Nelson-Siegel

This repository is designed for Nelso-Siegel model implemenation with empirical usage in Chinese bond market.

Name		Name	Last commit message	Last commit date
Latest commit History 7 Commits
yield_data		yield_data
.gitignore		.gitignore
NSS_yield_curve.py		NSS_yield_curve.py
NS_yield_curve.py		NS_yield_curve.py
Nelson-Siegel Model Review.md		Nelson-Siegel Model Review.md
README.md		README.md
bond_yield.py		bond_yield.py
ns_analysis.ipynb		ns_analysis.ipynb

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