Short Rate Models Workflow
Purpose
Use this area for shared instructions governing the full short-rate models series.
Scope
This file is the local runbook for series-level work on short-rate-models-*.
What Counts as Progress
- richer rate dynamics
- stronger calibration and simulation rigor
- clearer pricing and term-structure implications
Evidence Expectations
- Keep model assumptions explicit.
- Show calibration and simulation evidence rather than relying on narrative claims alone.
- Tie the math back to pricing or term-structure consequences.
Workflow Expectations
- Treat the series as one workflow, not as isolated posts.
- Locate the current frontier before editing.
- Update
codex-workflows/short-rate-models-log.md after a substantive branch.
- Keep new work clearly linked to the prior model in the ladder.
Deliverables
- Updated narrative or draft notebook for the series
- Clear statement of the new model or calibration step
- Updated
codex-workflows/short-rate-models-log.md