Hi Felipe, This looks great. Thanks for sharing. We'll see if we can help develop this further.
Thanks also for pointing to Imanuel's FinancialMarkets.jl <https://github.com/imanuelcostigan/FinancialMarkets.jl>. His package on OTC derivative data (dataonderivatives.jl <https://github.com/imanuelcostigan/dataonderivatives>) also looks interesting. Ito.jl <http://aviks.github.io/Ito.jl/> also seems like an ambitious/cool project. Cheers On Sunday, August 23, 2015 at 9:37:10 AM UTC+8, [email protected] wrote: > > 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! >
