diff --git a/fecon236/rates/credit.py b/fecon236/rates/credit.py index ad2950b..511882c 100644 --- a/fecon236/rates/credit.py +++ b/fecon236/rates/credit.py @@ -1,14 +1,21 @@ # Python Module for import Date : 2018-11-29 # vim: set fileencoding=utf-8 ff=unix tw=78 ai syn=python : per PEP 0263 -''' -_______________| credit.py :: Credit risk module for fecon236 +"""Credit risk module for fecon236 -- For detailed derivation of Unified Credit Profile, creditprof(), +- For detailed derivation of Unified Credit Profile, `creditprof`, see fecon235 notebook, https://git.io/creditprof -CHANGE LOG For LATEST version, see https://git.io/fecon236 -2018-11-29 Add creditprof(). -''' +Notes +----- +For LATEST version, see https://git.io/fecon236 + + +Change Log +---------- + +* 2018-11-29 Add `creditprof`. + +""" from __future__ import absolute_import, print_function, division @@ -19,10 +26,13 @@ def creditprof(): - '''Credit profile derived from mortgage and corporate credit spreads.''' - # Derivation in fecon235/nb/fred-credit-spreads.ipynb - # See https://git.io/creditprof - # First, note the oldest start date common among all series herein: + """Credit profile derived from mortgage and corporate credit spreads. + + Derivation in fecon235/nb/fred-credit-spreads.ipynb + See https://git.io/creditprof + First, note the oldest start date common among all series herein: + """ + start = '1991-08-30' # ----- MORTGAGE CREDIT SPREAD # Freddie Mac 15-Year Fixed Rate Mortgage v. Treasury 10-year bond. diff --git a/fecon236/rates/fedfunds.py b/fecon236/rates/fedfunds.py index 6bcb047..6d3be92 100644 --- a/fecon236/rates/fedfunds.py +++ b/fecon236/rates/fedfunds.py @@ -1,15 +1,21 @@ # Python Module for import Date : 2018-06-17 # vim: set fileencoding=utf-8 ff=unix tw=78 ai syn=python : per PEP 0263 -''' -_______________| fedfunds.py :: Fed Funds rate module for fecon236 +"""Fed Funds rate module for fecon236 -- For derivation of forefunds() which forecasts the Fed Funds rate, +- For derivation of `forefunds` which forecasts the Fed Funds rate, see https://git.io/fedfunds -CHANGE LOG For LATEST version, see https://git.io/fecon236 -2018-06-17 Spin-off forefunds() from top.py. -''' +Notes +----- +For LATEST version, see https://git.io/fecon236 + +Change Log +---------- + +* 2018-06-17 Spin-off `forefunds` from `top.py`. + +""" from __future__ import absolute_import, print_function, division from fecon236.util import system @@ -19,9 +25,12 @@ def forefunds(nearby='16m', distant='17m'): - '''Forecast distant Fed Funds rate using Eurodollar futures.''' - # Derivation in fecon235/nb/qdl-libor-fed-funds.ipynb - # See https://git.io/fedfunds + """Forecast distant Fed Funds rate using Eurodollar futures. + + Derivation in fecon235/nb/qdl-libor-fed-funds.ipynb + + See https://git.io/fedfunds + """ ffer = get('DFF') # ^Retrieve Fed Funds effective rate, daily since 1954. ffer_ema = ema(ffer['1981':], 0.0645)