Hi everyone! I wonder if someone could help me with a maximization problem. I work with the Nelson-Siegel function:
β_0t+β_1t ((1-e^(-λ_t τ))/(λ_t τ))+β_2t*((1-e^(-λ_t τ))/(λ_t τ)-e^(-λ_t τ) )
and I have to find the value of Lambda that maximize the loading on β_2 at the maturity of 30 months. How can I do it?