History
0.4.0 (2026-5-20)
- Completed functionality for new alternative extrapolation methodology with documentation
0.3.2 (2026-2-24)
- Added function eiopa_extrapolation to combine bootstrapping and extrapolation
- Changed swap_rates_init and cra parameters of bootstrap_swap_to_zero to in absolute values
- Changed compounding parameter to bool
0.3.1 (2026-2-17)
- Added function alternative_extrapolation
- Added function bootstrap_swap_to_zero and underlying functions
0.3.0 (2025-8-8)
- Fixed bug for EIOPA curves 2023-6-30 and 2025-3-31
- Updated poetry version
0.2.8 (2025-8-1)
- Fixed bug with proxy parameter
- Added LTAS_Govts and LTAS_Corps tp the output
- Added SW parameters and VA portfolios data to the output
- Added alternative extrapolation code
0.2.3 (2024-11-2)
- Added proxies support (functions .get, .refresh and .read have proxies parameter)
0.2 (2024-4-10)
- Switch to mkdocs for documentation
- Restructured project repo with Poetry, pre-commit and Ruff
0.1.23 (2023-9-20)
- Eiopa's 2023-6-1 uses PD_CoD instead pf PD_Cod
0.1.21 (2023-3-29)
- Broken links from EIOPA website fixed
0.1.19 (2022-2-17)
- Alternative extrapolation method from DNB implemented
0.1.18 (2022-1-31)
- Smith-Wilson code added to package
0.1.16 (2022-1-20)
- Major update with database object to store downloaded rfr\'s
0.1.15 (2021-1-29)
0.1.14 (2021-1-25)
0.1.13 (2020-9-27)
- Code satisfies Flake8, solvency2_data.cfg added to pypi package
0.1.11 (2020-9-26)
0.1.8 (2020-3-14)
- Configuration file added to specify data directories
0.1.7 (2020-2-23)
- Broken links from EIOPA website fixed
0.1.5 (2020-1-28)
- Spreads from PD_Cod Excel file added
0.1.4 (2019-11-28)
- Solvency 2 shocked curves added.
0.1.3
0.1.1 (2019-11-6)
0.1.0 (2019-10-27)