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ADMINISTRATIVE INFORMATION
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Title |
Financial markets data - Yield Curve |
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Data source |
European Central Bank (ECB) |
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Contact email address |
Statistical Information Request form |
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TECHNICAL INFORMATION
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Dataset last update in SDW |
2018-03-23 14:35:05 |
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Catalog |
Download the series catalogue of the dataset YC in CSV format, i.e. full list of series and associated metadata: Excel 2013 (zipped) or the earlier Excel versions. |
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SCOPE
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Data presentation - Summary description |
A yield curve is a representation of the relationship between market remuneration rates and the remaining time to maturity of debt securities. A yield curve can also be described as the term structure of interest rates. |
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Data presentation - Detailed description |
Selection criteria and outlier detection are applied to raw data before the estimation. The estimation follows the Svensson methodology. More information available from the Technical Notes here: http://www.ecb.europa.eu/stats/money/yc/html/index.en.html |
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METHODOLOGICAL INFORMATION
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Source data type |
Prices and yields of government bonds are provided on a daily basis by EuroMTS, ratings are provided by Fitch Ratings. |
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Time period |
Data is published daily |
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Base period |
Previous day |
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Statistical concepts and definitions |
For information about the naming convention (series key dimensions and metadata), refer to the YC underlying DSD (ECB_FMD2) maintained by the ECB. |
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STATISTICAL PROCESSING
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Data validation |
Done within ECB with automated quality assessment checks |
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DISSEMINATION
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Release policy |
Simultaneously to all parties in the ESCB and the public via: http://www.ecb.int/stats/money/yc/html/index.en.html |
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MISCELLANEOUS
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Metadata last update |
08/FEB/2019 10:51:58 |
