pkrv

Here is 1 public repository matching this topic...

alihasanmandvi / Sovereign-Yield-Arbitrage-Engine

A quantitative fixed-income trading pipeline and historical backtester that uses Nelson-Siegel-Svensson (NSS) non-linear optimization to exploit arbitrage opportunities using the Pakistani Revaluation data for fixed-income bonds (PKRV).

quantitative-finance yield-curve fixed-income algorithmic-tracking scipy-optimization pkrv

Updated Jun 22, 2026
Python

Add this topic to your repo

To associate your repository with the pkrv topic, visit your repo's landing page and select "manage topics."

Learn more