1 files changed, 41 insertions, 1 deletions
diff --git a/python/notebooks/Curve Trades.ipynb b/python/notebooks/Curve Trades.ipynb
index 5d1a1bec..6042ccc6 100644
--- a/python/notebooks/Curve Trades.ipynb
+++ b/python/notebooks/Curve Trades.ipynb
@@ -94,7 +94,7 @@
    "outputs": [],
    "source": [
     "#Theta with 3-5-10 Strategy\n",
-    "theta_ratio_within_series = ct.theta_ratio_within_series()\n",
+    "theta_ratio_within_series = ct.ratio_within_series(param = 'duration')\n",
     "ct.curve_3_5_10(theta_ratio_within_series)"
    ]
   },
@@ -113,6 +113,46 @@
    "execution_count": null,
    "metadata": {},
    "outputs": [],
+   "source": [
+    "#Relative Spread Difference\n",
+    "spread_ratio = ct.ratio_within_series(param = 'closespread')\n",
+    "spread_ratio.groupby(level = ['date']).last()['closespread_ratio_to_5yr'].plot()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "model = ct.curve_model()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "ax = model[['ratio','predicted']].plot()\n",
+    "ax.plot(model.index, model.up_2_stdev, 'r--')\n",
+    "ax.plot(model.index, model.down_2_stdev, 'b--')"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "model.iloc[-1]"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
    "source": []
   }
  ],