Zero-coupon interest rates – analytical series – 2009 to current — yields [F17-1]
Frequency
[FREQ]
Units
[units]
Dataset has 41 series. Add search filters to narrow them.
- Zero-coupon yield – 0 yrs
[RBA/F17-1/FZCY0D]
- Zero-coupon yield – 10 yrs
[RBA/F17-1/FZCY1000D]
- Zero-coupon yield – 1 yr
[RBA/F17-1/FZCY100D]
- Zero-coupon yield – 1.25 yrs
[RBA/F17-1/FZCY125D]
- Zero-coupon yield – 1.5 yrs
[RBA/F17-1/FZCY150D]
- Zero-coupon yield – 1.75 yrs
[RBA/F17-1/FZCY175D]
- Zero-coupon yield – 2 yrs
[RBA/F17-1/FZCY200D]
- Zero-coupon yield – 2.25 yrs
[RBA/F17-1/FZCY225D]
- Zero-coupon yield – 2.5 yrs
[RBA/F17-1/FZCY250D]
- Zero-coupon yield – 0.25 yrs
[RBA/F17-1/FZCY25D]
Showing results 1 - 10 / 41
- Notes
- F17 ZERO-COUPON INTEREST RATES – ANALYTICAL SERIES – 2009 TO CURRENT
- These tables give estimated daily zero-coupon yield, forward and discount curves in quarter-year increments out to 10 years into the future. The yield and forward curves are continuously compounded. No attempt is made to adjust for any risk premia, for example term premia. For more information on the construction of these curves see Appendix A of ‘A Term Structure Decomposition of the Australian Yield Curve’, RBA Research Dicussion Paper 2008-09 and Finlay, R and D Olivan (2012), ‘Extracting Information from Financial Market Instruments’, RBA Bulletin, March, pp 45–54.
Dimensions codes and labels
[FREQ] Frequency
- [D] Daily
[units] Units
- [per-cent-per-annum] Per cent per annum