Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.
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Updated
Sep 30, 2023 - Jupyter Notebook
Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
All Jupyter Notebooks implemented by Open Source Modelling in one place.
All Matlab algorithms published by Open Source Modelling in one place.
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 JavaScript.
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
All JavaScript algorithms published by OSM in one place.
Example of recalculation of the EIOPA RFR curve.
Simple bisection method that finds the optimal parameter α for the Smith & Wilson algorithm.
All Python algorithms published by Open Source Modelling in one place.
Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates
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