lifelib v0.6.0 (28 August 2022)¶
This release adds a new library, economic.
To update lifelib, run the following command:
>>> pip install lifelib --upgrade
If you’re using Anaconda, use the conda command instead:
>>> conda update lifelib
New Library¶
The new economic library currently has one model, BasicHullWhite.
BasicHullWhite is a simple implementation of the Hull-White model.
BasicHullWhite preforms Monte-Carlo simulations
and generates paths of the instantaneous short rate based on the Hull-White model.
Many properties of the Hull-White model are analytically solvable,
and BasicHullWhite also includes formulas analytically solving for the properties.
See economic and BasicHullWhite for more details.