diff options
Diffstat (limited to 'python/notebooks/Curve Trades.ipynb')
| -rw-r--r-- | python/notebooks/Curve Trades.ipynb | 34 |
1 files changed, 33 insertions, 1 deletions
diff --git a/python/notebooks/Curve Trades.ipynb b/python/notebooks/Curve Trades.ipynb index 20912cb1..f0027e40 100644 --- a/python/notebooks/Curve Trades.ipynb +++ b/python/notebooks/Curve Trades.ipynb @@ -164,6 +164,15 @@ "metadata": {}, "outputs": [], "source": [ + "model_results" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ "results\n", "#first number: at 5% flatness\n", "#second number: at predicted curve shape\n", @@ -175,6 +184,29 @@ "execution_count": null, "metadata": {}, "outputs": [], + "source": [ + "df = ct.forward_spread(index)\n", + "df.plot()\n", + "plt.ylabel('spread')\n", + "plt.xlabel('forward spread start date')" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "df = ct.spot_forward(index)\n", + "df.plot()\n", + "plt.ylabel('spread')" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], "source": [] } ], @@ -194,7 +226,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.6.3" + "version": "3.6.4" } }, "nbformat": 4, |