Documentation Center

  • Trial Software
  • Product Updates

Estimate Model Parameters

Estimate parameters of IRFunctionCurve object for Nelson-Siegel, Svensson, and smoothing spline yield curve models and analyze curve models

Start Here

For information about using the IRFunctionCurve object, see  Fitting Interest Rate Curve Functions .

Classes

IRFunctionCurve Construct interest-rate curve object from function handle or function and fit to market data
IRFitOptions Construct specific options for fitting interest-rate curve object
Was this topic helpful?