Baselight

Financial Market Data - Yield Curve - YC

European Central Bank

@ecb.financial_market_data_yield_curve_yc

Table 1
@ecb.financial_market_data_yield_curve_yc.table_1

  • 138.47 MB
  • 11400683 rows
  • 40 columns
key

KEY

freq

FREQ

ref_area

REF AREA

currency

CURRENCY

provider_fm

PROVIDER FM

instrument_fm

INSTRUMENT FM

provider_fm_id

PROVIDER FM ID

data_type_fm

DATA TYPE FM

time_period

TIME PERIOD

obs_value

OBS VALUE

obs_status

OBS STATUS

obs_conf

OBS CONF

obs_pre_break

OBS PRE BREAK

obs_com

OBS COM

time_format

TIME FORMAT

breaks

BREAKS

collection

COLLECTION

compiling_org

COMPILING ORG

diss_org

DISS ORG

dom_ser_ids

DOM SER IDS

fm_contract_time

FM CONTRACT TIME

fm_coupon_rate

FM COUPON RATE

fm_identifier

FM IDENTIFIER

fm_lot_size

FM LOT SIZE

fm_maturity

FM MATURITY

fm_outs_amount

FM OUTS AMOUNT

fm_put_call

FM PUT CALL

fm_strike_price

FM STRIKE PRICE

publ_mu

PUBL MU

publ_public

PUBL PUBLIC

unit_index_base

UNIT INDEX BASE

compilation

COMPILATION

coverage

COVERAGE

decimals

DECIMALS

source_agency

SOURCE AGENCY

source_pub

SOURCE PUB

title

TITLE

title_compl

TITLE COMPL

unit

UNIT

unit_mult

UNIT MULT

YC.B.U2.EUR.4F.G_N_A.SV_C_YM.BETA0BU2EUR4FG_N_ASV_C_YMBETA0Mon Sep 06 2004 00:00:00 GMT+0000 (Coordinated Universal Time)5.410509637960575AFP1DE6Yield curve parameters, Beta 0 - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve parameters, Beta 0 - provided by ECBPURE_NUMB
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.BETA0BU2EUR4FG_N_ASV_C_YMBETA0Tue Sep 07 2004 00:00:00 GMT+0000 (Coordinated Universal Time)5.391885841067043AFP1DE6Yield curve parameters, Beta 0 - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve parameters, Beta 0 - provided by ECBPURE_NUMB
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.BETA0BU2EUR4FG_N_ASV_C_YMBETA0Wed Sep 08 2004 00:00:00 GMT+0000 (Coordinated Universal Time)5.385978435404216AFP1DE6Yield curve parameters, Beta 0 - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve parameters, Beta 0 - provided by ECBPURE_NUMB
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.BETA0BU2EUR4FG_N_ASV_C_YMBETA0Thu Sep 09 2004 00:00:00 GMT+0000 (Coordinated Universal Time)5.377333340400553AFP1DE6Yield curve parameters, Beta 0 - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve parameters, Beta 0 - provided by ECBPURE_NUMB
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.BETA0BU2EUR4FG_N_ASV_C_YMBETA0Fri Sep 10 2004 00:00:00 GMT+0000 (Coordinated Universal Time)5.355732362114095AFP1DE6Yield curve parameters, Beta 0 - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve parameters, Beta 0 - provided by ECBPURE_NUMB
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.BETA0BU2EUR4FG_N_ASV_C_YMBETA0Mon Sep 13 2004 00:00:00 GMT+0000 (Coordinated Universal Time)5.365401519510221AFP1DE6Yield curve parameters, Beta 0 - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve parameters, Beta 0 - provided by ECBPURE_NUMB
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.BETA0BU2EUR4FG_N_ASV_C_YMBETA0Tue Sep 14 2004 00:00:00 GMT+0000 (Coordinated Universal Time)5.367759029559646AFP1DE6Yield curve parameters, Beta 0 - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve parameters, Beta 0 - provided by ECBPURE_NUMB
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.BETA0BU2EUR4FG_N_ASV_C_YMBETA0Wed Sep 15 2004 00:00:00 GMT+0000 (Coordinated Universal Time)5.358261311810258AFP1DE6Yield curve parameters, Beta 0 - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve parameters, Beta 0 - provided by ECBPURE_NUMB
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.BETA0BU2EUR4FG_N_ASV_C_YMBETA0Thu Sep 16 2004 00:00:00 GMT+0000 (Coordinated Universal Time)5.3444748927498775AFP1DE6Yield curve parameters, Beta 0 - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve parameters, Beta 0 - provided by ECBPURE_NUMB
YC.B.U2.EUR.4F.G_N_A.SV_C_YM.BETA0BU2EUR4FG_N_ASV_C_YMBETA0Fri Sep 17 2004 00:00:00 GMT+0000 (Coordinated Universal Time)5.3293815882986575AFP1DE6Yield curve parameters, Beta 0 - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve parameters, Beta 0 - provided by ECBPURE_NUMB

CREATE TABLE table_1 (
  "key" VARCHAR,
  "freq" VARCHAR,
  "ref_area" VARCHAR,
  "currency" VARCHAR,
  "provider_fm" VARCHAR,
  "instrument_fm" VARCHAR,
  "provider_fm_id" VARCHAR,
  "data_type_fm" VARCHAR,
  "time_period" TIMESTAMP,
  "obs_value" DOUBLE,
  "obs_status" VARCHAR,
  "obs_conf" VARCHAR,
  "obs_pre_break" VARCHAR,
  "obs_com" VARCHAR,
  "time_format" VARCHAR,
  "breaks" VARCHAR,
  "collection" VARCHAR,
  "compiling_org" VARCHAR,
  "diss_org" VARCHAR,
  "dom_ser_ids" VARCHAR,
  "fm_contract_time" VARCHAR,
  "fm_coupon_rate" VARCHAR,
  "fm_identifier" VARCHAR,
  "fm_lot_size" VARCHAR,
  "fm_maturity" VARCHAR,
  "fm_outs_amount" VARCHAR,
  "fm_put_call" VARCHAR,
  "fm_strike_price" VARCHAR,
  "publ_mu" VARCHAR,
  "publ_public" VARCHAR,
  "unit_index_base" VARCHAR,
  "compilation" VARCHAR,
  "coverage" VARCHAR,
  "decimals" BIGINT,
  "source_agency" VARCHAR,
  "source_pub" VARCHAR,
  "title" VARCHAR,
  "title_compl" VARCHAR,
  "unit" VARCHAR,
  "unit_mult" BIGINT
);

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