Matching Original Paper

This release assures that the output matches the one from the original paper. I would like to thank Emanuel Moench for sharing his replication files from the original paper.

Update documentation

Update documentation and usage examples

v0.3

Update Documentation, sample data and examples

Now usable

This versions is "usable". There are still improvements to be developed and construct examples and use cases. These are coming soon.

What's Changed

• Adding utility functions by @gusamarante in #1
• Adding the Model by @gusamarante in #2
• Forward curve functionality by @gusamarante in #3
• Examples and refinments by @gusamarante in #4

New Contributors

• @gusamarante made their first contribution in #1

Full Changelog: v0.1...v0.2

Save the name

Just a commit to grab the name on pypi. Still under development