Gets parameters of parametric interpolation models like NelsonSiegel and NelsonSiegelSvensson.
parameters(x, ...)a Interpolation object.
additional arguments. Currently unused.
A named vector with parameters of the models.
terms <- c(1, 11, 26, 27, 28)
rates <- c(0.0719, 0.056, 0.0674, 0.0687, 0.07)
curve <- spotratecurve(rates, terms, "discrete", "actual/365", "actual")
model <- fit_interpolation(interp_nelsonsiegel(0.1, 0.01, 0.01, 0.01), curve)
parameters(model)
#> beta1 beta2 beta3 lambda1
#> 0.14485950 -0.07939554 0.09825617 0.29822406