GitHub - nicolasbaum/NonParametricTermStructure: "A non parametric method for term structure fitting with automatic smoothing" by Lapshin/Kaushanskiy

nicolasbaum / NonParametricTermStructure Public

"A non parametric method for term structure fitting with automatic smoothing" by Lapshin/Kaushanskiy

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 38 Commits
.idea		.idea
Papers		Papers
fitting_toolbox		fitting_toolbox
.DS_Store		.DS_Store
.gitignore		.gitignore
D_operator.py		D_operator.py
F.txt		F.txt
H_operator.py		H_operator.py
N_operator.py		N_operator.py
T.txt		T.txt
YTM.py		YTM.py
algebra.py		algebra.py
bondcalendar.py		bondcalendar.py
calculate_M.py		calculate_M.py
calculate_T.py		calculate_T.py
calculate_eta.py		calculate_eta.py
calculate_ksi.py		calculate_ksi.py
calculate_r.py		calculate_r.py
calculate_sigma.py		calculate_sigma.py
calendars.xlsx		calendars.xlsx
main.py		main.py
mainForTest.py		mainForTest.py
optimization.py		optimization.py
phi_basis_functions.py		phi_basis_functions.py
scalar_product.py		scalar_product.py
tilde_y.py		tilde_y.py