smith-wilson

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Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.

Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.

Simple bisection method that finds the optimal parameter α for the Smith & Wilson algorithm.

Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates

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