Chaba Online: Yield Curve Analysis, Office Programming, Internet technologies, Data Mining

Last updated:
April 21, 2000

Design & Content:
Csaba Horvath

A visual approach to the concepts of the yield curve

If you are not familiar with the concept of the yield curve, then first read the basic concepts of the yield curve analysis.

Still having difficulties imagine what is a 'yield curve'? Then these pictures are to help you.

In the following I will guide you step-by-step to get familiar with these stunning graphs.

STEP 1: a yield curve on a particular day

STEP 2: yield curves of different days

STEP 3: historical evolution of the yields of the benchmark maturities

STEP 4: now all altogether in one three-dimensional graph: the historical evolution of the yield curve of different maturities

... and lastly the same graph as before, but without 'help':

Cool, isn't it?

Data used can be found here (in zipped TAB-delimited text format).