Estimating an interest rate curve for Brazilian government bonds (LTNs and NTN-Fs) using bootstrapping techniques. This project calculates zero-coupon rates and combines data to visualize the yield curve, comparing it with curves derived from DI1 futures.
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Estimating an interest rate curve for Brazilian government bonds (LTNs and NTN-Fs) using bootstrapping techniques. This project calculates zero-coupon rates and combines data to visualize the yield curve, comparing it with curves derived from DI1 futures.
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rafaelgbo/br-bootstrapping
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Estimating an interest rate curve for Brazilian government bonds (LTNs and NTN-Fs) using bootstrapping techniques. This project calculates zero-coupon rates and combines data to visualize the yield curve, comparing it with curves derived from DI1 futures.
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