Yield Curve Paremeterization using NS [Excel]

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Yield Curve Paremeterization using NS
Submitter: vanna	Date: 2006/11/30

Description: This Spreadsheet implements fitting of Yield curve using Nelson Siegel parameterrization as described in equation 1.30 of the book Fixed Income Analysis: Securities, Pricing, and Risk Management Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
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Anonymous	Posted: 2013/2/1 7:05 Updated: 2013/2/10 12:47
	Yield Curve Paremeterization using NS If I change in market data, tau and actual market yield, i won't get fitting error sum equal to zero using Solver function.

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