Yield Curve Python Packages

nelson-siegel-svensson

Implementation of the Nelson-Siegel-Svensson interest rate curve model.

smithwilson

Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates

pyettj

Capturar e modelar curvas de juros (ettj) usadas no Brasil.

pylightcharts

Python bindings for [TradingView Lightweight Charts™](https://github.com/tradingview/lightweight-charts), aiming at **near-full API coverage** with a pythonic interface.

nss-engine

The U.S. Treasury yield curve fitted weekly since 1990: term premium, breakeven inflation and recession odds, tested against the Fed's own numbers.

yield-curve-dynamics

A cursory look at the dynamics of zero coupon bond yield curves.