{
 "close_date": "2026-10-23",
 "lambda": 0.4,
 "groups": [
  {
   "name": "EGYPT",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 19,
   "k": 3,
   "beta": [
    0.12013914,
    -0.04240573,
    -0.05844618
   ],
   "rmse_bp": 30.2,
   "t_min": 0.274,
   "t_max": 34.319,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "SOUTH AFRICA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 16,
   "k": 3,
   "beta": [
    0.09614281,
    -0.02999786,
    -0.08000563
   ],
   "rmse_bp": 18.6,
   "t_min": 0.928,
   "t_max": 29.133,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "NIGERIA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 15,
   "k": 3,
   "beta": [
    0.0978009,
    -0.04434249,
    -0.01588345
   ],
   "rmse_bp": 9.8,
   "t_min": 1.098,
   "t_max": 24.931,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "KENYA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 11,
   "k": 3,
   "beta": [
    0.10532919,
    -0.06693258,
    0.06197091
   ],
   "rmse_bp": 54.1,
   "t_min": 0.578,
   "t_max": 21.35,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "ANGOLA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 9,
   "k": 3,
   "beta": [
    0.11914597,
    -0.07252169,
    0.02007685
   ],
   "rmse_bp": 6.1,
   "t_min": 1.544,
   "t_max": 23.094,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "IVORY COAST",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.08971673,
    -0.03622504,
    -0.01222251
   ],
   "rmse_bp": 4.3,
   "t_min": 0.86,
   "t_max": 13.342,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "MOROCCO",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.06662801,
    -0.03189707,
    -0.01486167
   ],
   "rmse_bp": 9.3,
   "t_min": 2.442,
   "t_max": 11.589,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "MOROCCO",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.07681679,
    -0.01990297,
    -0.02707499
   ],
   "rmse_bp": 7.4,
   "t_min": 1.144,
   "t_max": 24.145,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "GABON",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 5,
   "k": 3,
   "beta": [
    0.20185879,
    -0.00827548,
    -0.20681308
   ],
   "rmse_bp": 23.7,
   "t_min": 1.81,
   "t_max": 6.995,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "IVORY COAST",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 5,
   "k": 3,
   "beta": [
    0.08948702,
    -0.0366679,
    -0.04855363
   ],
   "rmse_bp": 9.3,
   "t_min": 2.413,
   "t_max": 20.413,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "GHANA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 4,
   "k": 2,
   "beta": [
    0.09124507,
    -0.02386582,
    0.0
   ],
   "rmse_bp": 7.9,
   "t_min": 1.446,
   "t_max": 9.697,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "OCP",
   "currency": "USD",
   "kind": "quasi_sovereign",
   "fitted": 4,
   "k": 2,
   "beta": [
    0.084174,
    -0.04222601,
    0.0
   ],
   "rmse_bp": 6.7,
   "t_min": 4.665,
   "t_max": 27.524,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "AFC",
   "currency": "USD",
   "kind": "supranational",
   "fitted": 3,
   "k": 2,
   "beta": [
    0.06725217,
    -0.00976461,
    0.0
   ],
   "rmse_bp": 0.9,
   "t_min": 1.514,
   "t_max": 4.665,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "BENIN",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 3,
   "k": 2,
   "beta": [
    0.08756481,
    -0.06076402,
    0.0
   ],
   "rmse_bp": 12.9,
   "t_min": 4.241,
   "t_max": 24.241,
   "form": "level and slope, fitted to prices"
  }
 ]
}
