This repository contains a Python script that bootstraps a SOFR (Secured Overnight Financing Rate) swap curve, calculates zero rates from discount factors. swap-curve-bootstrapping.ipynb: Jupyter ...

This repository contains supporting code to facilitate reproducible analysis. For details see the preprint. If you find bugs please create a github issue. An ...

Abstract: The neurological disorder which is associated with the abnormal electrical activity generated from the brain causing seizures is typically termed as epilepsy. The automated detection and ...