Pinned Repositories
Brazil_Yield_Curve
Compound rate for a 252-day year
Durbin-Koopman-2012-Kalman-Filter
Illustrations 2.2.5 & 2.4.3 - Durbin & Koopman (2012) P.16 & P.23
Dynamic-Nelson-Siegel
Dynamic Nelson-Siegel in two steps
Dynamic-Nelson-Siegel-and-Svensson
Dynamic Nelson-Siegel and Svensson in two steps
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
Python Package: Fitting and Forecasting the yield curve
EconometriaII
Econometria de Séries Temporais - Programa de Pós-Graduação em Economia da UFSC
Examples
Tutorial about Dynamic-Nelson-Siegel-Svensson-Kalman-Filter Package
Hands-on-Machine-Learning-with-Scikit-Learn
Exemplos do Livro
Kalman-Filter-Dynamic-Nelson-Siegel
Dynamic Nelson-Siegel in one step
Kalman-Filter-Dynamic-Nelson-Siegel-and-Svensson
Dynamic Nelson-Siegel and Svensson in one step
werleycordeiro's Repositories
werleycordeiro/PricingTermStructure
Pricing the Term Structure with Linear Regressions