(NAR, net_returns, p_csum) = LCH.get_NARs(cur_LD, term)
LD.ix[cur_loans,'ROI'] = NAR #measured performance of each loan
LD.ix[cur_loans,'net_returns'] = net_returns #principal weighted avg monthly returns
LD.ix[cur_loans,'prnc_weight'] = p_csum #principal weighted avg monthly returns
LD.ix[cur_loans,'default_prob'] = LD.ix[cur_loans,'is_observed'].astype(float) #principal weighted avg monthly returns
(exp_NAR, tot_default_prob, exp_num_pymnts, exp_net_returns, exp_csum) = \
LCH.get_expected_NARs(cur_LD, term, all_hazards[term])
LD.ix[cur_loans,'ROI'] = exp_NAR
LD.ix[cur_loans,'default_prob'] = tot_default_prob
LD.ix[cur_loans,'exp_num_pymnts'] = exp_num_pymnts
LD.ix[cur_loans,'net_returns'] = exp_net_returns
LD.ix[cur_loans,'prnc_weight'] = exp_csum
LD.ix[cur_loans, 'best_NAR'] = LCH.get_best_returns(cur_LD, term)
LD.ix[LD.is_observed,'exp_num_pymnts'] = LD.ix[LD.is_observed,'num_pymnts']
#%%
save_columns = ['ROI',
'acc_now_delinq',
'addr_state',
'annual_inc',
'annual_inc_joint',
'best_NAR',
'collections_12_mths_ex_med',
'cr_line_dur',
'delinq_2yrs',
'desc_length',
'default_prob',
LD.ix[cur_loans,
'net_returns'] = net_returns #principal weighted avg monthly returns
LD.ix[cur_loans,
'prnc_weight'] = p_csum #principal weighted avg monthly returns
LD.ix[cur_loans, 'default_prob'] = LD.ix[cur_loans, 'is_observed'].astype(
float) #principal weighted avg monthly returns
(exp_NAR, tot_default_prob, exp_num_pymnts, exp_net_returns, exp_csum) = \
LCH.get_expected_NARs(cur_LD, term, all_hazards[term])
LD.ix[cur_loans, 'ROI'] = exp_NAR
LD.ix[cur_loans, 'default_prob'] = tot_default_prob
LD.ix[cur_loans, 'exp_num_pymnts'] = exp_num_pymnts
LD.ix[cur_loans, 'net_returns'] = exp_net_returns
LD.ix[cur_loans, 'prnc_weight'] = exp_csum
LD.ix[cur_loans, 'best_NAR'] = LCH.get_best_returns(cur_LD, term)
LD.ix[LD.is_observed, 'exp_num_pymnts'] = LD.ix[LD.is_observed, 'num_pymnts']
#%%
save_columns = [
'ROI', 'acc_now_delinq', 'addr_state', 'annual_inc', 'annual_inc_joint',
'best_NAR', 'collections_12_mths_ex_med', 'cr_line_dur', 'delinq_2yrs',
'desc_length', 'default_prob', 'dti', 'dti_joint', 'emp_length',
'exp_num_pymnts', 'funded_amnt', 'grade', 'home_ownership',
'inq_last_6mths', 'initial_list_status', 'int_rate', 'is_observed',
'issue_d', 'issue_day', 'last_credit_pull_dur', 'latitude', 'longitude',
'loan_amnt', 'loan_status', 'mths_since_last_delinq',
'mths_since_last_major_derog', 'mths_since_last_record', 'net_returns',
'num_add_desc', 'num_pymnts', 'open_acc', 'prnc_weight', 'pub_rec',
'purpose', 'revol_bal', 'revol_util', 'sub_grade', 'term', 'total_acc',
