Metadata-Version: 2.1
Name: PyCurve
Version: 0.0.2
Summary: Interest rate yield curve packages
Home-page: https://github.com/ahgperrin/PyCurve
Author: Antoine Perrin
Author-email: antoineperrin.pro1@gmail.com
License: UNKNOWN
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3.9
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Description-Content-Type: text/markdown
Requires-Dist: matplotlib
Requires-Dist: pandas
Requires-Dist: numpy
Requires-Dist: scipy
Requires-Dist: typing

# PyCurve  Python Package


### Object oriented with a main Class Curve wich allows user to gather a yield curve with two arrays, maturity and yield.
### User can use this market curve and then use this curve in order to do stochastics or interpolation. Simple to get rate, or discount factor from different method.
## Allows user to interpolate Yield curve with different models :
    - Linear Interpolation
    - Cubic Spline Interpolation
    - Nelson Siegel
    - Nelson Siegel Svensson
    - Bjork Christensen
    - Bjork Christensen Augmented

## Allows User to generate stochastic process under Vasicek and Hull and white


