Nelson Siegel: is bootstrapping included?

Hello fellow Matlab users.

I'm using the Nelson-Siegel method to fit a zero coupon spot curve based on market prices of corporate bonds.

My question is: Do I need to bootstrap the data first to get my zero coupon bond spot rates/prices, or does setting the 'Type' parameter to 'Zero' mean this is already taken care of within the curve fitting function, so I can just input my market prices?

http://www.mathworks.co.uk/help/fininst/fitnelsonsiegelirfunctioncurve.html

Thanks!

Richard