Evaluate Nelson-Siegel function 1.0

Date Added: April 15, 2013 | Visits: 404

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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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