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Development Status :: 3 - Alpha [Remove This Filter]
Natural Language :: English [Remove This Filter]
Operating System :: Microsoft :: Windows :: Windows NT/2000/XP [Remove This Filter]
Development Status > 5 - Production/Stable |
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1 project in result set.
0. Yield Curve - Yield curve is modelled by the methodologies of Nelson-Siegel and Svensson. The crucial point is to estimate the coefficients in linear way, according to approach of Diebol and Li.
The package also includes the term structure of Fed and ECB. | |
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Activity Percentile: 0.00 Registered: 2009-07-26 15:06 |