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Add Nelson-Siegel-Svansson algorithm #1

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open-source-modelling opened this issue Mar 12, 2022 · 1 comment
Closed

Add Nelson-Siegel-Svansson algorithm #1

open-source-modelling opened this issue Mar 12, 2022 · 1 comment

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@open-source-modelling
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As agreed, the Nelson-Siegel-Svansson was added and will be implemented shortly.

@GregorFabjan
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First version uploaded. We still need to test it and write the README file.

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