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Qin

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Updated File Comments Rating
29 Apr 2011 Evaluate Nelson-Siegel function (or fit one to a yield curve) Author: Dimitri Shvorob

is there something wrong in the code?
I cannot run it.
 function[f] = nelsonsse(tau)
    [b,f] = lsbetas(tau); %#ok
    end

    function[b,varargout] = lsbetas(tau)
    i = x(:)/tau;

is this part has some mistakes?

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