Yield Curve

Retrieve government bond yield curves across different maturities.

GET/3.0/fi/yield-curve

Description

This endpoint provides the yield curve data for government securities, showing the relationship between yield and maturity. The yield curve is essential for understanding market expectations about future interest rates, economic growth, and inflation.

Request

Authentication

• Type: Bearer Token
• Required: Yes

Parameters

Name	Type	Required	Description	Example
date	string (date)	No	Single date to fetch yield curve for (YYYY-MM-DD). If omitted, latest available curve is returned.	2025-12-24

Response

Success Response (200)

{
  "status": "ok",
  "message": "",
  "data": [
    {
        "date": "2022-07-13",
        "tenor": "1W",
        "rate": 14.25,
        "change": 1.4
    },
    {
        "date": "2022-07-13",
        "tenor": "2W",
        "rate": 14.3,
        "change": 0.83
    }
  ]
}

Response Fields

Field	Type	Description
date	string	Date of the yield curve (YYYY-MM-DD)
tenor	string	Time to maturity (e.g., 1W, 2W, 1M, 3M, 6M, 1Y)
rate	number	Yield to maturity (percent)
change	number	Change in yield from previous period (percent)

Error Responses

For detailed Common Error responses, see the Error Handling.

Examples

Get Latest Yield Curve

curl -X GET "https://csapis.com/3.0/fi/yield-curve" \
  -H "Authorization: Bearer YOUR_API_TOKEN"

Use Cases

• Interest Rate Analysis: Understand the term structure and market expectations
• Relative Value Analysis: Compare yields across maturities for trading opportunities
• Duration Management: Assess interest rate risk across portfolio maturities
• Bond Valuation: Use curve for present value calculations and bond pricing
• Economic Forecasting: Interpret curve shape for recession probability and growth expectations
• Portfolio Construction: Construct optimal duration and maturity profiles