Subtype of Method

Corresponds to the SvenssonFitting method in QuantLib.
The resulting zero rate r(T) for maturity T depends on 6 parameters and has the form:
r(T) = α + (β+γ)[1-e⁻ᵏᵀ]/(κT) - γ*e⁻ᵏᵀ + δ[(1 - e⁻ʵᵀ)/(λT) - e⁻ʵᵀ]
The QuantLib implementation actually replaces the products κT, λT with (κ+ε)*(T+ε), (λ+ε)*(T+ε), where ε a very small positive number, so that setting κ, λ or T to 0 will not result in infinity.
The parameter ordering is: α, β, γ, δ, κ, λ
Web reference available