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Found 32 dataset(s) matching "yield curve".
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The yield curve, also called the term structure of interest rates, refers to the relationship between the remaining time-to-maturity of debt securities and the yield on those securities. Yield...
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These are nominal yield curves, obtained by fitting a parametric form to the prices of off-the-run nominal Treasury coupon securities. The data are available at daily frequency, from 1961 to present.
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These rates are commonly referred to as Constant Maturity Treasury rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a...
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These rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a...
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These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by...
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This is a no-arbitrage dynamic term structure model, implemented as in Kim and Wright using the methodology of Kim and Orphanides . The underlying model is the standard affine Gaussian model with...
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The FHFA methodology to construct a historically-based shock for a given interest rate is to measure the absolute change at each term point on the corresponding yield curve over a six-month...
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These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week) that Treasury currently issues...
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<p><a href="https://snap.brc.tamus.edu/Home/Index">SNAP (Soil Nutrient Assessment Program)</a>, a component of the <a href="https://soilandwaterhub.brc.tamus.edu/Home/Index">USDA/ARS Soil and...
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The U.S. National Seismic Hazard Model (NSHM) was updated in 2023 for all 50 states using the best available science related to earthquake seismicity, fault ruptures, ground motions, and hazard...
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This dataset provides measurements at tundra plots collected near Utqiagvik and Atqasuk, AK, including visible-near infrared spectral reflectance, chamber gas exchange measurements of CO2, pulse...
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This paper describes how damage propagation can be tracked and modeled for a range of fault modes in some modules of commercial high bypass aircraft engines. To that end, response surfaces of all...
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<p>A set of programs for best prediction of lactation yields.</p> <p>Lactation records of any reasonable length now can be processed with the selection index method known as best prediction (BP)....
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In the past century, eruptions of Steamboat Geyser in Yellowstone’s Norris Geyser Basin were mainly clustered in three episodes: between 1961 and 1969, between 1982 and 1984, and in a sequence of...
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Background Genome-wide or application-targeted microarrays containing a subset of genes of interest have become widely used as a research tool with the prospect of diagnostic...
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Samples of silicified wood remnants from 8 trees were collected under research permit YELL-SCI-8030 on June 17, 2023, and on September 19, 2023 adjacent to Artemisia Geyser in the Upper Geyser...
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<p>NUOnet Vision: Efficient use of nutrients to optimize production and product quality of food for animals and humans, fuel and fiber in a sustainable manner that contributes to ecosystem...
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Non-targeted analysis (NTA) is an increasingly popular technique for characterizing undefined chemical analytes. Generating quantitative NTA (qNTA) concentration estimates requires the use of...
