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Nelson_siegel_svensson
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72
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
Interestrates.jl
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23
Interest Rates calculation, indexing and Term Structures.
Strataxl
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8
An Excel integration of OpenGamma Strata.
Smith Wilson Py
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8
Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates
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