Add your description here
Project description
Yield Curve with Machine Learning
0 - Install:
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
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
yieldcurveml-0.3.0.tar.gz
(1.2 MB
view details)
Built Distribution
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
File details
Details for the file yieldcurveml-0.3.0.tar.gz.
File metadata
- Download URL: yieldcurveml-0.3.0.tar.gz
- Upload date:
- Size: 1.2 MB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/6.1.0 CPython/3.13.7
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
6e167498fedbb080ffc71ff7751ae5ac747b6e1bf10ec66bf1da5e3ffd62848d
|
|
| MD5 |
44e0c1f272dc037eb8a11d4fcf3a519f
|
|
| BLAKE2b-256 |
c21c9130cbe2594c0df088ba997d9f502f36bac212959bde128b984f0ee64c6a
|
File details
Details for the file yieldcurveml-0.3.0-py3-none-any.whl.
File metadata
- Download URL: yieldcurveml-0.3.0-py3-none-any.whl
- Upload date:
- Size: 23.0 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/6.1.0 CPython/3.13.7
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
859b4c55341fd27b612bbfa4faf8576ab55084defe606e7c34da3ff113558d8a
|
|
| MD5 |
e4a9a3bd6c6d85bc3a518eed9322889b
|
|
| BLAKE2b-256 |
1e3c84ad32fe5d08930701704b084bea161d93b68823f3b3f620291d75933966
|
