GitHub topics: smith-wilson
open-source-modelling/insurance_python
All Python algorithms published by Open Source Modelling in one place.
Language: Jupyter Notebook - Size: 52.8 MB - Last synced at: 18 days ago - Pushed at: 18 days ago - Stars: 38 - Forks: 5
open-source-modelling/Smith_Wilson_python
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.
Language: Python - Size: 187 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 9 - Forks: 1
simicd/smith-wilson-py
Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates
Language: Python - Size: 37.1 KB - Last synced at: 23 days ago - Pushed at: 9 months ago - Stars: 19 - Forks: 8
open-source-modelling/smith-wilson_javascript
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
Language: JavaScript - Size: 30.3 KB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 1
open-source-modelling/EIOPA_Smith_Wilson_test
Example of recalculation of the EIOPA RFR curve.
Language: Jupyter Notebook - Size: 1.23 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 1
open-source-modelling/Smith_Wilson_italiano_python
Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.
Language: Python - Size: 20.5 KB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 1
open-source-modelling/EIOPA_Monthly_rfr_check
Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.
Language: Jupyter Notebook - Size: 256 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 0
open-source-modelling/test_smith_wilson
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
Language: Vue - Size: 2.18 MB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 1
open-source-modelling/insurance_jupyter
All Jupyter Notebooks implemented by Open Source Modelling in one place.
Language: Jupyter Notebook - Size: 274 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 5 - Forks: 1
open-source-modelling/insurance_matlab
All Matlab algorithms published by Open Source Modelling in one place.
Language: MATLAB - Size: 164 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 7 - Forks: 1
open-source-modelling/bisection_alpha_python
Simple bisection method that finds the optimal parameter α for the Smith & Wilson algorithm.
Language: Python - Size: 34.2 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 3 - Forks: 1
open-source-modelling/smith_wilson_matlab
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
Language: MATLAB - Size: 20.5 KB - Last synced at: about 1 year ago - Pushed at: almost 2 years ago - Stars: 3 - Forks: 1
open-source-modelling/insurance_javascript
All JavaScript algorithms published by OSM in one place.
Language: JavaScript - Size: 75.2 KB - Last synced at: about 1 year ago - Pushed at: almost 2 years ago - Stars: 5 - Forks: 1