Treasury Yield Curve, Zero Rate Curve Data Feed API

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.