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Search results for python yield curve

5 search results found

Nelson_siegel_svensson ⭐ 72

Implementation of the Nelson-Siegel-Svensson interest rate curve model.

Fx_forecasting_model ⭐ 10

Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

Capturar dados de curvas de juros (ettj) usadas no Brasil.

Nelson_siegel_svansson_python ⭐ 9

Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.

Smith Wilson Py ⭐ 8

Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates

Yield_curve_dynamics ⭐ 7

A cursory look at the dynamics of zero coupon bond yield curves.

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