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Suppose you applied the Nelson-Siegel-Svensson method to data and obtained following parameter values : 0=0.01336,1=0.01105,2=0.011863=0.04828,1=1.00105,2=15.0000 What is the Nelson-Siegel-Svensson model implied continuously compounded 30 Year
Suppose you applied the Nelson-Siegel-Svensson method to data and obtained following parameter values : 0=0.01336,1=0.01105,2=0.011863=0.04828,1=1.00105,2=15.0000 What is the Nelson-Siegel-Svensson model implied continuously compounded 30 Year interest rate? 2.85%2.60%3.00%2.75%
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