add setup file to save the name

Author: gusamarante

setup.py

@@ -0,0 +1,35 @@
+from setuptools import setup, find_packages
+import codecs
+import os
+
+here = os.path.abspath(os.path.dirname(__file__))
+
+with codecs.open(os.path.join(here, "README.md"), encoding="utf-8") as fh:
+    long_description = "\n" + fh.read()
+
+VERSION = '0.1'
+DESCRIPTION = 'ACM Term Premium'
+
+# Setting up
+setup(
+    name="pyacm",
+    version=VERSION,
+    author="Tobias Adrian, Richard K. Crump, Emanuel Moench",
+    maintainer="Gustavo Amarante",
+    maintainer_email="[email protected]",
+    description=DESCRIPTION,
+    long_description_content_type="text/markdown",
+    long_description=long_description,
+    packages=find_packages(),
+    install_requires=[
+        'pandas',
+        'scikit-learn',
+        'numpy',
+        'matplotlib',
+    ],
+    keywords=[
+        'asset pricing',
+        'yield curve',
+        'term premium',
+    ],
+)