The economic Library#

Overview#

The economic library is for modeling economic scenarios. Currently, the library includes one primary model:

The BasicHullWhite 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#

Overview of BasicHullWhite

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