Data accompanying: Orthogonal reparametrization of the Nelson-Siegel-Svensson interest rate curve model: conditioning, diagnostics, and identifiability
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This archive contains the simulation code, plotting code, generated intermediate JSON data, generated figure outputs, and original yield dataused for the Nelson–Siegel–Svensson orthogonal reparametrization experiments.
本归档文件包含用于纳尔逊-西格尔-斯文森(Nelson–Siegel–Svensson)正交重参数化实验的仿真代码、绘图代码、生成的中间JSON数据、生成的图像输出结果与原始收益率数据。
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Zenodo创建时间:
2026-04-22



