Example Python code for calibrating the 3-factor seasonal model will be added to this repo later.

[mattslezak-shell]

Please provide the Python code mentioned in the documentation to calibrate the 3-factor seasonal model. An example script which takes the historical prices as input and calculates: spot_mean_reversion, spot_vol, long_term_vol, seasonal_vol. That would make this project much more user friendly.

I can organize a validation of your model if you wish, and report to you the results.

Thanks for all the modeling! Great project!