Term Premium Modelling

MATLAB implementation of the Adrian-Crump-Moench (ACM) term premium model.

https://github.com/mathworks/term-premium-modelling

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Cite As

Ken Deeley (2026). Term Premium Modelling (https://github.com/mathworks/term-premium-modelling/releases/tag/v1.0.1), GitHub. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with R2025a and later releases

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.1

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.