diff options
Diffstat (limited to 'python/notebooks/Curve Trades.ipynb')
| -rw-r--r-- | python/notebooks/Curve Trades.ipynb | 28 |
1 files changed, 27 insertions, 1 deletions
diff --git a/python/notebooks/Curve Trades.ipynb b/python/notebooks/Curve Trades.ipynb index 4165bd98..1695b412 100644 --- a/python/notebooks/Curve Trades.ipynb +++ b/python/notebooks/Curve Trades.ipynb @@ -11,6 +11,7 @@ "import numpy as np\n", "import graphics as g\n", "import globeop_reports as go\n", + "import analytics.curve_trades as ct\n", "\n", "from ipywidgets import widgets\n", "from analytics.scenarios import run_curve_scenarios\n", @@ -220,7 +221,7 @@ "metadata": {}, "outputs": [], "source": [ - "model = ct.curve_model('5yr', '10yr', index='IG')\n", + "model = ct.curve_model('5yr', '10yr', index='IG', max_series=33)\n", "model_results = ct.curve_model_results(model[0], model[1])" ] }, @@ -240,6 +241,24 @@ "metadata": {}, "outputs": [], "source": [ + "model_results.iloc[-1]" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "model[1].summary()" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ "#Do the same regression for Itrxx\n", "model = ct.curve_model('5yr', '10yr', index='EU')\n", "model_results = ct.curve_model_results(model[0], model[1])" @@ -492,6 +511,13 @@ "metadata": {}, "outputs": [], "source": [] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [] } ], "metadata": { |