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I am using a software called matlab and I want to use lsqnonlin function to estimate an observed yield curve using Cox-Ingersoll-Model. The observed spot rates are obsspotrate=[0.65,0.67,0.68,0.90,1.38,1.87,2.14,2.55,2.75,2.94,3.13,3.33,3.54,4.36,4.46,4.30]/100; Whilst the corresponding time to maturity is (in years) T=[0.083333333 .25 .5 1 2 3 4 5 6 7 8 9 10 15 20 30]. So given the above observed yield, I need to estimate the parameters alpha, mu, sigma and r0(interest rate) that best fit the observed yield. I will also need to graphic representation of the observed yield and the estimated yield together, to show how well the estimated yield fits the observed yield.
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