1 files changed, 38 insertions, 5 deletions
diff --git a/python/notebooks/Curve Trades.ipynb b/python/notebooks/Curve Trades.ipynb
index 6042ccc6..7f120638 100644
--- a/python/notebooks/Curve Trades.ipynb
+++ b/python/notebooks/Curve Trades.ipynb
@@ -125,7 +125,8 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "model = ct.curve_model()"
+    "model = ct.curve_model()\n",
+    "model_results = ct.curve_model_results(model[0], model[1])"
    ]
   },
   {
@@ -134,9 +135,7 @@
    "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--')"
+    "model[1].summary()"
    ]
   },
   {
@@ -145,7 +144,41 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "model.iloc[-1]"
+    "import numpy as np\n",
+    "ax = model_results[['ratio','predicted']].plot()\n",
+    "ax.plot(model_results.index, model_results.up_2_stdev, 'r--')\n",
+    "ax.plot(model_results.index, model_results.down_2_stdev, 'b--')"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "model_results.iloc[-1]"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "#Var on current position\n",
+    "results = ct.curve_var()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "results\n",
+    "#first number: at 5% flatness\n",
+    "#second number: at predicted curve shape\n",
+    "#third number: at 5% flatness given duration and spread"
    ]
   },
   {