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p14_us_treasury_yield_curve_construction_and_model_comparison - Home
  • p14_us_treasury_yield_curve_construction_and_model_comparison

Notebooks 📖

  • CRSP Treasury Data Overview
  • Analysis Pipeline Tour: Treasury Curve Replication

Pipeline Charts 📈

  • Chart List

Pipeline Dataframes 📊

  • Dataframe: P1:crsp_treasury_consolidated - CRSP Treasury Consolidated
  • Dataframe: P1:crsp_treasury_daily_prices - CRSP Treasury Daily Prices
  • Dataframe: P1:crsp_treasury_issue_info - CRSP Treasury Issue Info
  • Dataframe: P1:fed_yield_curve - Fed Yield Curve
  • Dataframe: P1:fed_yield_curve_all - Fed Yield Curve All

Categories

  • null (5)

Tags

  • CRSP Treasury Database
  • Federal Reserve Website

Posts in null

11 March 2026 - Chart: Spline Method Pairwise Correlation Heatmaps

11 March 2026 - Chart: Spline Method Curves (Discount, Spot, Forward)

11 March 2026 - Chart: Observed vs Fitted Zero-Coupon Curve (Fed Data)

11 March 2026 - Chart: Lifecycle of Selected 10-Year Treasury Issues (CRSP)

11 March 2026 - Chart: GSW vs Spline Method Overlays (Low/Median/High Correlation Dates)

By Phoebe Fingold, Annie Reynolds

© Copyright 2025, Phoebe Fingold, Annie Reynolds.