Nelson-Siegel parametric zero-coupon yield curve modeling engine fitting spot rates, decay factor, level, slope, and curvature components.
Alpha-Park/genpark-bond-convexity-modified-duration-calculator-skillFixed-income bond pricing engine computing cash flow present values, Macaulay duration, modified duration, and price convexity.
alphaparkinc/genpark-bond-convexity-modified-duration-calculator-skillFixed-income bond pricing engine computing cash flow present values, Macaulay duration, modified duration, and price convexity.