GitHub / open-source-modelling / Smith_Wilson_python
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.
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PURL: pkg:github/open-source-modelling/Smith_Wilson_python
Stars: 9
Forks: 1
Open issues: 0
License: mit
Language: Python
Size: 187 KB
Dependencies parsed at: Pending
Created at: over 3 years ago
Updated at: 9 months ago
Pushed at: 9 months ago
Last synced at: 9 months ago
Topics: actuarial, algorithm, extrapolation, finance, insurance, interpolation, python, smith-wilson, solvency-ii