Implementation of the Nelson-Siegel-Svensson interest rate curve model.

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.

Interest Rates calculation, indexing and Term Structures.

Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.

Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates

Capturar dados de curvas de juros (ettj) usadas no Brasil.

Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.

Economic indicators using Python and APIs

A cursory look at the dynamics of zero coupon bond yield curves.

📈A dash app showing Interactive Visualisation of the Yield Curve UK and US

An Excel integration of OpenGamma Strata.

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.

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 varia…

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.

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.

Yield Spread Curve as Recession Indicator in the framework of Machine Learning "On the trails of Dragon Kings"

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.