morzor61

Bond Yeild Curve

morzor61 Actualizado   
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"

When you select "Spread"

When you select "Yeild Curve"

I'm new for this.
if any idea, correction and suggestion, i do appreciate it.
Notas de prensa:
Update.

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


2) Compare yield curve between countries.

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

Some code i refer to this guy.
BarefootJoey :
Notas de prensa:
Minor fixed.
Notas de prensa:
Update code and added 2-10 Spread.
Script de código abierto

Siguiendo el verdadero espíritu de TradingView, el autor de este script lo ha publicado en código abierto, para que los traders puedan entenderlo y verificarlo. ¡Un hurra por el autor! Puede utilizarlo de forma gratuita, aunque si vuelve a utilizar este código en una publicación, debe cumplir con lo establecido en las Normas internas. Puede añadir este script a sus favoritos y usarlo en un gráfico.

Exención de responsabilidad

La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.

¿Quiere utilizar este script en un gráfico?