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Use Nelson-Siegel model to plot the zero-coupon yield curve as of-(Answered)

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Use Nelson-Siegel model to plot the zero-coupon yield curve as of March 15, 2016 given


OAT COUPON RATE % MATURITY CLEAN PRICE
1 4,25 25-oct-17 107,53
2 4 25-avr-18 109,24
3 4,25 25-avr-19 114,2
4 3,5 25-avr-20 115,29
5 3,25 25-oct-21 118,48
6 8,25 25-avr-22 150,36
7 4,25 25-oct-23 130,56
8 3,5 25-avr-26 128,3
9 5,75 25-Apr-32 169,8
10 4,75 25-Apr-35

158,57

 

Paper#9210436 | Written in 27-Jul-2016

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