Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve)

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Product Attributes

Attribute	Type	Example	Mapping
Country	String	USA	Country Name
Type		Par, Zero & Forward
Forward		3 months to 40 years
Maturity		3 months to 40 years

Constant maturity par coupon curves, zero coupon curves, and forward curves for 36 economies, calculated using a state-of-the-art fitted spline model. The dataset includes 138,380 time series with histories going back to the 1960s, giving unrivaled insights into the shapes of global yield curves.

This data feed includes constant maturity yield curve data for 36 economies: • Unrivaled depth: The dataset includes 138,380 time series and over 920 million data points. For each country, we provide constant maturity par yields, zero coupon rates, and forward rates at 3-month intervals. For example, we provide 120 spot par yields—3-month, 6-month, 9-month, …, 30-year—for the US Treasury market. In addition, we provide par yields at 16 forward tenors. Our dataset is equally comprehensive for zero coupon rates and forward short-term rates. • State-of-the-art model: Our yield curves are constructed with a state-of-the-art model that simultaneously balances the smoothness of the curve and the goodness-of-fit to observed market data. • Constant maturity: Because our time series are constructed at constant maturity points, analytical results are far more reliable than comparable series based on benchmark bonds. As time progresses, the time to maturity of a benchmark bond shrinks, so a 10-year yield might be a 9.5-year yield. Further, when a benchmark bond changes (e.g., when a new 10-year bond is issued), the benchmark yield “jumps.” By contrast, our time series don’t have such artificial jumps. • Long term: Many of our developed country datasets go back to the 1970s or farther, covering both a secular bear market and a secular bull market for bonds.

Africa (1)

South Africa

Asia (12)

China

Hong Kong

India

Indonesia

Japan

Korea (Republic of)

Malaysia

Philippines

Singapore

Taiwan

Thailand

Turkey

Europe (17)

Belgium

Czech Republic

Finland

France

Germany

Greece

Hungary

Italy

Netherlands

Norway

Poland

Portugal

Russian Federation

Spain

Sweden

Switzerland

United Kingdom

North America (3)

Canada

Mexico

United States of America

Oceania (2)

Australia

New Zealand

South America (1)

Brazil

60 years of historical data

925 million	records
138,000	time series

Free sample available

License	Starts at
One-off purchase	Not available
Monthly License	Not available
Yearly License	Available
Usage-based	Available

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Self-reported by the provider

100%

evaluated

Methods

Frequency

Format

Asset Management

Quantitative Investing

Economic Analysis

Macroeconomic Analysis

Fixed Income Analytics

Financial Data Fixed Income Data Economic Data Fixed Income Pricing Data Interest Rate Data

150M records

98% Accuracy

USA covered

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What is Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve)?

Constant maturity par coupon curves, zero coupon curves, and forward curves for 36 economies, calculated using a state-of-the-art fitted spline model. The dataset includes 138,380 time series with histories going back to the 1960s, giving unrivaled insights into the shapes of global yield curves.

What is Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve) used for?

This product has 5 key use cases. Augur Labs recommends using the data for Asset Management, Quantitative Investing, Economic Analysis, Macroeconomic Analysis, and Fixed Income Analytics. Global businesses and organizations buy Financial Data from Augur Labs to fuel their analytics and enrichment.

Who can use Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve)?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Financial Data. Get in touch with Augur Labs to see what their data can do for your business and find out which integrations they provide.

How far back does the data in Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve) go?

This product has 60 years of historical coverage. It can be delivered on a daily basis.

Which countries does Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve) cover?

This product includes data covering 36 countries like USA, China, Japan, Germany, and India. Augur Labs is headquartered in United States of America.

How much does Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve) cost?

Pricing information for Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve) is available by getting in contact with Augur Labs. Connect with Augur Labs to get a quote and arrange custom pricing models based on your data requirements.

How can I get Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve)?

Businesses can buy Financial Data from Augur Labs and get the data via S3 Bucket, SFTP, and REST API. Depending on your data requirements and subscription budget, Augur Labs can deliver this product in .json, .csv, .xls, and .txt format.

What is the data quality of Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve)?

Augur Labs has reported that this product has the following quality and accuracy assurances: 100% evaluated. You can compare and assess the data quality of Augur Labs using Datarade’s data marketplace. Augur Labs appears on selected Datarade top lists ranking the best data providers, including Who’s New on Datarade? September Edition.

What are similar products to Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve)?

This product has 3 related products. These alternatives include CrawlBee Mortgage Data Homeownership Data Financial Services Lender Data, Company Financial Data Credit Quality Bond Fair Value 3,300+ Global Issuers 80,000+ Bonds Portfolio Construction Risk Management, and InfoTrie Fixed Income & Bond Data - 300 000+ corporate & government bonds globally. You can compare the best Financial Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Augur Labs Global Constant Maturity Yield Curves (Par Yield Curve, Zero Coupon Curve & Forward Interest Rate Curve)

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