Svensson Parameters

Posted by randomAlpha on
URL: http://quantlib.414.s1.nabble.com/Svensson-Parameters-tp15663.html

Is there any way to extract the parameters generated during the fitting of the Svensson model to a yield curve?

It seems like this can be done in C++ but the SWIG wrappers do not return the parameters or attach them to some object, as far as I can tell. If there is a way to do this in the wrapped code an explanation of how this is possible would be immensely helpful. If there is no way to currently do this but some hints about how I can extend the SWIG interface are provided I would also appreciate the guidance.

Thanks,
Ray