library(YieldCurve)
data(FedYieldCurve)
head(FedYieldCurve,2)

tail(FedYieldCurve,2)


data(FedYieldCurve)
rate.Fed = first(FedYieldCurve, '5 month')
maturity.Fed <- c(3/12, 0.5, 1,2,3,5,7,10)
NSParameters <- Nelson.Siegel( rate= rate.Fed, maturity=maturity.Fed )
y <- NSrates(NSParameters[5,], maturity.Fed)
plot(maturity.Fed,rate.Fed[5,],main="Fitting Nelson-Siegel yield curve",
type="o")
lines(maturity.Fed,y, col=2)
legend("topleft",legend=c("observed yield curve","fitted yield curve"),
col=c(1,2),lty=1)
