# DNS-Model

**Repository Path**: yeziang2013/DNS-Model

## Basic Information

- **Project Name**: DNS-Model
- **Description**: No description available
- **Primary Language**: Unknown
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2025-07-03
- **Last Updated**: 2025-07-03

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# DNS-Model
Dynamic Nelson Siegel Model
DNS (Dynamic Nelson-Siegel) Model is a classical parameteric term-structure model for fixed income. This Notebook will show how to constrcut DNS and tune its parameter. Then I will use it to do prediction and compare its result with random walk.