Evaluate Nelson-Siegel function
Version 1.0.0.0 (1.86 KB) by
Dimitri Shvorob
(or fit one to a yield curve)
Functions NELSONFUN and NELSONFIT evaluate and fit (with non-linear least-squares) the Nelson-Siegel function, a popular yield-curve approximation device.
Cite As
Dimitri Shvorob (2024). Evaluate Nelson-Siegel function (https://www.mathworks.com/matlabcentral/fileexchange/18160-evaluate-nelson-siegel-function), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2006a
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
- Computational Finance > Financial Toolbox > Price and Analyze Financial Instruments >
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Yield Curves >
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| Version | Published | Release Notes | |
|---|---|---|---|
| 1.0.0.0 | BSD |
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