Evaluate Nelson-Siegel function

版本 1.0.0.0 (1.9 KB) 作者: Dimitri Shvorob
(or fit one to a yield curve)
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更新时间 2016/4/4

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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.

引用格式

Dimitri Shvorob (2024). Evaluate Nelson-Siegel function (https://www.mathworks.com/matlabcentral/fileexchange/18160-evaluate-nelson-siegel-function), MATLAB Central File Exchange. 检索时间: .

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版本 已发布 发行说明
1.0.0.0

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