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smith_wilson/SWCalibrate.py

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def SWCalibrate(r, M, ufr, alpha):
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def SWCalibrate(r, M, ufr: float, alpha: float):
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"""
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Calculate the calibration vector using the Smith-Wilson algorithm.
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smith_wilson/SWExtrapolate.py

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def SWExtrapolate(M_Target, M_Obs, b, ufr, alpha):
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def SWExtrapolate(M_Target, M_Obs, b, ufr: float, alpha: float):
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"""
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Interpolate or extrapolate rates for targeted maturities using the Smith-Wilson algorithm.
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smith_wilson/SWHeart.py

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def SWHeart(u, v, alpha):
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def SWHeart(u, v, alpha: float):
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"""
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Calculate the heart of the Wilson function.
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