Brian C Jenkins | Posts

US Treasury yield curve as a 3-dimensional surface

April 28, 2016

On March 18, 2015, the New York Times website published an interactive plot of the US Treasury bond yield curve with some interesting analysis. I thought that plotting bond yields as a 3-dimensional surface was such an interesting idea that I made my own represeantion of daily US Treasury yield curves from January 1, 2003 to March 31, 2016.

I constructed the image using data from FRED. The Python program for constructing the figure are available here.