term-structure-models

There are 5 repositories under term-structure-models topic.

AnthonyBradford/optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Language:C++198 16 345
jingxiangzou/Term-Structure-Modeling-Based-On-Adrian-Crump-and-Moench-2013-
Research on term structure.
Language:Jupyter Notebook2 1 02
mpokojovy/HJM-Euro
Forecasting the Euro Area Yield Curve Using the Heath-Jarrow-Morton Model
Language:MATLAB2 1 00
wilsonfreitas/copom
Term Structure Interpolation Considering Regulators Meetings
Language:R2 3 0
mpokojovy/abstract.HJM
The abstract Heath-Jarrow-Morton model: Calibration and forecasting the US daily Treasury yield curve rates
Language:MATLAB1 1 04