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Add yield curve data example. #2

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zdomokos opened this issue Nov 5, 2020 · 3 comments
Open

Add yield curve data example. #2

zdomokos opened this issue Nov 5, 2020 · 3 comments

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@zdomokos
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zdomokos commented Nov 5, 2020

Please add a section in the demo tree/database that would demonstrate how to properly return yield curve data back to Macrobond.

@mb-to
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mb-to commented Nov 6, 2020

By tagging the time series with the metadata RateMethod={simple, effective} and either MaturityDate (time stamp) or MaturityDays (integer), the Yield curve analysis in the Macrobond application can automatically use this information when creating a yield curve.
Is it that you want to accomplish?

@zdomokos
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zdomokos commented Nov 6, 2020

Yes, thanks you.
Can Macrobond display 3d surfaces like yield curves over time, or volatility surfaces?

@mb-to
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mb-to commented Nov 6, 2020

  1. We will look into adding a case where this metadata is included.

  2. Unfortunately there is no support to draw 3D surfaces. You can include several yield curves as lines, but not as surfaces.

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