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Dec 19, 2019 - MATLAB
yield-curve
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The aim of this code is to show the preliminary results of the forecast for the term structure (with different maturities) of the Mexican government bonds using different types of models.
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Mar 29, 2020 - MATLAB
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
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Sep 19, 2022 - MATLAB
Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.
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Sep 19, 2021 - MATLAB
The project fits the Nelson-Siegel or Svensson curve to sovereign bond data (Real & Nominal) for various countries.
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Nov 18, 2021 - MATLAB
Quantitative and computational finance library
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Sep 26, 2017 - MATLAB
Forecasting the Euro Area Yield Curve Using the Heath-Jarrow-Morton Model
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Dec 9, 2023 - MATLAB
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