wilsonfreitas/copom
Term Structure Interpolation Considering Regulators Meetings

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wilsonfreitas/copom: Term Structure Interpolation Considering Regulators Meetings
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Term Structure Interpolation Considering Regulators Meetings

copom-packageTools to study the decisions of the COPOM meetings
COPOMScenarios-classCOPOMScenarios class
fit_interpolation-COPOMScenarios-SpotRateCurve-methodFit COPOM moves according to a SpotRateCurve
FlatForwardCOPOM-classFlatForwardCOPOM interpolation
get_copom_datesHistorical COPOM dates
interp_copomscenariosCOPOMScenarios constructor
interp_flatforwardcopomFlatForwardCOPOM constructor
prepare_interpolation-FlatForwardCOPOM-SpotRateCurve-methodCreate the interpolation function
wilsonfreitas/copom documentation built on June 11, 2025, 10:20 p.m.

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