Yield Curve Analyzer

Yield Curve Analyzer

Monitor and analyze yield curves across 40+ global economies. Identify inversions, predict recessions, and find fixed income opportunities.

Category

Analysis

Inspired By

• TradingView Yield Curve
• FRED Economic Data
• Bloomberg Terminal
• Gurufocus Yield Curve

Features

Global Coverage

• 40+ Countries: US, UK, Germany, Japan, China, Australia, etc.
• Real-Time Updates: Live yield data
• Historical Data: 20+ years of history
• Multiple Tenors: 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 20Y, 30Y

Yield Curve Analysis

• Current Shape: Normal, Flat, Inverted
• Spread Analysis: 2s10s, 3m10y spreads
• Steepness: Measure of curve slope
• Convexity: Curvature analysis
• Term Premium: Risk compensation

Inversion Detection

• Alert on Inversion: 2s10s, 3m10y crossovers
• Historical Inversions: Past events and outcomes
• Recession Indicator: Lead time analysis
• Uninversion Alert: Signal when curve normalizes

Comparison Tools

• Cross-Country: Compare US vs Germany vs Japan
• Time Travel: View any historical date
• Animation: Watch curve evolve over time
• Spread Charts: Track spreads historically

Trading Signals

• Curve Steepener: Long short-end, short long-end
• Curve Flattener: Opposite trade
• Carry Trade: Cross-currency opportunities
• Duration Management: When to extend/reduce

Macro Integration

• Fed Funds Expectations: Implied rate path
• Inflation Breakevens: TIPS spread analysis
• Real Yields: Nominal minus inflation
• Central Bank Meetings: Policy impact prediction

Usage

import { YieldCurveAnalyzer } from 'kit-trading/skills/yield-curve-analyzer';

const analyzer = new YieldCurveAnalyzer();

// Get current US yield curve
const curve = await analyzer.getCurve('US');
// {
//   tenors: ['3M', '2Y', '5Y', '10Y', '30Y'],
//   yields: [5.25, 4.85, 4.55, 4.65, 4.80],
//   shape: 'inverted',
//   spread2s10s: -0.20
// }

// Check for inversions
const inversions = await analyzer.checkInversions('US');
// { inverted: true, spreads: { '2s10s': -0.20, '3m10y': -0.60 } }

// Compare countries
const comparison = await analyzer.compare(['US', 'DE', 'JP', 'UK']);

// Get recession probability
const recession = await analyzer.recessionProbability('US');
// { probability: 0.45, model: 'NY Fed', leadTime: '12-18 months' }

API Endpoints

• GET /api/yields/:country - Current yield curve
• GET /api/yields/:country/history - Historical curves
• GET /api/yields/compare - Multi-country comparison
• GET /api/yields/inversions - Active inversions
• GET /api/yields/spreads - Key spread monitoring
• GET /api/yields/recession-indicator - Recession probability