The economic Library#



The economic library is for modeling economic scenarios. Currently, the library includes one primary model:


This library is in its early alpha release stage, and more contents will be added in near future.

How to Use the Library#

As explained in the Copying a Library section, Create you own copy of the economic library. For example, to copy as a folder named economic under the path C:\path\to\your\, type below in an IPython console:

>>> import lifelib

>>> lifelib.create("economic", r"C:\path\to\your\economic")

Jupyter Notebooks#

Overview of BasicHullWhite

Open In Colab

Library Contents#

File or Folder



The BasicHullWhite model.


Jupyter notebook Overview of BasicHullWhite

Python script for Short rate paths

Python script for Short rate mean and variance

Python script for Discount factor convergence