Note: I found an error in the spreadsheet and repaired it, so if you downloaded the spreadsheet before 3/21/19, download it again.
This post starts by entering the U.S Treasury Yield curve by copy/pasting the rates from the Treasury web site.
The yields are then interpolated in order to calculate spot rates using the bootstrap method.
The spot rates are then linked into sheet “NSS”, and are used to smooth the yield curve using the Nelson-Siegel-Svensson Model.
Excel’s Solver is used to calibrate the model:
Download: NSS: http://pistulka.com/Excel_Shared/NSS.xlsx