Evaluating the Nelson Siegel function

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Liam Mescall
Liam Mescall 2011-7-25
I am currently trying to evaluate the parameters of the Nelson Siegel function in MatLab.I have searched Mathworks and found a page detailing the "nelsonfun" and "nelsonfit" function but cannot find these on the MATLAB 7.11.0 (R2010b.The page notes MATLAB 7.2 (R2006a).
Im wondering if there is a way of gaining access to these functions or another way of analysing the parameters as the "fitNelsonSiegel" function only produces the fitted curve.
Thanks for your time

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Walter Roberson
Walter Roberson 2011-7-25
nelsonfun and nelsonfit are not part of MATLAB itself: they are user contributions, which you probably have not installed on your newer system. You can get them here

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Liam Mescall
Liam Mescall 2011-7-25
Great thanks for that

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