Yield Curve with Machine Learning

0 - Install:

From GitHub

!pip install git+https://github.com/Techtonique/yieldcurve.git

1. Examples:

See examples

2. References

• https://www.researchgate.net/publication/393794192_New_Short_Rate_Models_and_their_Arbitrage-Free_Extension_A_Flexible_Framework_for_Historical_and_Market-Consistent_Simulation
• https://www.researchgate.net/publication/392507059_Beyond_Nelson-Siegel_and_splines_A_model-_agnostic_Machine_Learning_framework_for_discount_curve_calibration_interpolation_and_extrapolation