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Jan 3, 2019 - Python
yield-curve
Here are 12 public repositories matching this topic...
Yield curve stripping using Eikon Python API.
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Mar 14, 2020 - Python
This python project makes use of matplotlib and numpy to visualize the spread between short and long term US treasury bond rates (yield rates). The resulting spread can indicate upcoming economical recessions. Predictions made based on that so called yield curve inversion has proven its accuracy for 6 out of 7 recessions in the past and is renow…
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Sep 8, 2020 - Python
Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates
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Jan 30, 2022 - Python
Similar to https://github.com/kylebinder-public/daily_market_update: here are scripts (.py, .bat) for automated sending of daily emails of the US treasury yield curve, spliced in ways that interest me. ETL from https://m.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield (and similar URLs).
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Mar 13, 2022 - Python
Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
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Dec 5, 2022 - Python
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Dec 7, 2022 - Python
Algoritmo popolare per adattare una curva dei rendimenti a dati osservati.
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Oct 16, 2023 - Python
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
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Nov 2, 2023 - Python
Capturar dados de curvas de juros (ettj) usadas no Brasil.
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Jan 13, 2024 - Python
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
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Mar 24, 2024 - Python
📈A dash app showing Interactive Visualisation of the Yield Curve UK and US
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May 23, 2024 - Python
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