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-generating-a-yield-curve-with-the-nelson-siegel-svensson-method/ 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/