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Modelo Nelson Siegel Svensson:

Pacote para calibrar parâmetros do modelo e calcular modelo.

Através deste pacote é possível passar um DataFrame com três colunas:

  • 1ª Coluna: Prazo em dias ou anos;
  • 2ª Coluna: Valores a serem calculados;
  • 3ª Coluna: Peso a ser atribuído.

    Após a calibragem dos parâmetros pode-se utilizar o modelo NSS para retornar o valor atravs do modelo de Nelson Siegel Svensson.
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    Release files for nsscurves 2022.7.23.1

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