The dataset contains the Python code used to replicate the theoretical results in the main body of the text and the appendix of the paper \"Capital Structure and the Yield Curve\", published in the Re
The dataset contains the Python code used to replicate the theoretical results in the main body of the text and the appendix of the paper "Capital Structure and the Yield Curve", published in the Revi
The dataset contains the Python code used to replicate the theoretical results in the main body of the text and the appendix of the paper "Capital Structure and the Yield Curve", published in the Revi
For over ten years, the Treasury has issued index-linked debt. This paper describes the methodology for fitting a smoothed yield curve to these securities that is used at the Federal Reserve Board eve