Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.
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Nov 14, 2024 - Python
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smith-wilson
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All Python algorithms published by Open Source Modelling in one place.
python
bootstrap
algorithms
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risk-analysis
risk
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risk-models
actuarial
risk-management
life-insurance
hull-white
stationary
actuarial-statistics
bisection-method
capital-markets
actuarial-modeling
smith-wilson
solvency2
stationary-bootstrap
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Updated
Nov 14, 2024 - Jupyter Notebook
Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates
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Updated
Sep 3, 2024 - Python
All Matlab algorithms published by Open Source Modelling in one place.
bootstrap
statistics
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insurance
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risk
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risk-models
actuarial
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actuarial-statistics
capital-markets
actuarial-modeling
smith-wilson
solvency2
stationary-bootstrap
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Apr 1, 2024 - MATLAB
Simple bisection method that finds the optimal parameter α for the Smith & Wilson algorithm.
python
algorithm
insurance
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extrapolation
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bisection-method
smith-wilson
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Apr 1, 2024 - Python
All Jupyter Notebooks implemented by Open Source Modelling in one place.
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Mar 31, 2024 - Jupyter Notebook
Example of recalculation of the EIOPA RFR curve.
python
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jupyter-notebooks
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solvency-ii
eiopa
smith-wilson
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Jan 9, 2024 - Jupyter Notebook
Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.
python
insurance
jupyter-notebook
actuarial
risk-management
solvency-ii
eiopa
actuarial-modeling
smith-wilson
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Sep 30, 2023 - Jupyter Notebook
Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.
python
finance
algoritmi
solvency-ii
eiopa
smith-wilson
assicurazione
actuariale
attuariali
interpolazione
estrapolazione
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Sep 25, 2023 - Python
All JavaScript algorithms published by OSM in one place.
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smith-wilson
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Jul 14, 2023 - JavaScript
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
finance
algorithm
insurance
interpolation
matlab
actuarial
risk-management
extrapolation
solvency-ii
smith-wilson
-
Updated
Jun 20, 2023 - MATLAB
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
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Updated
Sep 19, 2022 - JavaScript
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.
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Updated
Jan 22, 2022 - Vue
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