I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.
-
Updated
Feb 9, 2020 - Python
#
cir-model
Here are 2 public repositories matching this topic...
Fetch historical Euribor data, initialize stochastic prediction models and forecast interest rates with Monte Carlo simulations.
-
Updated
Sep 20, 2025 - Python
Improve this page
Add a description, image, and links to the cir-model topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the cir-model topic, visit your repo's landing page and select "manage topics."