pyacm 1.1__tar.gz → 1.2__tar.gz

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@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: pyacm
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- Version: 1.1
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+ Version: 1.2
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  Summary: ACM Term Premium
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  Author: Tobias Adrian, Richard K. Crump, Emanuel Moench
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  Maintainer: Gustavo Amarante
@@ -410,7 +410,7 @@ class NominalACM:
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  Bpb = np.kron(B[n - 1, :], B[n - 1, :])
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  s0term = 0.5 * (Bpb @ self.s0 + self.omega[0, 0])
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- A[n] = A[n - 1] + B[n - 1, :] @ (self.mu - lambda0) + s0term + A[0]
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+ A[n] = (A[n - 1] + B[n - 1, :] @ (self.mu - lambda0) + s0term + A[0])[0]
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  B[n, :] = B[n - 1, :] @ (self.phi - lambda1) + B[0, :]
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  return A, B
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: pyacm
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- Version: 1.1
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+ Version: 1.2
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  Summary: ACM Term Premium
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  Author: Tobias Adrian, Richard K. Crump, Emanuel Moench
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  Maintainer: Gustavo Amarante
@@ -7,7 +7,7 @@ here = os.path.abspath(os.path.dirname(__file__))
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  with codecs.open(os.path.join(here, "README.md"), encoding="utf-8") as fh:
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  long_description = "\n" + fh.read()
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- VERSION = '1.1'
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+ VERSION = '1.2'
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  DESCRIPTION = 'ACM Term Premium'
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  # Setting up
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