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pchip

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mqmalagris / yield-curves

Yield curve interpolation, parametric fitting (Nelson-Siegel, Svensson, PCHIP), compounding, and bond pricing — zero-dependency Rust

rust finance interpolation quantitative-finance yield-curve fixed-income bond-pricing nelson-siegel zero-dependencies cubic-spline svensson pchip

Updated May 4, 2026
Rust

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