Generating a Yield Curve with the Nelson-Siegel-Svensson Method, Excel Library, Video 00020

In this Excel Library video, we take a limited amount of bond yield information, and then extrapolate and interpolate from this a good-fitting yield curve which covers all the 'potential' rates in-between.

We do this using the Nelson-Siegel-Svensson method, via the Excel data tool, Solver, and minimise residual error squares to create a believable yield curve, despite a lack of complete information.

The main block of Nelson-Siegel-Svensson Excel formula code used in this video can be copied from here:

http://mithrilmoney.com/excel-library...

For financial education from London to Singapore and beyond, please contact MithrilMoney via the following website:

http://mithrilmoney.com

This MithrilMoney lecture was delivered by Andy Duncan, CQF.

Please read our disclaimer:

http://mithrilmoney.com/disclaimer/

• #education
• #mithril_money
• #yield_curve
• #microsoft_excel_software
• #fixed_income_attribution