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

Releases

Version Released Bullseye
Python 3.9
Bookworm
Python 3.11
Files
0.5.0 2022-11-13  
0.4.3 2022-03-15  
0.4.2 2020-02-04  
0.4.1 2019-11-14  
0.4.0 2019-07-08  
0.3.0 2019-03-17  
0.2.0 2019-02-20  
0.1.0 2019-02-13  

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Page last updated 2025-07-18 04:38:58 UTC