smith-wilson

There are 0 repository under smith-wilson topic.

• open-source-modelling / insurance_python

  All Python algorithms published by Open Source Modelling in one place.

  insuranceriskrisk-managementrisk-analysiscapital-marketspythonrisk-modelssolvency2life-insurancesmith-wilsonstationarystationary-bootstrapbootstrapcalibrationbisection-methodactuarialactuarial-modelingactuarial-statisticsalgorithmshull-white
  Language:Jupyter Notebook 33

• simicd / smith-wilson-py

  Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates

  pythonsmith-wilsonyield-curvespot-rate-curveeiopaextrapolationinterpolation
  Language:Python 18

• open-source-modelling / Smith_Wilson_python

  Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.

  insurancesolvency-iiactuarialinterpolationextrapolationsmith-wilsonfinancepythonalgorithm
  Language:Python 9

• open-source-modelling / insurance_matlab

  All Matlab algorithms published by Open Source Modelling in one place.

  matlabinsuranceriskrisk-managementrisk-analysiscapital-marketsstatisticsrisk-modelssolvency2life-insurancesmith-wilsonstationary-bootstrapbootstrapactuarial-modelingactuarialactuarial-statisticsalgorithms
  Language:MATLAB 7

• open-source-modelling / insurance_javascript

  All JavaScript algorithms published by OSM in one place.

  algorithmsstatisticsinsurancerisk-analysisriskrisk-modelsactuarialactuarial-modelingsmith-wilsonsolvency-iialgorithmjavascript
  Language:JavaScript 5

• open-source-modelling / insurance_jupyter

  All Jupyter Notebooks implemented by Open Source Modelling in one place.

  actuarialactuarial-modelingeiopainsurancejupyter-notebookpythonrisksmith-wilsonsolvency-ii
  Language:Jupyter Notebook 5

• open-source-modelling / smith-wilson_javascript

  Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.

  algorithminsurancesolvencyactuarialinterpolationextrapolationsmith-wilsonfinancejavascript
  Language:JavaScript 4

• open-source-modelling / bisection_alpha_python

  Simple bisection method that finds the optimal parameter α for the Smith & Wilson algorithm.

  insurancesolvency-iiextrapolationrisk-managementactuarialsmith-wilsonbisection-methodalgorithmpython
  Language:Python 3

• open-source-modelling / EIOPA_Monthly_rfr_check

  Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.

  actuarialactuarial-modelingeiopainsurancejupyter-notebookpythonrisk-managementsmith-wilsonsolvency-ii
  Language:Jupyter Notebook 3

• open-source-modelling / EIOPA_Smith_Wilson_test

  Example of recalculation of the EIOPA RFR curve.

  actuarialalgorithmeiopainsurancejupyter-notebooksrisk-managementsmith-wilsonsolvency-iipython
  Language:Jupyter Notebook 3

• open-source-modelling / Smith_Wilson_italiano_python

  Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.

  algoritmieiopafinancepythonsmith-wilsonsolvency-iiactuarialeassicurazioneattuarialiestrapolazioneinterpolazione
  Language:Python 3

• open-source-modelling / smith_wilson_matlab

  Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.

  insurancesolvency-iirisk-managementactuarialinterpolationextrapolationsmith-wilsonfinancematlabalgorithm
  Language:MATLAB 3

• open-source-modelling / test_smith_wilson

  Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript.

  actuarialextrapolationfinanceinsuranceinterpolationjavascriptsmith-wilsonsolvency-ii
  Language:Vue 3