Once a curve has been fitted, the user can then define various measures of shift, twist and butterfly, and calculate their values from the calculated parameters. For instance, the amount of shift in a curve modeled by a polynomial function can be modeled as the difference between the polynomial formula_30 parameters at successive dates. In practice, the Nelson-Siegel function has the advantages that it is well-behaved at long maturities, and that its parameters can be set to model virtually any yield curve (see Nelson and Siegel ).