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Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
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machine-learning-for-trading
machine-learning-for-trading PublicForked from stefan-jansen/machine-learning-for-trading
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rateslib
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A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction …
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