You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
This commit was created on GitHub.com and signed with GitHub’s verified signature.
The key has expired.
feature: Estimate convergence factor alpha. The parameter determines the convergence speed of the yield curve towards the Ultimate Forward Rate (UFR). The parameter is estimated by finding the smallest value such that the difference between forward rate at convergence maturity and UFR is smaller than 1bps.