Simultaneous estimation of yield curves

[AlexeyS]

Hi,

My purpose is simultaneous estimation of 4 yield curves for four ratings : AAA, AA+, AA, AA-   using Nelson Siegel Model. 

I know how to estimate each one individually using  proc model, but how can i estimate them simultaneous (using proc model or another proc)?

Another issue, are restrictions, that AA+ cannot cross AAA, AA cannot cross AA+, and AA- cannot cross AA.

Thank you

[SteveDenham]

Maybe PROC PANEL?

Try posting this in the Forecasting and Econometrics forum.  it is specifically designed for questions of this sort.

SteveDenham