The economic Library¶
Overview¶
The economic library is for modeling economic scenarios. Currently, the library includes one primary model:
Todo
This library is in its early alpha release stage, and more contents will be added in near future.
How to Use the Library¶
As explained in the Copying a Library section, Create you own copy of the economic library. For example, to copy as a folder named economic under the path C:\path\to\your\, type below in an IPython console:
>>> import lifelib
>>> lifelib.create("economic", r"C:\path\to\your\economic")
Jupyter Notebooks¶
Library Contents¶
File or Folder |
Description |
|---|---|
BasicHullWhite |
The |
hull-white-simulation.ipynb |
Jupyter notebook Overview of BasicHullWhite |
plot_ex1_short_rate_paths.py |
Python script for Short rate paths |
plot_ex2_short_rate_mean_variance.py |
Python script for Short rate mean and variance |
plot_ex3_disc_factor_convergence.py |
Python script for Discount factor convergence |