spot-rate-curve

There are 1 repository under spot-rate-curve topic.

• wilsonfreitas / R-fixedincome

  Fixed income tools for R

  bondscalendarfinancefixed-incomeinterpolationplotpricing-bondsrspot-rate-curve
  Language:R 50

• 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