[SciPy-user] Nelson and siegel codes

[Wassim Dbouk]

Hello Daniel, 
I need to use matlab to compute the yield curve using Nelson and siegel approach. However, i don't find enough resources to the the matlab codes for such a topic.I am starting from scratch with matlab and i am facing difficulties in progressing. I was searching the web and I found your post where you were saying that you have used matlab with Nelson and Siegel. I am wondering if you can email me the M-file. I hope I am not asking too much but this would really help me a lot. 
Best wishes
wassim
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