# luphord/nelson\_siegel\_svensson

<https://repo.masters-masters.com/en/repos/luphord/nelson_siegel_svensson>

[Home](https://repo.masters-masters.com/en) › [luphord](https://repo.masters-masters.com/en/owners/luphord) › [nelson\_siegel\_svensson](https://repo.masters-masters.com/en/repos/luphord/nelson_siegel_svensson)

luphord/nelson\_siegel\_svensson has 129 stars on GitHub. Its RepoMasters card: Prototype tier. Implementation of the Nelson-Siegel-Svensson interest rate curve…

| Field | Value |
| --- | --- |
| Owner | [luphord](https://repo.masters-masters.com/en/owners/luphord) |
| Stars | 129 |
| Forks | 47 |
| Language | [Python](https://repo.masters-masters.com/en/languages/python) |
| License | MIT |
| Created | 2019 |
| Topics | python3, interest-rates, curve-fitting, yield-curve, finance |
| Tier | [Prototype (100 to 249 ★)](https://repo.masters-masters.com/en/ranks/rush) |
| View on GitHub | [luphord/nelson\_siegel\_svensson](https://github.com/luphord/nelson_siegel_svensson) |

## Repository

Implementation of the Nelson-Siegel-Svensson interest rate curve model.

The tier for repos with 100 to 249 ★. Published odds per card pulled: 70%. Rarity: Common.

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.