Found 13 datasets matching "yield curve".
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These rates are commonly referred to as Constant Maturity Treasury rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a...
Search relevance: 225.78 | Views last month: 464 -
These rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a...
Search relevance: 220.42 | Views last month: 3 -
These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by...
Search relevance: 211.05 | Views last month: 52 -
The yield curve, also called the term structure of interest rates, refers to the relationship between the remaining time-to-maturity of debt securities and the yield on those securities. Yield...
Search relevance: 189.11 | Views last month: 6 -
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.
Search relevance: 130.74 | Views last month: 5 -
This is a no-arbitrage dynamic term structure model, implemented as in Kim and Wright using the methodology of Kim and Orphanides. The underlying model is the standard affine Gaussian model with...
Search relevance: 92.93 | Views last month: 4 -
These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week) that Treasury currently issues...
Search relevance: 65.32 | Views last month: 100 -
The FHFA methodology to construct a historically-based shock for a given interest rate is to measure the absolute change at each term point on the corresponding yield curve over a six-month...
Search relevance: 64.98 | Views last month: 1 -
A set of programs for best prediction of lactation yields. Lactation records of any reasonable length now can be processed with the selection index method known as best prediction (BP). Previous...
Search relevance: 46.48 | Views last month: 0 -
This final report summarizes the work done on Utah FORGE project 2-2404. The project aimed to develop a methodology integrating alternative well bore and core-based methods and reservoir-scale...
Search relevance: 37.02 | Views last month: 0 -
This dataset provides measurements at tundra plots collected near Utqiagvik and Atqasuk, AK, including visible-near infrared spectral reflectance, chamber gas exchange measurements of CO2, pulse...
Search relevance: 28.11 | Views last month: 0 -
This parent dataset (collection of datasets) describes the general organization of data in the datasets for each growing season (two-year period) when winter wheat (Triticum aestivum L.) was grown...
Search relevance: 16.23 | Views last month: 0 -
This parent dataset (collection of datasets) describes the general organization of data in the datasets for each growing season (year) when alfalfa (Medicago sativa L.) was grown as a reference...
Search relevance: 15.97 | Views last month: 0
