Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
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Updated
Jun 20, 2023 - MATLAB
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
Solutions to the Exercises from "An Introduction to MATLAB and Numerical Methods for Engineers." by Timmy Siauw and Alexandre M. Bayen
Matlab codes for numerical calculations
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
Engineering Analysis
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