Coursework in the course Financial Engineering II at Aalto University.
-
Notifications
You must be signed in to change notification settings - Fork 0
Yield curve fitting with PiecewiseLogCubicDiscount, PiecewiseLinearZero, PiecewiseCubicZero, Nelson-Siegel, and Nelson-Siegel-Svensson using QuantLib
License
jaakko-paavola/yield-curve-fitting-using-quantlib
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Yield curve fitting with PiecewiseLogCubicDiscount, PiecewiseLinearZero, PiecewiseCubicZero, Nelson-Siegel, and Nelson-Siegel-Svensson using QuantLib
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published