luphord / nelson_siegel_svensson

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

Date Created 2019-02-05 (6 years ago)
Commits 158 (last one 2 years ago)
Stargazers 116 (0 this week)
Watchers 1 (0 this week)
Forks 41
License mit
Ranking

RepositoryStats indexes 618,350 repositories, of these luphord/nelson_siegel_svensson is ranked #273,036 (56th percentile) for total stargazers, and #558,147 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #50,924/125,168.

luphord/nelson_siegel_svensson is also tagged with popular topics, for these it's ranked: python3 (#1,943/4251),  finance (#320/607)

Other Information

luphord/nelson_siegel_svensson has 1 open pull request on Github, 2 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 4 open issues and 11 closed issues.

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Recent Commit History

34 commits on the default branch (master) since jan '22

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Languages

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updated: 2025-01-21 @ 06:28pm, id: 169272935 / R_kgDOChbmZw