yield curve / time 3d graph

Discussion in 'Financial Futures' started by Friheten, Mar 11, 2017.

  1. Friheten

    Friheten

    Is there any charting software that can graph the yield curve (schatz, bobl, bund, buxl / 2y, 5y, 10y, 30y) over time in a 3d graph? would be interesting to have in realtime..
     
  2. fxshrat

    fxshrat

  3. Friheten

    Friheten

    Another reason to learn Python and Matlab i suppose
     
  4. i960

    i960

    Can do it in R as well, probably even Excel. It's just a 3 axis chart (time).
     
  5. xandman

    xandman

    If you look at the IBKR forward curves, it has historical and the current curves.

    Very easily done in Excel RTD , if your data provider has historical data. Finding the inexpensive provider with historicals is the hard part.

    Use interpolation for months that have not been listed.
     
  6. xandman

    xandman

    Btw: Barchart has a free, limited use API and was cognizant of a need for a European Grouping. You can also demo barchart trader.

    upload_2017-3-14_18-22-27.png
     
  7. O(1)

    O(1)