Posts in null
Chart: Spline Method Pairwise Correlation Heatmaps
- 11 March 2026
Chartbook page with spot and forward pairwise method correlation heatmaps.
Chart: Spline Method Curves (Discount, Spot, Forward)
- 11 March 2026
Chartbook page with discount, spot, and forward curve series for each replication method.
Chart: Observed vs Fitted Zero-Coupon Curve (Fed Data)
- 11 March 2026
Exploratory diagnostic: compares reported zero-coupon yields to fitted parameterized curve to verify curve reconstruction.
Chart: Lifecycle of Selected 10-Year Treasury Issues (CRSP)
- 11 March 2026
Exploratory diagnostic: plots clean price over years since issuance for four CRSP 10-Year Bonds
Chart: GSW vs Spline Method Overlays (Low/Median/High Correlation Dates)
- 11 March 2026
Chartbook page with GSW overlays against the spline methods for representative low/median/high-correlation dates.