Treasury Yield Curve

In finance, the treasury yield curve is a curve showing several yields or interest rates across different maturity. The curve shows,

• Relation between the interest rate and the time of maturity.
• The shape of the curve indicates the cumulative priorities of all lenders relative to a particular borrower.
• The yield of a debt instrument is the overall rate of return available on the investment.

The shiny app allows to select a particular day on which you would like observe the yield curve. The data for yield curve is extracted from Federal Reserve of New York database. It is in XML format that has to be cleaned up and present it as long form.

Also provide an option to select second date for comparison purposes. Just select the checkbox to make visible the second date input box. Once selected with appropriate date, the chart will be updated automatically due reactive methodology in Shiny.

Link to the app is in the next slide

1. By default, the first date is set to June 13, 2014.
   • The chart is created based on the initial date.
   • On selecting new date, the chart is updated with new curve.
2. If you need to compare with another yield curve, the click on the checkbox.
   • On clicking, the second date option is visible.
   • When selected a second date, a comparison yield curve is created.
3. Comparitive yield curve provides current bond economic situation.