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us-treasuries

Here are 3 public repositories matching this topic...

mpokojovy / abstract.HJM

The abstract Heath-Jarrow-Morton model: Calibration and forecasting the US daily Treasury yield curve rates

time-series-analysis time-series-forecasting term-structure-models financial-data-analysis vasicek-model short-rates heath-jarrow-morton us-treasuries

Updated Nov 28, 2020
MATLAB

sbaijal / Yield-Curve-Modeling

Quantitative fixed income research — yield curve modelling, risk management, and NS factor forecasting on US Treasuries.

python duration numpy pandas stress-testing scipy matplotlib yield quantitative-finance yield-curve bond-pricing nelson-siegel dv01 convexity cubic-spline-interpolation cubic-spline-smoothing us-treasuries interest-rate-risks fixed-in

Updated May 8, 2026
Jupyter Notebook

api-evangelist / bgc-partners

Profile for BGC Partners in the API Evangelist network. Fortune F1000 (rank 963).

brokerage market-data financial-services fixed-income financial-technology foreign-exchange capital-markets credit-derivatives equity-derivatives interest-rate-derivatives sofr post-trade us-treasuries trading-infrastructure futures-exchange fortune-1000 inter-dealer-broker energy-and-commodities

Updated May 23, 2026

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