GitHub / open-source-modelling / Nelson_Siegel_Svansson_python
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
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PURL: pkg:github/open-source-modelling/Nelson_Siegel_Svansson_python
Stars: 13
Forks: 2
Open issues: 2
License: mit
Language: Python
Size: 41 KB
Dependencies parsed at: Pending
Created at: about 3 years ago
Updated at: over 1 year ago
Pushed at: about 1 year ago
Last synced at: about 1 year ago
Commit Stats
Commits: 19
Authors: 3
Mean commits per author: 6.33
Development Distribution Score: 0.474
More commit stats: https://commits.ecosyste.ms/hosts/GitHub/repositories/open-source-modelling/Nelson_Siegel_Svansson_python
Topics: actuarial, algorithms, extrapolation, finance, insurance, interpolation, python, risk-analysis, risk-modelling, yield-curve