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

Dependencies

Releases

Version Released Bullseye
Python 3.9
Bookworm
Python 3.11
Trixie
Python 3.13
Files
0.2.0 2022-01-30  
0.1.0 2022-01-30  

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Page last updated 2026-05-12 12:24:55 UTC