Skip to content

About

Python code which computes bond YTMs, yield, and forward yield curves, as well as doing PCA on the log returns of yield and forward yield.

Stars

1 star

Watchers

1 watching

Forks

Latest commit

 

History

3 Commits

Folders and files

NameName
Last commit message
Last commit date
 
 

About

Python code which computes bond YTMs, yield, and forward yield curves, as well as doing PCA on the log returns of yield and forward yield.

Stars

1 star

Watchers

1 watching

Forks

Releases

Packages

Contributors

Languages