Euro yield curves - daily data

Data - Eurostat

Info

source dataset .html .RData
eurostat irt_euryld_d 2024-11-01 2024-10-08

Data on interest rates

source dataset .html .RData
bdf FM 2024-07-26 2024-10-16
bdf MIR 2024-07-26 2024-07-01
bdf MIR1 2024-10-16 2024-10-16
bis CBPOL_D 2024-09-13 2024-05-10
bis CBPOL_M 2024-08-09 2024-04-19
ecb FM 2024-10-30 2024-11-01
ecb MIR 2024-06-19 2024-10-30
eurostat ei_mfir_m 2024-11-05 2024-10-08
eurostat irt_lt_mcby_d 2024-11-01 2024-08-28
eurostat irt_st_m 2024-11-01 2024-10-08
fred r 2024-11-01 2024-11-01
oecd MEI 2024-04-16 2024-06-30
oecd MEI_FIN 2024-09-15 2024-05-21
wdi FR.INR.RINR 2024-08-28 2024-09-18

LAST_COMPILE

LAST_COMPILE
2024-11-05

Last

Code
irt_euryld_d %>%
  group_by(time) %>%
  summarise(Nobs = n()) %>%
  arrange(desc(time)) %>%
  head(1) %>%
  print_table_conditional()
time Nobs
2024-10-04 2148

bonds

Code
irt_euryld_d %>%
  left_join(bonds, by = "bonds") %>%
  group_by(bonds, Bonds) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  print_table_conditional()
bonds Bonds Nobs
CGB_EA All euro area central government bonds 5505504
CGB_EA_AAA AAA-rated euro area central government bonds 5503805

maturity

Code
irt_euryld_d %>%
  left_join(maturity, by = "maturity") %>%
  group_by(maturity, Maturity) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  print_table_conditional()

yld_curv

Code
irt_euryld_d %>%
  left_join(yld_curv, by = "yld_curv") %>%
  group_by(yld_curv, Yld_curv) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  print_table_conditional()
yld_curv Yld_curv Nobs
SPOT_RT Spot rate yield curve 3669978
PAR Par yield curve 3669711
INS_FWD Instantaneous forward yield curve 3669620