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Author:
Musa Jafri
Summary:
U.S. Treasury yield curve engine: Nelson-Siegel-Svensson fits since 1990, a survey-anchored term premium, breakeven inflation, recession signals and forecasts, all tested out of sample.
Latest version:
2.5.1
Required dependencies:
numpy
|
pandas
|
plotly
|
scipy
Optional dependencies:
hypothesis
|
markdown
|
matplotlib
|
mypy
|
openpyxl
|
pytest
|
pytest-cov
|
ruff
|
tabulate
|
xlrd
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