<!--
This file is generated by a tool. Do not edit directly.
For open-source contributions the docs will be updated automatically.
-->

*Last updated: 2023-03-16.*

<div itemscope itemtype="http://developers.google.com/ReferenceObject">
<meta itemprop="name" content="tf_quant_finance.rates.nelson_seigel_svensson" />
<meta itemprop="path" content="Stable" />
</div>

# Module: tf_quant_finance.rates.nelson_seigel_svensson

<!-- Insert buttons and diff -->

<table class="tfo-notebook-buttons tfo-api" align="left">
</table>

<a target="_blank" href="https://github.com/paolodelia99/tf-quant-finance/blob/main/tf_quant_finance/rates/nelson_seigel_svensson/__init__.py">View source</a>



Nelson Seigel Svensson interpolation.



## Classes

[`class SvenssonParameters`](../../tf_quant_finance/rates/nelson_seigel_svensson/SvenssonParameters.md): Nelson Seigel Svensson interpolation parameters.

## Functions

[`interpolate(...)`](../../tf_quant_finance/rates/nelson_seigel_svensson/interpolate.md): Performs Nelson Seigel Svensson interpolation for supplied points.

