Model
With liquidity constraint
Smoothness: 
Nelson-Siegel [1]
0.9654
4.9822
Spline (interpolation)
0.9738
10.7467
| Model | With liquidity constraint | |
|
| Smoothness: | |
| Nelson-Siegel [1] | 0.9654 | 4.9822 |
| Spline (interpolation) | 0.9738 | 10.7467 |