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

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

Augur Labs
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Type
Forward
Maturity
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Request Data Sample
Volume
925M
records
Data Quality
100%
evaluated
Avail. Formats
.json, .csv, and .xls
File
Coverage
36
Countries
History
60
years

Data Dictionary

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

Description

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.

Country Coverage

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

History

60 years of historical data

Volume

925 million records
138,000 time series

Pricing

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

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Quality

Self-reported by the provider
100%
evaluated

Delivery

Methods
S3 Bucket
SFTP
REST API
Frequency
daily
Format
.json
.csv
.xls
.txt

Use Cases

Asset Management
Quantitative Investing
Economic Analysis
Macroeconomic Analysis
Fixed Income Analytics

Categories

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Frequently asked questions

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, EDI Global End of Day/Closing Bond Pricing Data Debt Instruments, Fixed Income Worldwide Exchanges History/Time Series avail., and FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa). You can compare the best Financial Data providers and products via Datarade’s data marketplace and get the right data for your use case.

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

Augur Labs

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