Create a Nelson Siegel curve from parameters.

Description

Create a Nelson Siegel curve from parameters. Can be used anywhere as a curve.

Example Sheet

FitCurveNelsonSiegel.xlsx

Arguments

  • objectName The name that this object will be assigned on the map. Should be unique.
  • anchorDate (Date)The date at which the resultant curve will be anchored.
  • beta0 (Double)
  • beta1 (Double)
  • beta2 (Double)
  • tau (Double)