Yield Curve Models and Data - Nominal Yield Curve
These are nominal yield curves, obtained by fitting a parametric form to the prices of off-the-run nominal Treasury coupon securities. The data are available at daily frequency, from 1961 to present.
Complete Metadata
| accessLevel | public |
|---|---|
| bureauCode |
[
"920:00"
]
|
| contactPoint |
{
"fn": "Katherine Tom",
"hasEmail": "mailto:ogda-data@frb.gov"
}
|
| description | These are nominal yield curves, obtained by fitting a parametric form to the prices of off-the-run nominal Treasury coupon securities. The data are available at daily frequency, from 1961 to present. |
| identifier | FRBCNA40 |
| keyword |
[
"Data resource",
"FRS created data",
"FRS research data",
"Macroeconomic activity",
"U.S. Treasury Securities"
]
|
| landingPage | https://www.federalreserve.gov/data/nominal-yield-curve.htm |
| modified | R/P1W |
| programCode |
[
"920:000"
]
|
| publisher |
{
"name": "Board of Governors of the Federal Reserve System"
}
|
| title | Yield Curve Models and Data - Nominal Yield Curve |
