Viewing Yield Curves
Yield curves are constructed and stored in the database as ranges of maturities for which a single cubic equation (y = a + bx + cx2 + dx3) describes the yield curve through those maturities. A complete yield curve for maturities from zero through thirty years or longer is typically made up of a few of these equations, each describing a segment of the curve. You can use the equations making up the complete curve in a spreadsheet for graphing purposes. Individual forward rates can be calculated online by using this page.
Page Used to View Generated Yield Curves
Page Name |
Definition Name |
Navigation |
Usage |
---|---|---|---|
View Yield Curves |
YCEQS_PNL |
|
View constructed curves online. The cubic equations that make up each page can be viewed once Curve Generator constructs a yield curve (that is, once you've run the yield curve jobstream). |
View Yield Curves Page
Use the View Yield Curves page (YCEQS_PNL) to view constructed curves online.
The cubic equations that make up each page can be viewed once Curve Generator constructs a yield curve (that is, once you've run the yield curve jobstream).
Image: View Yield Curves page
This example illustrates the fields and controls on the View Yield Curves page. You can find definitions for the fields and controls later on this page.
![View Yield Curves page](img/i-4642ab0fn-7802.png)
To view yield curves, enter a value in the Maturity field. Enter a data in theMaturity Dt field. Today's date is the default. Click theCalculate button next to theMaturity field. The rate appears in theRate field.