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Treasury Yield Curve, Zero Rate Curve Data Feed API

A dataset by FinPricing
Pricing available upon request Get a Quote
Tenor SampleHead SampleHead SampleHead
1 5 years Value Value Value
2 5 years Value Value Value
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Treasury Yield Curve, Zero Rate Curve Data Feed API

Volume

200,000 records

Use Cases

Geography

Asia (1)
Japan
Europe (51)
Albania
Andorra
Austria
Belarus
Belgium
Bosnia and Herzegovina
Bulgaria
Croatia
Czech Republic
Denmark
Estonia
Faroe Islands
Finland
France
Germany
Gibraltar
Greece
Guernsey
Holy See
Hungary
Iceland
Ireland
Isle of Man
Italy
Jersey
Latvia
Liechtenstein
Lithuania
Luxembourg
Macedonia (the former Yugoslav Republic of)
Malta
Moldova (Republic of)
Monaco
Montenegro
Netherlands
Norway
Poland
Portugal
Romania
Russian Federation
San Marino
Serbia
Slovakia
Slovenia
Spain
Svalbard and Jan Mayen
Sweden
Switzerland
Ukraine
United Kingdom
Åland Islands
North America (2)
Canada
United States of America
Oceania (2)
Australia
New Zealand

Categories

Data Attributes

Attribute Example Description
Tenor 5 years rate matures at 5 years

History

5 years of historical data

Product Description

Treasury yield curves or treasury zero-coupon yield curve are derived from treasury benchmark curves. The main interest in the market to estimate treasury yield curves is to provide insights into the evolution of market expectations. The zero coupon rate or zero rate, the most common form of interest rate, is the yield implied by the different between a zero coupon bond's current purchase price and the value it pays at maturity. A given zero rate applies only to a single point in the future and, as such, can only be used to discount cash flows occurring on this date. Zero rates can have different compoundings: continuously, semi-annually, annually, etc. The continuously compounded zero rate has the simplest expression and computation mathematically.

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Pricing

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

Quality

Self-reported by the provider
match market quotes

Delivery

Methods
S3 Bucket
SFTP
Email
UI Export
REST API
SOAP API
Streaming API
Feed API
Frequency
secondly
minutely
hourly
daily
weekly
monthly
quarterly
yearly
real-time
on-demand
Format
.bin
.json
.xml
.csv
.xls
.sql
.txt

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