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DOC: Refactor rates docstrings to numpydoc format #11

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DOC: Refactor rates docstrings to numpydoc format #11

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d4a612a
Refactor credit.py docstrings to numpydoc format
addisonlynch May 22, 2019
514656e
Refactor fedfunds.py docstrings to numpydoc format
addisonlynch May 22, 2019
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30 changes: 20 additions & 10 deletions fecon236/rates/credit.py
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Original file line number Diff line number Diff line change
@@ -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

Expand All @@ -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.
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27 changes: 18 additions & 9 deletions fecon236/rates/fedfunds.py
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Original file line number Diff line number Diff line change
@@ -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
Expand All @@ -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)
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