Last updated: 2023-03-16.

tf_quant_finance.rates.nelson_seigel_svensson.SvenssonParameters

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Nelson Seigel Svensson interpolation parameters.

tf_quant_finance.rates.nelson_seigel_svensson.SvenssonParameters(
    beta_0, beta_1, beta_2, beta_3, tau_1, tau_2
)

Attributes:

• beta_0: A real Tensor of arbitrary shape batch_shape.

• beta_1: A real Tensor of arbitrary shape batch_shape.

• beta_2: A real Tensor of arbitrary shape batch_shape.

• beta_3: A real Tensor of arbitrary shape batch_shape.

• tau_1: A real Tensor of arbitrary shape batch_shape.

• tau_2: A real Tensor of arbitrary shape batch_shape.

Methods

__eq__

__eq__(
    other
)

Method generated by attrs for class SvenssonParameters.

__ge__

__ge__(
    other
)

Method generated by attrs for class SvenssonParameters.

__gt__

__gt__(
    other
)

Method generated by attrs for class SvenssonParameters.

__iter__

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__iter__()

__le__

__le__(
    other
)

Method generated by attrs for class SvenssonParameters.

__len__

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__len__()

__lt__

__lt__(
    other
)

Method generated by attrs for class SvenssonParameters.

__ne__

__ne__(
    other
)

Method generated by attrs for class SvenssonParameters.