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luphord
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nelson_siegel_svensson
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
MIT License
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Bump pip from 22.3.1 to 23.3
#18
dependabot[bot]
opened
10 months ago
0
Problems fitting the current Bund yield curve
#17
pquan
opened
11 months ago
1
Cannot iterate over results of calibrate_nss_ols process to collect parameters
#16
06agyepo
closed
1 year ago
3
Is the input yield zero-coupon yield?
#15
flcong
opened
2 years ago
2
Fixing Tau during OLS calibration
#14
armarion
closed
2 years ago
1
Negative values of tau
#13
jakubrojcek
opened
2 years ago
3
matplotlib as extra requirement
#12
guym0r
opened
2 years ago
3
Weighted Regression
#11
mtomic123
closed
1 year ago
1
Bump pip from 19.2 to 21.1
#10
dependabot[bot]
closed
2 years ago
0
Error in calibrate_nss_ols() parameter output comparing with Fed Data
#9
Hampton89
closed
2 years ago
4
Unexpected results for calibrate_nss_ols function
#8
shyimo
closed
3 years ago
2
Bump pip from 18.1 to 19.2
#7
dependabot[bot]
closed
3 years ago
0
Implementation of the Nelson-Siegel-Svensson interest rate curve model
#6
laza41
closed
3 years ago
2
Calibrating NS parameters for multiple term structures together
#5
BenJordan23
closed
3 years ago
2
getting curve from slope, curvature
#4
lorrp1
closed
3 years ago
4
is it possible to estimate different yield curves on the same chart?
#3
rafaelgrilli
closed
3 years ago
1
can't import nelson_siegel_svensson
#2
boazdori
closed
5 years ago
4
how to estimate tau?
#1
james20141606
closed
5 years ago
1