yield curve / time 3d graph

[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..

 

[fxshrat]

In AmiBroker you can do such graphs, see 4th post here http://amibrokerforum.proboards.com...sing-tiny-bit-imagination?page=1&scrollTo=333

Other alternatives R, Matlab, Python, ...

 

[Friheten]

Another reason to learn Python and Matlab i suppose

 

[i960]

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

 

[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.

 

[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.

 

[O(1)]

another free one..
https://www.quandl.com/data/USTREASURY/YIELD-Treasury-Yield-Curve-Rates