APPENDIX H
Sources of yield curve data
This appendix supplies a list of web sites from which sovereign yield curve data is currently available for free (Table H.1). The list is not exhaustive, and new sources of yield data may become available from other sites.
Yield curves from countries that are not on this list, and industry sector curves, will probably require a commercial data vendor subscription.
The raw data from these sites are supplied in many different file formats, including CSV, XML and Excel. In addition the structures of the various web sites often change over time, so the paths and names of files of interest may require occasional updates.
Table H.1 Sources of yield curve data
| Country | Issuer | Web site |
|---|---|---|
| UK | Bank of England ... |
Get Mastering Attribution in Finance now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
