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.

.. grid:: 1 2 3 3
   :gutter: 2

   .. grid-item-card:: History
      :link: /history/interest_rate_models_breakthroughs
      :link-type: doc

      The foundational breakthroughs behind this subpackage, linked to the implementation.

   .. grid-item-card:: Examples
      :link: /api/gallery/interest_rate_models/index
      :link-type: doc

      Runnable tutorials and the full example gallery.

   .. grid-item-card:: API reference
      :link: /api/interest_rate_models
      :link-type: doc

      Every public class and function.