nelson_siegel_svensson

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Is the input yield zero-coupon yield?

2

A question that is not clear in the documentation but very important is whether the input yield is zero-coupon yield or yield of coupon-bearing bonds when calibrating the NS model.

flcong

Negative values of tau

3

* Nelson-Siegel-Svensson Model version: * Python version: 3.8 * Operating System: Windows ### Description Tau gets negative in optimization-> produces massive values for factors, least squares can't handle maturities=np.array([ 0.25...

jakubrojcek

matplotlib as extra requirement

3

Hay, First of all this package is very usefull, tnx! @luphord did you consider add matplotlib as an extra requirement istead of a regular requirement? It's required only by the...

guym0r

Weighted Regression

1

Great package! Just a question - do you correct for the fact that front end of the curve usually has much more data than the far end of the curve?...

mtomic123

Bumps [pip](https://github.com/pypa/pip) from 22.3.1 to 23.3. Changelog Sourced from pip's changelog. 23.3 (2023-10-15) Process Added reference to vulnerability reporting guidelines <https://www.python.org/dev/security/>_ to pip's security policy. Deprecations and Removals Drop a...

dependabot[bot]

Problems fitting the current Bund yield curve

1

* Nelson-Siegel-Svensson Model version: 0.5.0 * Python version: 3.10.3 * Operating System: Anaconda on Windows 11 x64 ### Description I'm trying to fit the current Bund yield curve. The model...

pquan