Metadata-Version: 2.1
Name: pyacm
Version: 0.1
Summary: ACM Term Premium
Author: Tobias Adrian, Richard K. Crump, Emanuel Moench
Maintainer: Gustavo Amarante
Maintainer-email: developer@dsgepy.com
Keywords: asset pricing,yield curve,term premium
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: pandas
Requires-Dist: scikit-learn
Requires-Dist: numpy
Requires-Dist: matplotlib


# pyacm
Implementation of "Pricing the Term Structure with Linear Regressions" from Adrian, Crump and Moench (2013)
