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https://github.com/luphord/nelson_siegel_svensson
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
https://github.com/luphord/nelson_siegel_svensson
curve-fitting finance interest-rates python3 yield-curve
Last synced: about 2 months ago
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Implementation of the Nelson-Siegel-Svensson interest rate curve model.
- Host: GitHub
- URL: https://github.com/luphord/nelson_siegel_svensson
- Owner: luphord
- License: mit
- Created: 2019-02-05T16:29:03.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2023-11-02T21:42:15.000Z (11 months ago)
- Last Synced: 2024-07-05T15:28:39.607Z (3 months ago)
- Topics: curve-fitting, finance, interest-rates, python3, yield-curve
- Language: Python
- Size: 229 KB
- Stars: 107
- Watchers: 1
- Forks: 40
- Open Issues: 5
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Metadata Files:
- Readme: README.rst
- Changelog: HISTORY.rst
- Contributing: CONTRIBUTING.rst
- License: LICENSE
- Authors: AUTHORS.rst