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            "Programming Language :: Python :: 3",
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        "description": "====================\nYield Curve Dynamics\n====================\n\n\n.. image:: https://img.shields.io/pypi/v/yield_curve_dynamics.svg\n        :target: https://pypi.python.org/pypi/yield_curve_dynamics\n\n.. image:: https://img.shields.io/travis/luphord/yield_curve_dynamics.svg\n        :target: https://travis-ci.org/luphord/yield_curve_dynamics\n\n.. image:: https://readthedocs.org/projects/yield-curve-dynamics/badge/?version=latest\n        :target: https://yield-curve-dynamics.readthedocs.io/en/latest/?badge=latest\n        :alt: Documentation Status\n\n\n\n\nA cursory look at the dynamics of zero coupon bond yield curves.\n\n* Data source: Zero coupon bond yield curve data published by European Central Bank (ECB)\n* Visualization: Animated plot shows a video of historic yield curves\n* Analysis: Principal Component Analysis (PCA) is applied to (shifted) log diffs of keyrates in order to reduce the dimensionality of curve movements\n* Key insight: Three factors (parallel shift, steepening and hump) can capture the majority of curve movements\n* Structure: Functionality is contained in the `yield_curve_dynamics` Python package, presentation is performed using Jupyter notebooks in the `notebooks` directory\n* Free software: MIT license\n* Documentation: https://yield-curve-dynamics.readthedocs.io.\n* Slides_\n\n.. _Slides: https://rawcdn.githack.com/luphord/yield_curve_dynamics/5d435148137b815b2bcc9d48244a1356253defd1/lightning_talk_2019-04-04/Yield%20Curve%20Dynamics.slides.html\n\n\nCredits\n-------\n\nThis package was created with Cookiecutter_ and the `audreyr/cookiecutter-pypackage`_ project template.\n\n.. _Cookiecutter: https://github.com/audreyr/cookiecutter\n.. _`audreyr/cookiecutter-pypackage`: https://github.com/audreyr/cookiecutter-pypackage\n\n\n=======\nHistory\n=======\n\n0.2.0 (2019-04-03)\n------------------\n\n* Ready for lightning talk\n\n0.1.0 (2019-03-21)\n------------------\n\n* First release on PyPI.\n\n\n",
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