Nelson-Siegel-Svensson Term Structure Calibrator

Enter maturity points (in years) and corresponding yields:

Nelson-Siegel-Svensson Formula:

Yield(t) = β₀ + β₁ * ((1 - exp(-t/τ₁))/(t/τ₁)) + β₂ * (((1 - exp(-t/τ₁))/(t/τ₁)) - exp(-t/τ₁)) + β₃ * (((1 - exp(-t/τ₂))/(t/τ₂) - exp(-t/τ₂))

Calibrated Parameters: