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GitHub / ahgperrin / PyCurve
PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/ahgperrin%2FPyCurve
Stars: 27
Forks: 4
Open Issues: 0
License: mit
Language: Python
Repo Size: 13 MB
Dependencies:
1
Created: almost 3 years ago
Updated: about 1 month ago
Last pushed: almost 3 years ago
Last synced: 29 days ago
Topics: curve, finance, hull-white, stochastic-processes, vasicek, yield