GitHub - Mirkiux/affine: Affine term structure modeling Python package. See LICENSE for terms of use.

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Affine term structure modeling Python package. See LICENSE for terms of use.

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Name		Name	Last commit message	Last commit date
Latest commit History 488 Commits
affine_source		affine_source
data		data
examples		examples
.gitattributes		.gitattributes
.gitignore		.gitignore
LICENSE		LICENSE
README		README
blas_lapack.pxd		blas_lapack.pxd
example_kalman.py		example_kalman.py
example_kalman_onlylatent.py		example_kalman_onlylatent.py
requirements.txt		requirements.txt
setup.py		setup.py

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Python module for solving affine models of the term structure.

Please see LICENSE file for terms of use.

Please reach out to author for documentation, as it is still being considered
for publication.