R: Re: NelsonSiegelFitting parameters in QuantLib Python

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R: Re: NelsonSiegelFitting parameters in QuantLib Python

tarpanelli@libero.it
thanks
P


----Messaggio originale----
Da: "Luigi Ballabio" <[hidden email]>
Data: 13/04/2017 9.07
A: "[hidden email]"<[hidden email]>, <[hidden email]>
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 [hidden email] <[hidden email]> 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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