Plots and tabulates constant maturity treasury yield spreads
// colours per curve type for the plots and table headers
C_30Y_20Y=color.orange
C_10Y_5Y=color.purple
C_10Y_2Y=color.blue
C_7Y_5Y=color.gray
C_5Y_2Y=color.red
C_3Y_2Y=color.yellow
C_10Y_1Y=color.olive
// colours per curve type for the plots and table headers
C_30Y_20Y=color.orange
C_10Y_5Y=color.purple
C_10Y_2Y=color.blue
C_7Y_5Y=color.gray
C_5Y_2Y=color.red
C_3Y_2Y=color.yellow
C_10Y_1Y=color.olive
הערות שחרור:
Added spreads for short end of the curve, 10yr minus 3m, 10yr minus 1m
הערות שחרור:
Changes:
Identifying colours:
- Added labels for recession bands.
- Adjusted visibility of 2009 recession band.
Identifying colours:
- Orange = 30Y minus 20Y
- Purple = 10Y minus 5Y
- Blue = 10Y minus 2Y
- Grey = 7Y minus 5Y
- Red = 5Y minus 2Y
- Yellow = 3Y minus 2Y
- Olive = 10Y minus 1Y
- Maroon = 10Y minus 3M
- Teal = 10Y minus 1M
הערות שחרור:
Changes as follows:
- Minor display and visual changes for readability - moved spread table, font
- Updated to common markup lib v4
הערות שחרור:
Changes a follows:
- Added parameter that allows user to consider two consecutive quarters of negative GDP growth as a recession. Defaults to false but can be set on Inputs dialog.
הערות שחרור:
Changes a follows:
- Minor UI changes to allow plot and spread table colours to be changed via the indicator’s settings tool
- Increased precision on the y-scale
- General refactoring and code hygiene.
הערות שחרור:
Changes as follows:
- Improved the visual for recession band rendering
- Introduced user defined types and refactored code
- Added 2001