<![CDATA[Basic Building Blocks of Yield Curve Smoothing, Part 8: Cubic Yield Splines and Related Forwards versus Nelson-Siegel]]>

0 <![CDATA[Basic Building Blocks of Yield Curve Smoothing, Part 8: Cubic Yield Splines and Related Forwards versus Nelson-Siegel]]> http://kamakuraco.com/Company/ExecutiveProfiles/DonaldRvanDeventerPhD/KamakuraBlog/tabid/231/EntryId/162/Basic-Building-Blocks-of-Yield-Curve-Smoothing-Part-8-Cubic-Yield-Splines-and-Related-Forwards-versus-Nelson-Siegel.aspx In this post we make an important change in our definition of the “best yield curve.” In this post we change the definition of “best” to be the yield c ...]]> en-US