YieldCurve Suite

20 בנוב׳

YieldCurve Suite – Spot & Forward Yield Curve Visualizer

YieldCurve Suite is a comprehensive tool for visualizing and comparing two yield curves across multiple countries and dates. It provides a clear, data-driven view of interest-rate structures for macro, fixed-income, and cross-asset analysis.

Key Features

• Displays Spot Curves and 1Y Forward Curves
  
• Optional US Future Curve integration
  
• Compare two regions or two different dates (current or historical)
  

Automatic calculation of:

• Forward yields via cubic spline interpolation
  
• 2Y–10Y slopes for Spot and Forward curves
  

Use Cases

• Track how yield curves evolve over time
  
• Compare countries (e.g., US vs. EU)
  
• Monitor market expectations through forward-curve dynamics
  
• Analyze steepening/flattening trends in the term structure
  

YieldCurve Suite provides a clear and intuitive visual framework for exploring global interest-rate structures—ideal for traders and analysts seeking deeper macro insight.

21 בנוב׳

הערות שחרור

+ fixed bug

21 בנוב׳

הערות שחרור

+ refactoring

28 בנוב׳

הערות שחרור

+ refactoring