code: def reduce(self, taxonomies):
          
          new = copy.copy(self)
          new.taxonomies = sorted(taxonomies)
          new._riskmodels = {}
          for riskid, rm in self._riskmodels.items():
              if riskid in taxonomies:
                  new._riskmodels[riskid] = rm
                  rm.compositemodel = new
          return new
docs: :param taxonomies: a set of taxonomies
          :returns: a new CompositeRiskModel reduced to the given taxonomies