Prediction Paths
compute_days_past_due   Dated Behavioral Account Risk and State
                        Dynamics
compute_limit_frontier
                        Local Limit, Quote and Treatment Scenario
                        Economics
conditional_pd_from_cumulative
                        Default curve inversion, annual hazards and
                        rating migration
content_fingerprint     Canonical Content Fingerprint for Local Data
                        Contracts
counterparty_exposure_backtest
                        Validate Frozen Counterparty Exposure and
                        Closeout Forecasts
covered_bond_dual_recourse
                        Capped issuer, cover-pool and residual-estate
                        recovery
credit_loss_distribution
                        Portfolio Loss Distribution, Tail Allocation
                        and Concentration
credit_permutation_importance
                        Frozen Held-Out Grouped Permutation Importance
cumulative_pd_from_conditional
                        First-Default Probabilities from Period Hazards
debt_to_income          Explicit Affordability Ratios and Income
                        Surplus
decision_policy_backtest
                        Historical Decision-Policy Backtest
detect_cashflow_default
                        Cashflow Double Test and Independent Default
                        Triggers
discount_recoveries     Dated Recovery Valuation and Raw Economic
                        Workout LGD
estimate_downturn_lgd   Declared Adverse-Scenario Conditional LGD
                        Comparison
estimate_long_run_pd    Estimate observed long-run annual default rates
estimate_simulation_risk
                        Sampling Aware Default and Joint Loss Estimates
estimate_survival_curve
                        Frozen survival, competing-risk and multistate
                        models
estimate_tranche_credit_metrics
                        Definition-specific tranche risk and paired
                        structure stress
evaluate_decision_grid
                        Held-Out Policy Evaluation, Constrained
                        Selection and Robustness
expected_loss           Expected Default Loss
expected_loss_from_paths
                        Joint Path, Exclusive Event and Portfolio Loss
                        Expectations
explain_linear_credit_prediction
                        Frozen Linear and Grouped Shapley Credit
                        Attribution
exposure_schedule       Dated Drawn Exposure Schedules and Realized
                        Conversion Factors
find_feasible_credit_counterfactual
                        Finite-Domain Feasible Credit Counterfactual
                        Search
fit_bayesian_pd         Proper-prior Bayesian logit and probit
                        posterior simulation
fit_binary_glm          Estimate and Apply Binary Probability Models
fit_discriminant_pd     Portable probabilistic classification models
                        and explicit raw scores
fit_ead_model           Frozen CCF Conditional Means and Direct EAD
                        Distributions
fit_elicited_beta_prior
                        Documented Expert Probabilities, Agreement and
                        Exact Finite Networks
fit_fractional_lgd      Frozen Conditional LGD Mean and Distribution
                        Models
fit_gam_pd              Constrained logistic spline models and portable
                        tree ensembles
fit_neural_pd           Native portable MLP, GRU and LSTM credit
                        likelihood models
fit_preprocessor        Frozen training transformations and auditable
                        financial features
fit_recovery_hurdle     Residual Terminal Payouts and Open Workout
                        Valuation
fit_retail_risk_pools   Frozen Retail Pools and Local Risk Parameters
fit_scorecard           Estimated logistic scorecards, odds scales and
                        contribution explanations
generate_macro_reference_world
                        Offline Synthetic Credit Worlds with Shared
                        Actual Innovations
importance_sample_defaults
                        Gaussian Importance Sampling for First Default
                        and Loss
lgd_backtest            Frozen Loss, Survival, Population and Migration
                        Validation
merton_equity_value     Asset-based valuation, terminal default, first
                        passage and empirical calibration
override_monitoring     Dated Override and Separately Observed Stage
                        Validation
pit_ttc_transform       Explicit Gaussian factor PIT and TTC
                        transformation
predict_cure_and_redefault
                        Ordered Cure and Subsequent Re-Default
                        Projections
prepare_credit_portfolio
                        Shared Default Groups, Portfolio Migration and
                        Paired Dependence Stress
rank_credit_reason_codes
                        Consolidate Stored Model and Policy Reasons
read_local_dataset      Local typed credit data and dated observation
                        preparation
reconcile_card_authorizations
                        Reconcile Dated Card Authorizations and
                        Settlements
retail_pool_diagnostics
                        Validation of Frozen Retail Risk Pools
run_tranche_waterfall   Contractual tranche cash accounts and payment
                        priorities
selection_bias_sensitivity
                        Validation of Frozen Selection Candidates
serialize_fitted_model
                        Exchange Versioned Local Model Artifacts
simulate_asset_pool     Dated asset pool cashflows with shared default
                        events
simulate_contract_counterparties
                        Shared Counterparty Defaults and Contract
                        Cashflow Interruptions
simulate_operating_cashflows
                        Explicit Operating Cashflows and Physical Asset
                        Paths
simulate_recovery_waterfall
                        Dated Recovery Allocation on Shared Default
                        Events
simulate_trade_receivables
                        Invoice cashflows with shared debtor, seller
                        and servicer events
simulate_transactions   Execute Frozen Transaction Cash Pools on Shared
                        Scenarios
simulation_convergence
                        Simulation Precision and Evaluated Frozen Model
                        Sensitivity
stress_pool_counterparties
                        Counterparty netting, collateral and
                        replacement cash stress
transform_macro_history
                        Release-Aware Macro Dynamics, Cycle Laws and
                        Satellite Transmission
validate_dependence_matrix
                        Explicit Dependence Models and Addressed
                        Innovations
validate_probability    Validate Probability Values
validate_rating_scale   Validate an Explicit Rating Scale and Assign PD
                        Grades
validate_retail_cohort
                        Retail Cohort and Exact Monthly Transition
                        Validation
validate_retail_dataset
                        Point-in-Time Retail Records and Household
                        Obligations
validate_source_lineage
                        Audit Source Lineage and Frozen Historical
                        Replay
validate_system_coverage
                        Assess Explicit System and Release Evidence
vintage_backtest        Fixed Origination Vintage Backtest
