traffictorch/productivity-bond-model: Productivity Bond Model

Overview

This is the first public release of the complete simulation code for The Infinite Debt Problem.

What's Included

• Full Python implementation of the Monte Carlo simulation engine (10,000 paths, 10-year horizon)
• All five bond types: Conventional, Inflation-Linked, GDP-Linked, Productivity, and Hybrid
• Portfolio optimisation routines
• Sensitivity analysis scripts for θ_AI, α_N, coupon cap, and NPI volatility
• All simulation results from Appendix C (CSV format)
• Complete documentation and usage instructions

Reproducibility

To reproduce all results from Appendix C:

git clone https://github.com/traffictorch/productivity-bond-model.git
cd productivity-bond-model
pip install -r requirements.txt
python run_simulation.py --paths 10000 --years 10