Fits a discount function to the form
$ d(t) = \exp^{-r t}, $ where the zero rate $r$ is defined as
$$
r \equiv c_0 + (c_0 + c_1)(\frac {1 - exp^{-\kappa t}}{\kappa t})
c_2exp^{ - \kappa t}
c_3{(\frac{1 - exp^{-\kappa_1 t}}{\kappa_1 t} -exp^{-\kappa_1 t})}.
$$
See: Svensson, L. (1994). Estimating and interpreting forward
interest rates: Sweden 1992-4.
Discussion paper, Centre for Economic Policy Research(1051).
Svensson Fitting method
Fits a discount function to the form $ d(t) = \exp^{-r t}, $ where the zero rate $r$ is defined as $$ r \equiv c_0 + (c_0 + c_1)(\frac {1 - exp^{-\kappa t}}{\kappa t})