http://www.mathworks.com/matlabcentral/fileexchange/18160-evaluate-nelson-siegel-function
File Information

Description Functions NELSONFUN and NELSONFIT evaluate and fit (with non-linear least-squares) the Nelson-Siegel function, a popular yield-curve approximation device.



MATLAB release MATLAB 7.2 (R2006a)

Zip File Content

Other Files nelson/nelsonfit.m,

nelson/nelsonfun.m,

nelson/nelsondemo.m

extend done