Update README

Author: gusamarante

README.md

@@ -1,6 +1,7 @@
 [paper_website]: https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr340.pdf
 [inference_atribute]: https://github.com/gusamarante/pyacm/blob/ba641c14e450fc83d22db4ef5e60eadbd489b351/pyacm/acm.py#L203
-**Still under development...**
+
+**<span style="color:red">STILL UNDER DEVELOPMENT</span>**
 
 # pyacm
 Implementation of ["Pricing the Term Structure with Linear Regressions" from 
@@ -9,14 +10,28 @@ Adrian, Crump and Moench (2013)][paper_website].
 The `NominalACM` class prices the time series and cross-section of the term 
 structure of interest rates using a three-step linear regression approach.
 Computations are fast, even with a large number of pricing factors. The object 
-carries all the relevant measures as atributes:
-- SOON...
+carries all the relevant variables as atributes:
+- The yield curve itself
+- The excess returns from the synthetic zero coupon bonds
+- The principal components of the curve used as princing factors
+- Risk premium parameter estimates
+- Yields fitted by the model
+- Risk-neutral yields
+- Term premium
+- Expected return loadings
+- Hypothesis testing (Not sure if correct, more info observations below)
+
+
+# Instalation
+```bash
+pip install pyacm
+```
 
 # Example
 SOON...
 
 
-### Observations
+# Observations
 I am not completely sure that computations in the [inferences attributes]
 [inference_atribute] are correct. If you find any mistakes, please open a pull 
 request following the contributing guidelines.