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lines changed Original file line number Diff line number Diff line change 1+ # Contributing
2+
3+ When contributing to this repository, please first discuss the change you wish
4+ to make via issue or pull request. Make sure that any contributions use
5+ consistent code conventions and clear function/method/variable names. The code
6+ must be clearly commented, documenting intentions and edge cases. There must be
7+ no sensitive materials in the revision history, issues, or pull requests (for
8+ example, passwords or other non-public information).
9+
10+ Please be polite and cordial in your interactions.
11+
12+ If you need more information and help, specially about contributing, you can
13+ contact Gustavo Amarante on
[email protected]
Original file line number Diff line number Diff line change 1+ [ paper_website ] : https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr340.pdf
2+ [ inference_atribute ] : https://github.com/gusamarante/pyacm/blob/ba641c14e450fc83d22db4ef5e60eadbd489b351/pyacm/acm.py#L203
3+ ** Still under development...**
4+
15# pyacm
2- Implementation of "Pricing the Term Structure with Linear Regressions" from Adrian, Crump and Moench (2013)
6+ Implementation of [ "Pricing the Term Structure with Linear Regressions" from
7+ Adrian, Crump and Moench (2013)] [ paper_website ] .
8+
9+ The ` NominalACM ` class prices the time series and cross-section of the term
10+ structure of interest rates using a three-step linear regression approach.
11+ Computations are fast, even with a large number of pricing factors. The object
12+ carries all the relevant measures as atributes:
13+ - SOON...
14+
15+ # Example
16+ SOON...
17+
318
4- Still under development...
19+ ### Observations
20+ I am not completely sure that computations in the [ inferences attributes]
21+ [ inference_atribute] are correct. If you find any mistakes, please open a pull
22+ request following the contributing guidelines.
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