http://code.activestate.com/recipes/tags/sympy/2012-09-10T08:07:56-07:00ActiveState Code Recipes2012-09-10T08:07:56-07:00alexander bakerhttp://code.activestate.com/recipes/users/4166679/http://code.activestate.com/recipes/578257-zero-curve-bootstrapping-and-forward-curve-generat/

<p style="color: grey"> Python recipe 578257 by <a href="/recipes/users/4166679/">alexander baker</a> (<a href="/recipes/tags/finance/">finance</a>, <a href="/recipes/tags/matplotlib/">matplotlib</a>, <a href="/recipes/tags/sympy/">sympy</a>). </p> <p>example of a bootstrapping and forward curve generation this can be used to build a set of curves for different currencies</p>