Uses of Record Class
com.quantfinlib.rates.NelsonSiegel.Fit

Packages that use NelsonSiegel.Fit

Package	Description
com.quantfinlib.rates	Fixed income: curves, bonds, swaps, day counts and calendars, with market conventions.

Uses of NelsonSiegel.Fit in com.quantfinlib.rates

Methods in com.quantfinlib.rates that return NelsonSiegel.Fit

Modifier and Type	Method	Description
static NelsonSiegel.Fit	NelsonSiegel.fit(double[] tenorYears, double[] zeroRates)	Fits by log-spaced λ grid (0.1y–10y, 80 nodes) + exact OLS per node.