Ekam Ghotra
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Treasury Curve Fitting

Nelson-Siegel fit RMSE

1.98 bp

Built and evaluated Nelson Siegel and Svensson fits against the Treasury par curve, with a 1.98 bp Nelson Siegel RMSE. The interactive explorer exposes how level, slope, curvature, and decay change the fit.

  • Python
  • Nelson-Siegel
  • Treasury data
  • Curve diagnostics