Workflow

Dynamic-nelson-siegel-svensson-kalman-filter

Latest version: v0.1.0

The latest version of dynamic-nelson-siegel-svensson-kalman-filter with no known security vulnerabilities is 0.1.0. We recommend installing version 0.1.0.

The information on this page was curated by experts in our Cybersecurity Intelligence Team.

Latest release
v0.1.0 at Feb. 26, 2021
License
MIT (MIT License)

Description

Implementation of the Dynamic-Nelson-Siegel-Svensson models with Kalman FilterFitting and Forecasting the Yield Curve.

Resources

Vulnerabilities

See all vulnerabilities

No known vulnerabilities found

Versions (1)

See all versions

Has known vulnerabilities

  • 0.1.0