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 BasicHullWhite model.

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