nelson_siegel

代码说明：

  用债券数据估计NS和nss的利率期限结构估计(estimation of interest rate term structure using nss and ns model)

文件列表：

nelson_siegel
.............\bonddata.xls,33792,2012-06-26
.............\czbondcf.m,2833,2012-06-26
.............\czbondfuturecf.m,3937,2012-06-26
.............\czbondkeyfigures.m,4679,2012-06-26
.............\czech_treasury_yc_kladivko_2010.pdf,430891,2011-07-15
.............\daybasis.m,1377,2012-06-26
.............\fnc
.............\...\czbondcf.m,2833,2012-06-26
.............\...\czbondfuturecf.m,3937,2012-06-26
.............\...\czbondkeyfigures.m,4679,2012-06-26
.............\...\daybasis.m,1377,2012-06-26
.............\...\LambdaLoading.m,121,2009-05-02
.............\...\mynssmodel
.............\...\..........\bonddata.xlsx,11029,2015-11-03
.............\...\..........\bondprice2.m,849,2015-10-13
.............\...\..........\bondprice3.m,361,2015-10-13
.............\...\..........\deriveyield.m,660,2015-10-13
.............\...\..........\excel内含vba定义的函数，内含所有解答.xlsm,48698,2015-10-14
.............\...\..........\New Folder
.............\...\..........\nonzero.xlsx,12118,2015-10-14
.............\...\..........\pricingbond.m,858,2015-10-13
.............\...\..........\question4d.m,203,2015-10-13
.............\...\..........\question5d.m,403,2015-10-13
.............\...\..........\question5danswer.m,401,2015-10-13
.............\...\..........\R.xlsx,9024,2015-10-12
.............\...\..........\rr.m,156,2015-10-13
.............\...\..........\zerocoupon.xlsx,9010,2015-10-14
.............\...\..........\新建文本文档.txt,0,2015-10-14
.............\...\NScurve.m,2236,2012-06-26
.............\...\NSerror.m,7966,2012-06-26
.............\...\NSest.m,15215,2015-10-31
.............\...\NSobjP.m,4108,2012-06-26
.............\...\NSobjY.m,2732,2012-06-26
.............\...\par2zero.m,1231,2012-06-26
.............\...\Plots1D.m,3023,2012-06-26
.............\...\zero2fwd.m,1156,2012-06-26
.............\...\zero2par.m,999,2012-06-26
.............\LambdaLoading.m,121,2009-05-02
.............\license.txt,1305,2014-02-12
.............\NScurve.m,2236,2012-06-26
.............\NSerror.m,7966,2012-06-26
.............\NSest.m,15215,2015-10-31
.............\NSobjP.m,4108,2012-06-26
.............\NSobjY.m,2732,2012-06-26
.............\par2zero.m,1231,2012-06-26
.............\Plots1D.m,3023,2012-06-26
.............\RunEstimation.m,3884,2015-11-03
.............\zero2fwd.m,1156,2012-06-26
.............\zero2par.m,999,2012-06-26