OPEN-SOURCE SCRIPT

Bond Yeild Curve

Zaktualizowano
Bond Yeild Curve
A bond yeild curve is a line that plot the interest rate of bonds of each maturity dates.
The slope of the curve give the future of economy cycle.

if the slope could be normal (positive), flat or even inverted.

This indicator aquired data of bond yeild provided by TradingView.

How to use it.
  • Select the country of the bond / another country to compare.
  • Select the maturity of bond (this indicator set 2Y, 5Y, 10Y and 20Y as default).
  • You can toggle to 3 different data set; Yeild, Spread (10Y-2Y) and Yeild Curve.
  • In case that you select the "Yeild Curve", you can customize the desired past period to compare.


How we can get the benefit.
- If the current spread is greater than 1.0, it suppose that the economy of that country probably is ok.
- if the current spread is between 0 - 1.0, it suppose to be flatted and probably turn to invert and the economy cound be in a recession soon.
- if the current spread is below 0, it suppose to be inverted and economy is in recession.

when knowing the state of economy, it would help us to manage our investment.

When you select "Yeild"
snapshot

When you select "Spread"
snapshot

When you select "Yeild Curve"
snapshot

I'm new for this.
if any idea, correction and suggestion, i do appreciate it.
Informacje o Wersji
Update.

1) Compare yield curve over period of time of treasury yield.

snapshot

2) Compare yield curve between countries.
snapshot

3) Show yield of each ttm in line chart.
Available TTM : 3M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 20Y
snapshot

Some code i refer to this guy.
BarefootJoey :
Historical US Bond Yield Curve

Informacje o Wersji
Minor fixed.
Informacje o Wersji
Update code and added 2-10 Spread.
bondsFundamental AnalysisPortfolio managementstatisticsyieldcurve

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