financialkit.interest_rate_models#
Merton, Vasicek, CIR and affine short rates, Ho-Lee, Hull-White, G2++ and Black-Derman-Toy fitted to the curve, Jamshidian bond options and swaptions, Black caps and swaptions, and HJM.
History
The foundational breakthroughs behind this subpackage, linked to the implementation.
Examples
Runnable tutorials and the full example gallery.
API reference
Every public class and function.