├── .editorconfig ├── .github ├── ISSUE_TEMPLATE.md └── workflows │ └── python-package.yml ├── .gitignore ├── AUTHORS.rst ├── CONTRIBUTING.rst ├── HISTORY.rst ├── LICENSE ├── MANIFEST.in ├── Makefile ├── README.rst ├── docs ├── Makefile ├── _static │ ├── an_example_nelson-siegel-svensson-curve.png │ ├── calibrated_nelson-siegel-curve.png │ ├── cli_plot_example.png │ ├── nelson-siegel-svensson.png │ └── nelson-siegel-svensson.svg ├── authors.rst ├── conf.py ├── contributing.rst ├── history.rst ├── index.rst ├── installation.rst ├── make.bat ├── modules.rst ├── nelson_siegel_svensson.rst ├── readme.rst └── usage.rst ├── examples ├── 1.1-Basic-Curves.ipynb ├── 1.2-Curve-Serialization.ipynb └── 2.1-OLS-Based-Calibration.ipynb ├── mypy.ini ├── nelson_siegel_svensson ├── __init__.py ├── calibrate.py ├── cli.py ├── ns.py └── nss.py ├── readthedocs.yml ├── requirements_dev.txt ├── setup.cfg ├── setup.py └── tests ├── __init__.py ├── test_nelson_siegel_calibration.py ├── test_nelson_siegel_curve_implementation.py ├── test_nelson_siegel_svensson.py ├── test_nelson_siegel_svensson_calibration.py └── test_nelson_siegel_svensson_curve_implementation.py /.editorconfig: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/luphord/nelson_siegel_svensson/HEAD/.editorconfig -------------------------------------------------------------------------------- /.github/ISSUE_TEMPLATE.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/luphord/nelson_siegel_svensson/HEAD/.github/ISSUE_TEMPLATE.md -------------------------------------------------------------------------------- /.github/workflows/python-package.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/luphord/nelson_siegel_svensson/HEAD/.github/workflows/python-package.yml 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