https://github.com/yieldcurvemonkey/curve-your-enthusiasm-
Yield Curve Bootstrapper from market observed on-the-run/off-the-run treasuries
https://github.com/yieldcurvemonkey/curve-your-enthusiasm-
Last synced: 3 months ago
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Yield Curve Bootstrapper from market observed on-the-run/off-the-run treasuries
- Host: GitHub
- URL: https://github.com/yieldcurvemonkey/curve-your-enthusiasm-
- Owner: yieldcurvemonkey
- Created: 2024-05-30T17:14:55.000Z (about 1 year ago)
- Default Branch: main
- Last Pushed: 2024-06-20T02:22:20.000Z (about 1 year ago)
- Last Synced: 2025-02-13T20:17:16.237Z (4 months ago)
- Language: Jupyter Notebook
- Size: 11.5 MB
- Stars: 1
- Watchers: 1
- Forks: 1
- Open Issues: 0
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Metadata Files:
- Readme: README.md