Topic: yield-curve Goto Github
Some thing interesting about yield-curve
Some thing interesting about yield-curve
yield-curve,An application which provides a simple visual representation of the daily yield curves with the ability to also drill down into historical trends.
User: ajleonardi
yield-curve,Yield curve stripping using Eikon Python API.
User: alexandernadjalin
yield-curve,NFTBox is a NFT staking project market app,NFT Yield Farming,you can stake your NFT get reward tokens,or you can create your own NFT Staking Project on on Ethereum,Binance,Polygon,Cronos....DEFI Dapp platform.
User: algocryptodapp
Home Page: https://algocryptodapp.github.io/NFTBox-NFT-Staking-Market-Yield-Farming/
yield-curve,Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
User: asaficontact
yield-curve,In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro variable. It shows that the spanning hypothesis of the term spread against a macro variable might hold true depending on the combination and component of term spread that we are taking into consideration. This project provides a mechanism through which we can identify the best combination of a term spread for creating an efficient macro finance model.
User: asaficontact
yield-curve,Stock Market Data - Correlations/Visualizations/Calculations
User: cgowda337
yield-curve,NFTBox is a NFT staking project market app,NFT Yield Farming project,you can stake your NFT get reward tokens,or you can create your own NFT Staking Project on on Ethereum,Binance,Polygon,Cronos....DEFI Dapp platform.
User: cryptodapprun
Home Page: https://cryptodapprun.github.io/NFTBox-NFT-Staking-Market-Yield-Farming/
yield-curve,Economic indicators using Python and APIs
User: dbogatic
yield-curve,ETL for the US Treasury Yield Curve
User: evdubs
yield-curve,Yield Spread Curve as Recession Indicator in the framework of Machine Learning "On the trails of Dragon Kings"
User: exzod
yield-curve,Interest Rates calculation, indexing and Term Structures.
User: felipenoris
yield-curve,Examination of Dynamic Predictability of Excess Returns
User: freddy-tang
yield-curve,Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and participation rates, quantitative easing, industrial production, personal consumption and savings. All analysis is based on data provided by FRED.
User: ilchen
yield-curve,This python project makes use of matplotlib and numpy to visualize the spread between short and long term US treasury bond rates (yield rates). The resulting spread can indicate upcoming economical recessions. Predictions made based on that so called yield curve inversion has proven its accuracy for 6 out of 7 recessions in the past and is renowned as one of the most accurate recession indicators.
User: jonasknappitsch
yield-curve,Similar to https://github.com/kylebinder-public/daily_market_update: here are scripts (.py, .bat) for automated sending of daily emails of the US treasury yield curve, spliced in ways that interest me. ETL from https://m.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield (and similar URLs).
User: kylebinder-public
yield-curve,Impact of Twitter inflation sentiments on financial indicators
User: lchipham
Home Page: https://rpubs.com/lchi_pham/939546
yield-curve,This repo contains my U.S. Treasury Yield Spread project to visualize the U.S. Treasury Yield Spread chart using data downloaded from the U.S. Department of The Treasury website.
User: limchiahooi
yield-curve,Implementation of the Nelson-Siegel-Svensson interest rate curve model.
User: luphord
yield-curve,A cursory look at the dynamics of zero coupon bond yield curves.
User: luphord
yield-curve,
User: marcellgranat
Home Page: https://marcellgranat.github.io/yieldcurve/
yield-curve,Using economic data from OECD and Fred in conjunction with etfs and sector indicies to explore how changing economic regime impacts monthly returns
User: marcozazzini1989
yield-curve,The aim of this code is to show the preliminary results of the forecast for the term structure (with different maturities) of the Mexican government bonds using different types of models.
User: mauep2025
yield-curve,Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
Organization: mcf-long-short
Home Page: https://mcf-long-short.github.io/fixed-income-and-credit/
yield-curve,Forecasting the Euro Area Yield Curve Using the Heath-Jarrow-Morton Model
User: mpokojovy
yield-curve,Bootstrapping the Yield Curve using three different methods.
User: omarja12
yield-curve,Estimating the Nelson Siegel Svensson parameters
User: omarja12
yield-curve,Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
User: open-source-modelling
yield-curve,Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
User: open-source-modelling
yield-curve,Algoritmo popolare per adattare una curva dei rendimenti a dati osservati.
User: open-source-modelling
yield-curve,Replication codes for the paper.
User: pavelsolis
yield-curve,📈A dash app showing Interactive Visualisation of the Yield Curve UK and US
User: quantgirluk
Home Page: https://yield-curves-visual.onrender.com
yield-curve,Capturar dados de curvas de juros (ettj) usadas no Brasil.
User: rafa-rod
yield-curve,The project fits the Nelson-Siegel or Svensson curve to sovereign bond data (Real & Nominal) for various countries.
User: raj-rao-rr
yield-curve,Quantitative and computational finance library
User: sdediego
yield-curve,Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates
User: simicd
yield-curve,Yield curves are required to price insurance contracts. This repo contains the Python back end (Azure Functions) and React front end (single-page app).
User: simicd
yield-curve,Financial exercises
User: spatiban
yield-curve,Open source
User: sumit090594
yield-curve,An Excel integration of OpenGamma Strata.
User: tommasobelluzzo
yield-curve,Yield curve calculation
User: vinicioalmeida
yield-curve,
User: webn3ewbie
Home Page: https://macroquant.streamlit.app/
yield-curve,Fetch nominal interest rates from US Treasury's Interest Rate Statistics data center (https://home.treasury.gov/) into R.
User: wegar-2
Home Page: https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics
yield-curve,Tutorial about Dynamic-Nelson-Siegel-Svensson-Kalman-Filter Package
User: werleycordeiro
Home Page: https://pypi.org/project/Dynamic-Nelson-Siegel-Svensson-Kalman-Filter/
yield-curve,Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.
User: wrcarpenter
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