Dataframe: P1:fed_yield_curve_all - Fed Yield Curve All#
fed_yield_curve_all#
Placeholder.
DataFrame Glimpse#
Rows: 16888
Columns: 100
$ BETA0 <f64> 0.000118558051341
$ BETA1 <f64> 3.65507972187386
$ BETA2 <f64> -3.657398577533
$ BETA3 <f64> 16.4827863321283
$ SVEN1F01 <f64> 3.5637
$ SVEN1F04 <f64> 4.0487
$ SVEN1F09 <f64> 5.2008
$ SVENF01 <f64> 3.5277
$ SVENF02 <f64> 3.5586
$ SVENF03 <f64> 3.6942
$ SVENF04 <f64> 3.8939
$ SVENF05 <f64> 4.1275
$ SVENF06 <f64> 4.3729
$ SVENF07 <f64> 4.6143
$ SVENF08 <f64> 4.8405
$ SVENF09 <f64> 5.0442
$ SVENF10 <f64> 5.2209
$ SVENF11 <f64> 5.3682
$ SVENF12 <f64> 5.4852
$ SVENF13 <f64> 5.5722
$ SVENF14 <f64> 5.6302
$ SVENF15 <f64> 5.6609
$ SVENF16 <f64> 5.6661
$ SVENF17 <f64> 5.648
$ SVENF18 <f64> 5.6089
$ SVENF19 <f64> 5.5511
$ SVENF20 <f64> 5.4766
$ SVENF21 <f64> 5.3878
$ SVENF22 <f64> 5.2865
$ SVENF23 <f64> 5.1747
$ SVENF24 <f64> 5.0541
$ SVENF25 <f64> 4.9262
$ SVENF26 <f64> 4.7926
$ SVENF27 <f64> 4.6546
$ SVENF28 <f64> 4.5133
$ SVENF29 <f64> 4.3698
$ SVENF30 <f64> 4.225
$ SVENPY01 <f64> 3.608
$ SVENPY02 <f64> 3.5862
$ SVENPY03 <f64> 3.6074
$ SVENPY04 <f64> 3.659
$ SVENPY05 <f64> 3.7312
$ SVENPY06 <f64> 3.8162
$ SVENPY07 <f64> 3.9081
$ SVENPY08 <f64> 4.0022
$ SVENPY09 <f64> 4.0953
$ SVENPY10 <f64> 4.1849
$ SVENPY11 <f64> 4.2693
$ SVENPY12 <f64> 4.3475
$ SVENPY13 <f64> 4.4188
$ SVENPY14 <f64> 4.483
$ SVENPY15 <f64> 4.54
$ SVENPY16 <f64> 4.5901
$ SVENPY17 <f64> 4.6334
$ SVENPY18 <f64> 4.6705
$ SVENPY19 <f64> 4.7017
$ SVENPY20 <f64> 4.7275
$ SVENPY21 <f64> 4.7484
$ SVENPY22 <f64> 4.7647
$ SVENPY23 <f64> 4.777
$ SVENPY24 <f64> 4.7856
$ SVENPY25 <f64> 4.7909
$ SVENPY26 <f64> 4.7933
$ SVENPY27 <f64> 4.793
$ SVENPY28 <f64> 4.7905
$ SVENPY29 <f64> 4.7859
$ SVENPY30 <f64> 4.7795
$ SVENY01 <f64> 3.5756
$ SVENY02 <f64> 3.554
$ SVENY03 <f64> 3.5758
$ SVENY04 <f64> 3.6294
$ SVENY05 <f64> 3.7053
$ SVENY06 <f64> 3.7961
$ SVENY07 <f64> 3.8958
$ SVENY08 <f64> 4.0
$ SVENY09 <f64> 4.1049
$ SVENY10 <f64> 4.2079
$ SVENY11 <f64> 4.3069
$ SVENY12 <f64> 4.4005
$ SVENY13 <f64> 4.4874
$ SVENY14 <f64> 4.5672
$ SVENY15 <f64> 4.6392
$ SVENY16 <f64> 4.7034
$ SVENY17 <f64> 4.7596
$ SVENY18 <f64> 4.8079
$ SVENY19 <f64> 4.8486
$ SVENY20 <f64> 4.882
$ SVENY21 <f64> 4.9082
$ SVENY22 <f64> 4.9278
$ SVENY23 <f64> 4.941
$ SVENY24 <f64> 4.9482
$ SVENY25 <f64> 4.9499
$ SVENY26 <f64> 4.9464
$ SVENY27 <f64> 4.9382
$ SVENY28 <f64> 4.9256
$ SVENY29 <f64> 4.9089
$ SVENY30 <f64> 4.8885
$ TAU1 <f64> 5.33457685733225
$ TAU2 <f64> 14.4318194852304
$ Date <datetime[ns]> 2026-03-06 00:00:00
Dataframe Manifest#
Dataframe Name |
Fed Yield Curve All |
|---|---|
Dataframe ID |
|
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) |
None |
Data available up to (max) |
None |
Dataframe Path |
/Users/phoebefingold/FINM_Repo/FINM_32900/p14_gurkaynak_sack_wright_2007/_data/fed_yield_curve_all.parquet |
Linked Charts:
Pipeline Manifest#
Pipeline Name |
p14_us_treasury_yield_curve_construction_and_model_comparison |
|---|---|
Pipeline ID |
|
Lead Pipeline Developer |
Phoebe Fingold, Annie Reynolds |
Contributors |
Phoebe Fingold, Annie Reynolds |
Git Repo URL |
|
Pipeline Web Page |
|
Date of Last Code Update |
2026-03-11 00:04:57 |
OS Compatibility |
|
Linked Dataframes |
P1:crsp_treasury_daily_prices |