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Implementation of the Dynamic-Nelson-Siegel-Svensson models with Kalman FilterFitting and Forecasting the Yield Curve.
pip install dynamic-nelson-siegel-svensson-kalman-filter
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Dynamic-Nelson-Siegel-Svensson-Kalman-Filter publishes 1 wheel and 1 source archive for version 0.1.0. Wheel platform tags: any.
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PyPI lists 1 release with files. The first dated release is ; 1 release falls within the 365 days preceding the latest dated release. The current release files were uploaded on .