Read the public government bond curves
Table of Contents
This page is a capture in the inbox bucket of the product backlog — a pre-sprint idea, not yet pulled into a sprint as a story.
1. What
Read the public government bond curves as pillared items: the US Treasury par yield curve, the H.15 Treasury curve on FRED, the Bank of England gilt curve, and the ECB's EUR AAA spot curve. Each publisher has its own adapter, as the overnight rates do.
2. Why
The story Read the public interest rate sources first planned these curves with the overnight rates. The overnight-index bootstrap does not read them, so the story dropped them on 2026-11-09. They are useful later as a source of real curve shapes to calibrate the synthetic IR curves against, or as a government discount curve.