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[YC] Financial market data - yield curve

Updated on DBnomics on December 5, 2024 (6:42 AM).

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Frequency [FREQ] (1)
Reference area [REF_​AREA] (1)
Currency [CURRENCY] (1)
Financial market provider [PROVIDER_​FM] (1)
Financial market instrument [INSTRUMENT_​FM] (3)
Financial market provider identifier [PROVIDER_​FM_​ID] (1)
Financial market data type [DATA_​TYPE_​FM] (1083)

This dataset has 2,165 series:

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.BETA0] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve parameters, Beta 0

from
2004-09-06=5.411
to
2024-12-03=0.976
min:
-0.339
max:
5.56
avg:
2.096
σ:
1.568

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.BETA1] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve parameters, Beta 1

from
2004-09-06=-3.462
to
2024-12-03=2.041
min:
-5.035
max:
3.203
avg:
-1.279
σ:
1.478

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.BETA2] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve parameters, Beta 2

from
2004-09-06=-0.361
to
2024-12-03=-0.668
min:
-11.108
max:
36.863
avg:
10.737
σ:
9.457

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.BETA3] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve parameters, Beta 3

from
2004-09-06=-0.466
to
2024-12-03=4.243
min:
-36.465
max:
12.407
avg:
-10.179
σ:
10.245

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10M] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-month residual maturity

from
2004-09-06=2.535
to
2024-12-03=1.759
min:
-0.985
max:
4.854
avg:
0.95
σ:
1.65

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-year maturity

from
2004-09-06=5.218
to
2024-12-03=2.512
min:
-0.402
max:
5.741
avg:
2.841
σ:
1.67

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y10M] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-year 10-month residual maturity

from
2004-09-06=5.26
to
2024-12-03=2.529
min:
-0.356
max:
5.753
avg:
2.881
σ:
1.659

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y11M] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-year 11-month residual maturity

from
2004-09-06=5.264
to
2024-12-03=2.53
min:
-0.353
max:
5.752
avg:
2.884
σ:
1.658

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y1M] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-year 1-month residual maturity

from
2004-09-06=5.223
to
2024-12-03=2.514
min:
-0.396
max:
5.744
avg:
2.846
σ:
1.669

[B.U2.EUR.4F.G_​N_​A.SV_​C_​YM.IF_​10Y2M] Daily - businessweek – Euro area (changing composition) – Euro – ECB – Government bond, nominal, all issuers whose rating is triple A – Svensson model - continuous compounding - yield error minimisation – Yield curve instantaneous forward rate, 10-year 2-month residual maturity

from
2004-09-06=5.227
to
2024-12-03=2.516
min:
-0.389
max:
5.746
avg:
2.85
σ:
1.668