The figure above shows a 3D representation of f(n),ht,DNN generated by the MLP architecture using the set of yields Zyt={y(1/12)t,y(2/12)t,…,y(60/12)t} in terms of maturity for the period of analysis. is a feedfoward neural networks architecture with 2 hidden layers (L=2), with 16 and 4 nodes respectively, and an output layer for each group of maturity n∈{2,3,4,5}. Period of analysis ranges from 1993:01 to 2017:12.