Evaluate Nelson-Siegel function

Versione 1.0.0.0 (1,86 KB) da Dimitri Shvorob
(or fit one to a yield curve)
4.6
(9)
7,8K download
Aggiornato 4 apr 2016

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Functions NELSONFUN and NELSONFIT evaluate and fit (with non-linear least-squares) the Nelson-Siegel function, a popular yield-curve approximation device.

Cita come

Dimitri Shvorob (2025). Evaluate Nelson-Siegel function (https://www.mathworks.com/matlabcentral/fileexchange/18160-evaluate-nelson-siegel-function), MATLAB Central File Exchange. Recuperato .

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Creato con R2006a
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nelson/

Versione Pubblicato Note della release
1.0.0.0

BSD