Yield Curve with Machine Learning
0 - Install:
From PyPI
!pip install yieldcurveml
From GitHub
!pip install git+https://github.com/Techtonique/yieldcurve.git
1. Examples:
See examples
2. References
- https://www.researchgate.net/publication/393794192_New_Short_Rate_Models_and_their_Arbitrage-Free_Extension_A_Flexible_Framework_for_Historical_and_Market-Consistent_Simulation
- https://www.researchgate.net/publication/392507059_Beyond_Nelson-Siegel_and_splines_A_model-_agnostic_Machine_Learning_framework_for_discount_curve_calibration_interpolation_and_extrapolation
1 maintainer
Metadata
1 maintainer
Release files for yieldcurveml 0.5.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| yieldcurveml-0.5.0.tar.gz | 1.2 MB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| yieldcurveml-0.5.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 1.2 MB
Release files / yieldcurveml-0.5.0.tar.gz
| Download URL | yieldcurveml-0.5.0.tar.gz |
|---|---|
| Size | 1.2 MB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
102e5bf0d9f2deeb710343eb3533b2b5fb1a4362bad85a80d342ea7878df9dd4
|
|
BLAKE2b-256 checksum How to use checksums |
ac3abaf9857a37308f7efb8d11fbeabb5cad332977168a277e24ec171c257006
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/6.2.0 CPython/3.11.13
|
Release files / yieldcurveml-0.5.0-py3-none-any.whl
| Download URL | yieldcurveml-0.5.0-py3-none-any.whl |
|---|---|
| Size | 23.7 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
9340c29418914f56aea498f8c731ab242f423fa3730d5969de22cfefca402ab2
|
|
BLAKE2b-256 checksum How to use checksums |
deb2bdaa67c1f57790d2a4bb3bff9d25fca221c820650ff5f5f3b3be8b22d6a6
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/6.2.0 CPython/3.11.13
|
