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dynamic-nelson-siegel

Here are 3 public repositories matching this topic...

hjk612 / Fixed-Income-Quant-Trading

python trading pca fixed-income quant-finance-models quant-trading dynamic-nelson-siegel

Updated Feb 26, 2018
Jupyter Notebook

werleycordeiro / Examples

Tutorial about Dynamic-Nelson-Siegel-Svensson-Kalman-Filter Package

kalman-filter yield-curve dynamic-nelson-siegel

Updated Jun 19, 2023
Jupyter Notebook

maanisimov / R

R code/projects

dynamic-nelson-siegel bayesian-econometrics

Updated May 3, 2020
R

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