anchor.diff:              /// xData: The periods of available yield rates (time).
               /// yData: The observed yields.
               // model modified from: Forecasting the term structure of government bond yields, Diebolda and Li, 2006
  -            // The initiall guess can be any resonable values,the tau parameters have to be higher than the beta values the commony used in the industry is 0.01 for betas and 1.0 for taus.
  +            // initialGuess: b0 (long term factor), governs the yield curve y axis level and defines the level which is approached asymptotically.
  +            // b1 (short term factor, >0), governs the slope of the early yield curve.
  +            // b2 (medium term factor), governs the curvature of the yield curve and thereby affecting the medium-term yields.
  +            // t (>0), is the decay factor with high values leading to a fast decay
  +            // default: [0.01;0.01;0.01;1.0]
               let nelsonSiegel = 
   
                   let parameterNames = [|"b0";"b1";"b2";"t"|]
  -                //b0 and t1 must be positive
                   //function defining the model
                   let getFunctionValue =                 
                               fun (parameterVector: Vector<float>) m -> 
  
positive.code:                         let b1 = parameterVector.[1]
                          let b2 = parameterVector.[2]
                          let b3 = parameterVector.[3]
                          let t = parameterVector.[4]
                          let u = parameterVector.[5]
                          b0+b1*((1.-exp(-m/t))/(m/t)) + b2*((1.-exp(-m/t))/(m/t)-exp(-m/t)) + b3*((1.-exp(-m/u))/(m/u)-exp(-m/u))                       
  
                  let getGradientValuesNSS =
                      fun (parameterVector:Vector<float>) (gradientVector: Vector<float>) m -> 
  
negative.code:             /// yData: The observed yields.
              // model modified from: Forecasting the term structure of government bond yields, Diebolda and Li, 2006 
              // and Estimating and interpreting forward interest rates, Svensson, 1994
              // initialGuess: b0 (long term factor), governs the yield curve y axis level and defines the level which is approached asymptotically.
              // b1 (short term factor, >0), governs the slope of the early yield curve.
              // b2 (medium term factor), governs the curvature of the yield curve and thereby affecting the medium-term yields.
              // t1 (>0), is the decay factor with high values leading to a fast decay
              // default: [0.01;0.01;0.01;1.0]
              let nelsonSiegelSvensson = 
                  let parameterNamesNSS = [|"b0";"b1";"b2";"b3";"t1";"t2"|]
                  //b0 and t1 must be positive
                              
                  let getFunctionValueNSS =                 
  