Implementation of the Nelson-Siegel-Svensson interest rate curve model.
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Nov 2, 2023 - Python
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yield-curve
Here are 13 public repositories matching this topic...
DeFi Yield AutoFarming Bot - Your automated bot for maximizing your income in the DeFi world! Optimize your investments with automatic farming, reinvestment, selection of the best pools and risk management. Easy integration, high return potential and transparent strategy.
smart-contracts evm yield-curve serum staking pangolin defi tokenomics depin yield-farming sushiswap yield-farms zksync kuswap liqudity-pool cryptoinvestment autofarming staking-platform crypto-yield-optimization farmingbot
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Oct 23, 2024 - Python
Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
pandas forex exchange-rates principal-component-analysis asset-pricing interest-rates yield-curve forex-prediction financial-econometrics financial-economics exchange-rates-forecasting
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Dec 5, 2022 - Python
📈A dash app showing Interactive Visualisation of the Yield Curve UK and US
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May 23, 2024 - Python
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Dec 7, 2022 - Python
Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates
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Sep 3, 2024 - Python
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
python finance algorithms insurance risk-analysis interpolation yield-curve actuarial extrapolation risk-modelling
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Mar 24, 2024 - Python
Capturar dados de curvas de juros (ettj) usadas no Brasil.
finance curve quant quantitative-finance financial-analysis financial-markets yield-curve juros mercado-financeiro anbima svensson ettj
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Feb 6, 2025 - Python
Algoritmo popolare per adattare una curva dei rendimenti a dati osservati.
python finance algorithms risk-analysis interpolation yield-curve actuarial extrapolation risk-modelling
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Oct 16, 2023 - Python
This python project makes use of matplotlib and numpy to visualize the spread between short and long term US treasury bond rates (yield rates). The resulting spread can indicate upcoming economical recessions. Predictions made based on that so called yield curve inversion has proven its accuracy for 6 out of 7 recessions in the past and is renow…
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Sep 8, 2020 - Python
Similar to /~https://github.com/kylebinder-public/daily_market_update: here are scripts (.py, .bat) for automated sending of daily emails of the US treasury yield curve, spliced in ways that interest me. ETL from https://m.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield (and similar URLs).
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Mar 13, 2022 - Python
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Jan 3, 2019 - Python
Yield curve stripping using Eikon Python API.
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Mar 14, 2020 - Python
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