Skip to content

Tenzinomics/Black-Karasinski-model

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

11 Commits
 
 
 
 
 
 
 
 

Repository files navigation

BK Model

BK is a short rate model to describe the evolution of interest rates over time. This project is a modified version of AIMLMODELING to include parameters based on market data for bond yields.

About

Zero Coupon Interest rate model

Resources

Stars

Watchers

Forks

Releases

Packages

Contributors

Languages