yield-curves-0.2.0
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docs.rs

Rust

yield-curves 0.2.0

Yield curve interpolation and parametric fitting (Nelson-Siegel, Svensson) with zero dependencies

Crate
Source
Builds
Feature flags

..
compounding.rs
error.rs
lib.rs
linear.rs
nelder_mead.rs
nelson_siegel.rs
pchip.rs
spline.rs
svensson.rs
validate.rs