Chart: Observed vs Fitted Zero-Coupon Curve (Fed Data)

Chart: Observed vs Fitted Zero-Coupon Curve (Fed Data)#

Exploratory diagnostic: compares reported zero-coupon yields to fitted parameterized curve to verify curve reconstruction.

Sources: Federal Reserve Website

Placeholder.

Chart Name	Observed vs Fitted Zero-Coupon Curve (Fed Data)
Chart ID	fed_yield_curve_sample_plot
Topic Tags
Data Series Start Date
Data Frequency
Observation Period
Lag in Data Release
Data Release Timing
Seasonal Adjustment
Units
HTML Chart	HTML

Dataframe Name	Fed Yield Curve All
Dataframe ID	fed_yield_curve_all
Data Sources	Federal Reserve Website
Data Providers	Public
Links to Providers
Topic Tags
Type of Data Access
How is data pulled?	Pulled directly from Fed Website and stored
Data available up to (min)
Data available up to (max)
Dataframe Path	/Users/phoebefingold/FINM_Repo/FINM_32900/p14_gurkaynak_sack_wright_2007/_data/fed_yield_curve_all.parquet

Linked Charts:

Pipeline Name	p14_us_treasury_yield_curve_construction_and_model_comparison
Pipeline ID	P1
Lead Pipeline Developer	Phoebe Fingold, Annie Reynolds
Contributors	Phoebe Fingold, Annie Reynolds
Git Repo URL
Pipeline Web Page	Pipeline Web Page
Date of Last Code Update	2026-03-11 00:04:57
OS Compatibility
Linked Dataframes	P1:crsp_treasury_daily_prices P1:crsp_treasury_issue_info P1:crsp_treasury_consolidated P1:fed_yield_curve_all P1:fed_yield_curve