[NOMINAL_​YIELD_​CURVE] Nominal Yield Curve

Retrieved by DBnomics on March 4, 2026 (1:50 AM).

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Compounding Convention [CONVENTION] (3)
Parameter [PARAM] (7)
Series [SERIES] (5)
Year [YEAR] (31)

This dataset has 99 series:

[BETA0] NA – BETA0 – NA – NA
from
1961-06-14=3.918
to
2026-02-27=1.615
min:
0
max:
25
avg:
5.518
σ:
4.487
[BETA1] NA – BETA1 – NA – NA
from
1961-06-14=-1.278
to
2026-02-27=2.172
min:
-39.73
max:
97.176
avg:
-0.745
σ:
4.862
[BETA2] NA – BETA2 – NA – NA
from
1961-06-14=-1.949
to
2026-02-27=-0
min:
-340,683.769
max:
10,523.578
avg:
-292.754
σ:
5,329.886
[BETA3] NA – BETA3 – NA – NA
from
1961-06-14=0
to
2026-02-27=10.476
min:
-10,524.663
max:
340,681.503
avg:
295.116
σ:
5,329.674
[SVEN1F01] Coupon-Equivalent – NA – One-year forward rate – Year 1
from
1961-06-14=3.807
to
2026-02-27=3.284
min:
0.084
max:
16.525
avg:
5.285
σ:
3.276
[SVEN1F04] Coupon-Equivalent – NA – One-year forward rate – Year 4
from
1961-06-14=3.956
to
2026-02-27=3.892
min:
0.435
max:
15.278
avg:
6.002
σ:
2.929
[SVEN1F09] Coupon-Equivalent – NA – One-year forward rate – Year 9
from
1961-06-14=NA
to
2026-02-27=5.039
min:
0.854
max:
15.743
avg:
6.773
σ:
2.864
[SVENF01] Continuously Compounded – NA – Instantaneous forward rate – Year 1
from
1961-06-14=3.549
to
2026-02-27=3.295
min:
0.036
max:
16.135
avg:
5.019
σ:
3.241
[SVENF02] Continuously Compounded – NA – Instantaneous forward rate – Year 2
from
1961-06-14=3.883
to
2026-02-27=3.27
min:
0.111
max:
15.512
avg:
5.347
σ:
3.115
[SVENF03] Continuously Compounded – NA – Instantaneous forward rate – Year 3
from
1961-06-14=3.915
to
2026-02-27=3.453
min:
0.224
max:
14.88
avg:
5.599
σ:
2.984