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Implementation of the Nelson-Siegel-Svensson interest rate curve model.

Project description

Nelson-Siegel-Svensson Model

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Implementation of the Nelson-Siegel-Svensson interest rate curve model.

Features

  • TODO

Credits

This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.

History

0.1.0 (2019-02-13)

  • First release on PyPI.

Project details


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