Have a look at the paper I produced in 2001 below. It does a better job of fitting yield curves than NS or Svensson, and is now used by FTSE for producing its yield indices.
Cairns, A.J.G., and Pritchard, D.J., (2001) Stability of descriptive models for the term structure of interest rates with application to German market data. British Actuarial Journal 7: 467-507.

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