Pricing Term Structure with linear regressions - Tobias Adrian , Richard Crump , Emanuel Monech (2013) Methodology

Replication of ACM 2013 Term Premium code (Pricing the term structure with linear regression) The file with name pseudo inverse implements pseudo inverse of Beta matrix shown in equation 16 and equation 17 ,gives better fit. All codes are executable. To avoid any error define column name for date column after reading the files. The codes are done in R . Any suggestions , corrections will be appreciated. Corrections done on python code initially shared https://github.com/miabrahams/PricingTermStructure