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Evaluate Nelson-Siegel function 1.0

  Date Added: April 15, 2013  |  Visits: 224

Evaluate Nelson-Siegel function

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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.

Requirements: No special requirements
Platforms: Matlab
Keyword: Approximation Device Evaluate Function Functions Leastsquares Nelsonfit Nelsonfun Nelsonsiegel Nonlinear Popular Yieldcurve
Users rating: 0/10

License: Shareware Size: 10 KB
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