Dataframe: hw2:fed_yield_curve - Federal Reserve Yield Curve#
Daily zero-coupon yields (SVENY01 to SVENY30, in percent) implied by the Nelson-Siegel-Svensson curve that Gurkaynak, Sack, and Wright estimate and the Federal Reserve Board publishes.
DataFrame Glimpse#
Rows: 17048
Columns: 31
$ SVENY01 <f64> 4.4896
$ SVENY02 <f64> 4.6918
$ SVENY03 <f64> 4.7785
$ SVENY04 <f64> 4.8199
$ SVENY05 <f64> 4.8497
$ SVENY06 <f64> 4.8828
$ SVENY07 <f64> 4.9241
$ SVENY08 <f64> 4.9736
$ SVENY09 <f64> 5.0293
$ SVENY10 <f64> 5.0888
$ SVENY11 <f64> 5.1496
$ SVENY12 <f64> 5.2096
$ SVENY13 <f64> 5.267
$ SVENY14 <f64> 5.3205
$ SVENY15 <f64> 5.3692
$ SVENY16 <f64> 5.4126
$ SVENY17 <f64> 5.4502
$ SVENY18 <f64> 5.4819
$ SVENY19 <f64> 5.5077
$ SVENY20 <f64> 5.5276
$ SVENY21 <f64> 5.5418
$ SVENY22 <f64> 5.5505
$ SVENY23 <f64> 5.554
$ SVENY24 <f64> 5.5526
$ SVENY25 <f64> 5.5465
$ SVENY26 <f64> 5.5361
$ SVENY27 <f64> 5.5216
$ SVENY28 <f64> 5.5033
$ SVENY29 <f64> 5.4816
$ SVENY30 <f64> 5.4566
$ Date <datetime[ns]> 2026-10-16 00:00:00
Dataframe Manifest#
Dataframe Name |
Federal Reserve Yield Curve |
|---|---|
Dataframe ID |
|
Sources |
Federal Reserve |
Providers |
Federal Reserve Board |
Provider Links |
|
Tags |
Treasury, Yield Curve, Federal Reserve |
Access Types |
|
How is data pulled? |
Web download via Python |
Data available up to (min) |
2026-10-16 00:00:00 |
Data available up to (max) |
2026-10-16 00:00:00 |
Dataframe Path |
/Users/aarbitman/Desktop/Data Pipelines for Quantitative Research/hw2-aarbitman1228/_data/fed_yield_curve.parquet |
Linked Charts:
None
Pipeline Manifest#
Pipeline Name |
HW 2: The Yield Curve and the Policy Path |
|---|---|
Pipeline ID |
|
Maintainer |
Jeremiah Bejarano |
Contributors |
Jeremiah Bejarano |
Repository |
|
Pipeline Web Page |
|
Date of Last Code Update |
2026-10-26 12:51:03 |
OS Compatibility |
Windows, Linux, macOS |
Linked Dataframes |
hw2:crsp_treasury_consolidated |
Build Commands:
doit