smithwilson

Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates

Installation

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

pip3 install smithwilson

Releases

Version Released Buster
Python 3.7
Bullseye
Python 3.9
Bookworm
Python 3.11
Files
0.2.0 2022-01-30    
0.1.0 2022-01-30    

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Page last updated 2023-10-28 03:14:03 UTC