Metadata-Version: 2.4
Name: yieldcurveml
Version: 0.2.0
Summary: Add your description here
Author-email: "T. Moudiki" <thierry.moudiki@gmail.com>
Requires-Python: >=3.9
Requires-Dist: matplotlib>=3.1.3
Requires-Dist: nnetsauce>=0.29.5
Requires-Dist: numpy<2.0.0
Requires-Dist: scikit-learn>=1.0.0
Requires-Dist: scipy
Requires-Dist: tabulate
Description-Content-Type: text/markdown

# Yield Curve with Machine Learning

## 0 - Install: 

### From GitHub

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

## 1. Examples: 

See [examples](/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/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](https://www.researchgate.net/publication/392507059_Beyond_Nelson-Siegel_and_splines_A_model-_agnostic_Machine_Learning_framework_for_discount_curve_calibration_interpolation_and_extrapolation)
