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Return and Variance 7
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Lecture1.1
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Lecture1.2
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Lecture1.3
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Lecture1.4
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Lecture1.5
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Lecture1.6
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Lecture1.7
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Solving Equations 5
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Lecture2.1
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Lecture2.2
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Lecture2.3
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Lecture2.4
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Lecture2.5
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Capital Allocation Line 6
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Lecture3.1
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Lecture3.2
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Lecture3.3
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Lecture3.4
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Lecture3.5
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Lecture3.6
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Diversification 3
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Lecture4.1
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Lecture4.2
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Lecture4.3
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Investment Sets 3
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Lecture5.1
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Lecture5.2
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Lecture5.3
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Portfolios 7
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Lecture6.1
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Lecture6.2
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Lecture6.3
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Lecture6.4
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Lecture6.5
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Lecture6.6
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Lecture6.7
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Capital and Security Market Lines 3
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Lecture7.1
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Lecture7.2
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Lecture7.3
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Arbitrage 3
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Lecture8.1
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Lecture8.2
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Lecture8.3
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Dividend Discount Model 2
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Lecture9.1
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Lecture9.2
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Fixed Income 4
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Lecture10.1
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Lecture10.2
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Lecture10.3
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Lecture10.4
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Duration and Immunization 4
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Lecture11.1
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Lecture11.2
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Lecture11.3
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Lecture11.4
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Solution
Solution
start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2017, 1, 1)
bondYields = pdr.fred.FredReader(["TB3MS","TB6MS","TB1YR","GS5","GS10","GS30"], start, end).read()
plt.plot([.25,.5,1,5,10,30],bondYields.iloc[0,:])
plt.plot([.25,.5,1,5,10,30],bondYields.iloc[-1,:])
plt.title("Yield Curve")
plt.xlabel("Maturity")
plt.ylabel("Yield")
plt.legend(["2010","2017"])
plt.show()
Source Code
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