FinanceToolkit v1.8.5
This release contains new Fixed Income metrics as part of the Economics module, these contain Option-Adjusted Spreads, Effective Yields, Total Returns and Yield to Worst. For example, see the Option-Adjusted Spread below (see documentation here):
![image](https://private-user-images.githubusercontent.com/46355364/318855019-b645e60d-8ad0-4485-b23b-be1e7420eb7a.png?jwt=eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.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._7KBf7QBgR-mXI0BEZqeCQh6WeM9Lkf0HUPP-vVbEGQ)
The Option-Adjusted Spread (OAS) is the spread relative to a risk-free interest rate, usually measured in basis points (bp), that equates the theoretical present value of a series of uncertain cash flows to the market price of a fixed-income investment. The spread is added to the risk-free rate to compensate for the uncertainty of the cash flows. This is usually a better alternative than the usual Z-spread used to price derivatives.
Furthermore, @northern-64bit (maintainer of scikit-multilearn-ng) introduced new AR and MA models that can be utilised with any type of time series. For more information, see #117. @northern-64bit actually introduced many more models in the Finance Toolkit as seen here.
Furthermore, I've introduced bug fixes solving #128 and #129.