[Quantlib-users] Nelson Siegel Calibration - Freeze exponential decay?

[Philippe H. <pha...@ma...>]

Is there a way to fix one or more parameters when calibrating NS from the python API? Specifically, I would like to fix the exponential decay lambda parameter. After building instrument helpers, I use this call: ql.FittedBondDiscountCurve(*params, ql.NelsonSiegelFitting(),, accuracy, numIter, guess, simplex_lambda) I looked at the c++ code, and it seems that there is a array parameter that represents weights, but I didn't see anything related to freezing one parameter. Also, I was looking for a way to just build a NS curve by passing all parameters, and not perform any calibration, but I didn't see one. It's easy to implement, but wondering as the solution might be related to my first question? Best regards Philippe Hatstadt 203-252-0408 https://www.linkedin.com/in/philippe-hatstadt/