piwheels

nelson-siegel-svensson

Implementation of the Nelson-Siegel-Svensson interest rate curve model.

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install nelson-siegel-svensson

Dependencies

• numpy
• scipy
• matplotlib
• click

Releases

Version	Released	Bookworm Python 3.11	Trixie Python 3.13	Files
0.5.0	2022-11-13
nelson_siegel_svensson-0.5.0-py2.py3-none-any.whl (10 KB)
0.4.3	2022-03-15
nelson_siegel_svensson-0.4.3-py2.py3-none-any.whl (11 KB)
0.4.2	2020-02-04
nelson_siegel_svensson-0.4.2-py2.py3-none-any.whl (10 KB)
0.4.1	2019-11-14
nelson_siegel_svensson-0.4.1-py2.py3-none-any.whl (9 KB)
0.4.0	2019-07-08
nelson_siegel_svensson-0.4.0-py2.py3-none-any.whl (9 KB)
0.3.0	2019-03-17
nelson_siegel_svensson-0.3.0-py2.py3-none-any.whl (7 KB)
0.2.0	2019-02-20
nelson_siegel_svensson-0.2.0-py2.py3-none-any.whl (7 KB)
0.1.0	2019-02-13
nelson_siegel_svensson-0.1.0-py2.py3-none-any.whl (6 KB)

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