Hello, just added *InterestRates.jl* package to METADATA. It provides tools for term structure models (Nelson & Siegel, Svensson) and interpolation of yield curves in finance (Linear, FlatForward, natural Cubic Spline). Hopefully helpful to someone.
Installation: *Pkg.add("InterestRates")*. Docs currently at the readme file
(check also https://github.com/felipenoris/InterestRates.jl).
Cheers!
