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pyacm/acm.py

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Original file line numberDiff line numberDiff line change
@@ -165,6 +165,7 @@ def __init__(
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self.lambda0, self.lambda1, self.mu_star, self.phi_star = self._retrieve_lambda()
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# TODO EVERYTHING RIGHT UP TO HERE
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# TODO PAREI AQUI - Olhar em que situações pode-se usar os yield mensais.
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if self.curve.index.freqstr == 'M':
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X = self.pc_factors_m
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r1 = self.rf_m
@@ -340,7 +341,6 @@ def _retrieve_lambda(self):
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return lambda0, lambda1, muStar, phiStar
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def _affine_recursions(self, lambda0, lambda1, X_in, r1):
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# TODO PAREI AQUI
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X = X_in.T.values[:, 1:]
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r1 = vec(r1.values)[-X.shape[1]:, :]
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