---
title: Yield-adjustment Term Decomposition
url: https://www.ml-quant.com/papers/ssrn/4688044/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4688044
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4688044
featured: 2024-01-09
citations: unknown
topic: Trading, Microstructure & Execution
---


# Yield-adjustment Term Decomposition

The Arbitrage-Free Nelson-Siegel model has been expanded to a generalized model, revealing new components in the yield-adjustment term and differences across models.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4688044
- Identifier: SSRN 4688044
- Released: 2024-01-09
- First featured: Quant Letter No. 32 (2024-01-09): https://www.ml-quant.com/issues/2024-01-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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