NelsonSiegelFitting parameters in QuantLib Python
Posted by
tarpanelli@libero.it on
Apr 13, 2017; 5:43am
URL: http://quantlib.414.s1.nabble.com/NelsonSiegelFitting-parameters-in-QuantLib-Python-tp18190.html
Hello,
just a quick question: I am using QuantLib-Python, is it possible to extract the calibrated parameters from the NelsonSiegelFitting method?If yes, could you just show me how to do it?
thanks
Best regards
Paolo
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