Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
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Updated
Sep 19, 2022 - MATLAB
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
Resampling procedure for weakly dependent stationary observations.
All Matlab algorithms published by Open Source Modelling in one place.
n dimensional Brownian motion with an arbitrary mean and Variance Covariance matrix.
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