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Dynamic-Nelson-Siegel-Svensson-Kalman-Filter

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0.1.0 Dynamic_Nelson_Siegel_Svensson_Kalman_Filter-0.1.0-py3-none-any.whl

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Project: Dynamic-Nelson-Siegel-Svensson-Kalman-Filter
Version: 0.1.0
Filename: Dynamic_Nelson_Siegel_Svensson_Kalman_Filter-0.1.0-py3-none-any.whl
Download: [link]
Size: 7944
MD5: e6b66608da524aede06ae80f94933068
SHA256: e2a1f9c84eb5046d0c23216981af488fad4f89e07f4186ebd1c070a84d086e1c
Uploaded: 2021-02-25 22:08:09 +0000

dist-info

METADATA · WHEEL · RECORD · top_level.txt · entry_points.txt

METADATA

Metadata-Version: 2.1
Name: Dynamic-Nelson-Siegel-Svensson-Kalman-Filter
Version: 0.1.0
Summary: Implementation of the Dynamic-Nelson-Siegel-Svensson models with Kalman FilterFitting and Forecasting the Yield Curve.
Author: Werley Cordeiro
Author-Email: werleycordeiro[at]gmail.com
Home-Page: https://github.com/werleycordeiro/Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
Download-Url: https://github.com/werleycordeiro/Dynamic_Nelson_Siegel_Svensson_Kalman_Filter/archive/v_0.1.0.tar.gz
License: MIT license
Keywords: Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
Classifier: Programming Language :: Python :: 3
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Dist: pandas (>=0.23)
Requires-Dist: numpy (>=1.14)
[Description omitted; length: 5550 characters]

WHEEL

Wheel-Version: 1.0
Generator: bdist_wheel (0.36.2)
Root-Is-Purelib: true
Tag: py3-none-any

RECORD

Path Digest Size
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter/Kfilter.py sha256=6hKNinrIpdfkRX_uKG4EiLOJUWH27wEfS9gxrn8ujhA 1501
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter/__init__.py sha256=UuwpeB_rE0j37GVoLxTLvGl3q4A9shNlRVCWHMMiU3k 419
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter/factor_loadings.py sha256=rwhjgM_qalWYpa5j_2G-vE7mweGcNxjCJHZyTdMGVus 453
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter/kalman.py sha256=T5VpaYQY_tVFz5LuM3wyTUNcT9P1yybQdNjeJCye0jo 1797
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter/lyapunov.py sha256=4NjsuqzeuQoJNxIqcFuACqIr-6Sk8VAJ2SvvkLTbZ-c 156
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter-0.1.0.dist-info/LICENSE.txt sha256=f1CROJMc8O5A_Nlc1srL1B3_jqBqqMVGCWsA-UAVbqE 1092
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter-0.1.0.dist-info/METADATA sha256=j1uUU-N9RC_TzJQKBhs1Tc0E8KwTbVg9fRmMOkT6NFc 6381
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter-0.1.0.dist-info/WHEEL sha256=OqRkF0eY5GHssMorFjlbTIq072vpHpF60fIQA6lS9xA 92
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter-0.1.0.dist-info/entry_points.txt sha256=htOn3qQaDNTSiY-qtDHk8zH0hugJMDwQ8YSepLAGabY 124
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter-0.1.0.dist-info/top_level.txt sha256=nBW_qlt8yI8tRxU-7YIo74jOs49PTDqf4FnwWMr-bbA 45
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter-0.1.0.dist-info/RECORD — —

top_level.txt

Dynamic_Nelson_Siegel_Svensson_Kalman_Filter

entry_points.txt

[console_scripts]
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter = Dynamic_Nelson_Siegel_Svensson_Kalman_Filter.cli:cli_main