Code covered by the BSD License
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Rate this file 23 Downloads (last 30 days) File Size: 419 KB File ID: #37301 Version: 1.0
Estimation of Nelson-Siegel and Svensson Models
25 Jun 2012
Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model.