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https://github.com/luphord/nelson_siegel_svensson
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
curve-fitting finance interest-rates python3 yield-curve
Last synced: 05 Jul 2024
![](https://github.com/luphord.png)
https://github.com/felipenoris/InterestRates.jl
Interest Rates calculation, indexing and Term Structures.
Last synced: 05 Jul 2024
![](https://github.com/felipenoris.png)