Dynamic-Nelson-Siegel-Svensson-Kalman-Filter
Implementation of the Dynamic-Nelson-Siegel-Svensson models with Kalman FilterFitting and Forecasting the Yield Curve.
Installation
In a virtualenv (see these instructions if you need to create one):
pip3 install dynamic-nelson-siegel-svensson-kalman-filter
Releases
| Version | Released | Bullseye Python 3.9 |
Bookworm Python 3.11 |
Files |
|---|---|---|---|---|
| 0.1.0 | 2021-02-25 | |||
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