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Yield Curves (YC)The Yield Curve section provides the results of the daily estimation of euro area government bond yield curves. The ECB estimates government bond yield curves for the euro area. It also derives forward and par yield curves for each estimated curve. The euro-area yield curves are published on a daily basis at noon on the ECB website. It contains the yield curve parameters for both composite euro-area yield along with spot, instantaneous forward and par yield curve rates by residual maturity. Data Structure Definition (DSD)
It contains the yield curve parameters for both composite euro-area yield along with spot, instantaneous forward and par yield curve rates by residual maturity. Data Structure Definition (DSD)
In addition to the ECB website, estimations for the composite euro-area yield curves are published in the Statistical Annex to the ECB’s Economic Bulletin, Statistical Bulletin and Annual Report.
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