svensson

Here are 4 public repositories matching this topic...

rafa-rod / pyettj

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

Updated Jan 13, 2024
Python

raj-rao-rr / International-Real-Yields

Star

The project fits the Nelson-Siegel or Svensson curve to sovereign bond data (Real & Nominal) for various countries.

yield-curve nelson-siegel svensson

Updated Nov 18, 2021
MATLAB

[This project was completed in April 2017] "The effectiveness of unconventional monetary policy of the Federal Reserve during the economic crisis. Analysis for the period of 2008-2016" - master thesis on Computer Science and Econometrics at the Warsaw University.

r master-thesis stata econometrics var svensson

Updated Apr 21, 2022
TeX

omarja12 / Nelson-Siegel-Svensson-parameters-estimations

Star

Estimating the Nelson Siegel Svensson parameters

curve-fitting interest-rates yield-curve nelson-siegel svensson

Updated Aug 6, 2022
Jupyter Notebook

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