PrototypeCommon
luphord/nelson_siegel_svensson
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
- Owner
- luphord (personal account)
- Stars
- Stars: 129
- Forks
- Forks: 47
- Language
- Python
- License
- MIT
- Created
- 2019
- Topics
- python3interest-ratescurve-fittingyield-curvefinance
- Tier
- Prototype (100 to 249 ★) What this tier means
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