simicd/smith-wilson-py simicd/smith-wilson-py

  • Stars
    star
    13
  • Rank 1,512,713 (Top 30 %)
  • Language
    Python
  • License
    MIT License
  • Created over 5 years ago
  • Updated almost 2 years ago
Twitter logo Share LinkedIn logo Share Facebook logo Share
simicd/smith-wilson-py
github

simicd

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates

More Repositories

1

jupyterlab-tailwind-theme

A JupyterLab theme extension inspired by Tailwind.
CSS
74
star
2

yield-curves

Yield curves are required to price insurance contracts. This repo contains the Python back end (Azure Functions) and React front end (single-page app).
TypeScript
3
star