A Python project for modeling and visualizing interest rate curves using Brazilian futures data. This project features various interpolation and extrapolation methods, including linear, cubic spline, Nelson-Siegel, providing accurate rates for any specified term.
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A Python project for modeling and visualizing interest rate curves using Brazilian futures data. This project features various interpolation and extrapolation methods, including linear, cubic spline, Nelson-Siegel, providing accurate rates for any specified term.
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rafaelgbo/br-futures-rates-curve
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A Python project for modeling and visualizing interest rate curves using Brazilian futures data. This project features various interpolation and extrapolation methods, including linear, cubic spline, Nelson-Siegel, providing accurate rates for any specified term.
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