thanks
P
----Messaggio originale----
Da: "Luigi Ballabio" <***@gmail.com>
Data: 13/04/2017 9.07
A: "***@libero.it"<***@libero.it>, <quantlib-***@lists.sourceforge.net>
Ogg: Re: [Quantlib-users] NelsonSiegelFitting parameters in QuantLib Python
If `curve` is the fitted term structure, curve.fitResults().solution() will give you the array of fitted parameters. For their interpretation depending on the fitting method used, you'll have to check the code of the methods.
Luigi
On Thu, Apr 13, 2017 at 7:46 AM ***@libero.it <***@libero.it> wrote:
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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