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Parameter restrictions for Nelson-Siegel and Svensson curve fitting models
I am using IRFunctionCurve.fitNelsonSiegel and IRFunctionCurve.fitSvensson to get the parameters of both models. I needed to ...
9 years ago | 1 answer | 0
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Loop through data until date changes
I'm implementing Interest Rate Curve-fitting using Nelson-Siegel and Svensson models.I'm doing fine for a one-day data (sheet1) ...
9 years ago | 1 answer | 0
