nelson_siegel_svensson

luphord

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

finance

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127 Stars

46 Forks

127 Watchers

Python Language

mit License

100 SrcLog Score

Cost to Build

$12.1K

Market Value

$22.3K

How is this calculated?

Growth over time

8 data points · 2021-08-01 → 2026-04-01

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What is the luphord/nelson_siegel_svensson GitHub project? Description: "Implementation of the Nelson-Siegel-Svensson interest rate curve model.". Written in Python. Explain what it does, its main use cases, key features, and who would benefit from using it.

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git clone https://github.com/luphord/nelson_siegel_svensson.git

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[email protected]:luphord/nelson_siegel_svensson.git

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Download master.zip

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