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vinguru
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Joined: January 18th, 2002, 11:26 am

Svensson model

January 24th, 2002, 4:45 am

hello
Any one knowns about the Svensson model...
please reaply

thnx
vin
 
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spartak
Posts: 3
Joined: December 26th, 2001, 4:49 pm

Svensson model

January 24th, 2002, 8:42 pm


I hope this will help

And we have the thread with the similar subject.
Nelson-Siegel to model the yield curve ?
Attachments
Yield Curve Modelling at the Bank of Canada.zip
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