Re: Svensson overshooting when fitting the bond yield curve.

Posted by SteveGe on Oct 08, 2014; 1:02am
URL: http://quantlib.414.s1.nabble.com/Svensson-overshooting-when-fitting-the-bond-yield-curve-tp15926p15949.html

Hi KK,

How did you get the beta values? I suspect you used the solver in Excel instead of Quantlib. as Quantlib wouldn't not able to produce the correct solution.

Thanks