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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.
Cite As
Dimitri Shvorob (2026). Evaluate Nelson-Siegel function (https://www.mathworks.com/matlabcentral/fileexchange/18160-evaluate-nelson-siegel-function), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (1.86 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 | BSD |
