Term Structure Interpolation Considering Regulators Meetings
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May 8, 2025 - R
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term-structure-models
Here are 6 public repositories matching this topic...
Research on term structure.
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Aug 28, 2023 - Jupyter Notebook
Forecasting the Euro Area Yield Curve Using the Heath-Jarrow-Morton Model
financial-analysis bonds yield-curve time-series-analysis time-series-forecasting term-structure-models financial-data-analysis heath-jarrow-morton
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Dec 9, 2023 - MATLAB
R-codebase for a scientific research article, titled "Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis"
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Nov 12, 2025 - R
Nelson-Siegel-Svensson Term Structure model interactive showcase
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Oct 30, 2025 - TypeScript
The abstract Heath-Jarrow-Morton model: Calibration and forecasting the US daily Treasury yield curve rates
time-series-analysis time-series-forecasting term-structure-models financial-data-analysis vasicek-model short-rates heath-jarrow-morton us-treasuries
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Nov 28, 2020 - MATLAB
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