Index

B

betas_ns_ols() (in module nelson_siegel_svensson.calibrate)

betas_nss_ols() (in module nelson_siegel_svensson.calibrate)

C

calibrate_ns_ols() (in module nelson_siegel_svensson.calibrate) calibrate_nss_ols() (in module nelson_siegel_svensson.calibrate)

convert() (nelson_siegel_svensson.cli.Curve method) (nelson_siegel_svensson.cli.FloatArray method) Curve (class in nelson_siegel_svensson.cli)

E

empirical_factors() (in module nelson_siegel_svensson.calibrate)

errorfn_ns_ols() (in module nelson_siegel_svensson.calibrate) errorfn_nss_ols() (in module nelson_siegel_svensson.calibrate)

F

factor_matrix() (nelson_siegel_svensson.NelsonSiegelCurve method) (nelson_siegel_svensson.NelsonSiegelSvenssonCurve method) (nelson_siegel_svensson.ns.NelsonSiegelCurve method) (nelson_siegel_svensson.nss.NelsonSiegelSvenssonCurve method) factors() (nelson_siegel_svensson.NelsonSiegelCurve method) (nelson_siegel_svensson.NelsonSiegelSvenssonCurve method) (nelson_siegel_svensson.ns.NelsonSiegelCurve method) (nelson_siegel_svensson.nss.NelsonSiegelSvenssonCurve method)

FloatArray (class in nelson_siegel_svensson.cli) forward() (nelson_siegel_svensson.NelsonSiegelCurve method) (nelson_siegel_svensson.NelsonSiegelSvenssonCurve method) (nelson_siegel_svensson.ns.NelsonSiegelCurve method) (nelson_siegel_svensson.nss.NelsonSiegelSvenssonCurve method)

N

name (nelson_siegel_svensson.cli.Curve attribute) (nelson_siegel_svensson.cli.FloatArray attribute) nelson_siegel_svensson (module) nelson_siegel_svensson.calibrate (module) nelson_siegel_svensson.cli (module)

nelson_siegel_svensson.ns (module) nelson_siegel_svensson.nss (module) NelsonSiegelCurve (class in nelson_siegel_svensson) (class in nelson_siegel_svensson.ns) NelsonSiegelSvenssonCurve (class in nelson_siegel_svensson) (class in nelson_siegel_svensson.nss)

Z

zero() (nelson_siegel_svensson.NelsonSiegelCurve method) (nelson_siegel_svensson.NelsonSiegelSvenssonCurve method) (nelson_siegel_svensson.ns.NelsonSiegelCurve method) (nelson_siegel_svensson.nss.NelsonSiegelSvenssonCurve method)