Treasury Yield Curve Analytics

Bootstrap any curve.
Any date. Any shock.

Pull live U.S. Treasury data and bootstrap full par, spot, and forward curves in seconds. Built for investment teams.

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Date: Mar 12, 2026 Interp: LogCubic Comp: Semiannual
● LIVE DATA
Capabilities

Everything your investment
team needs.

No more Excel bootstrapping. No Bloomberg dependency. Just live Treasury data and production-grade curve construction.

📅
Bootstrap Any Date
Pull live par rates from treasury.gov and bootstrap full spot and forward curves for any historical or recent business day — in seconds.
treasury.gov API
🔬
17 Interpolation Methods
LogLinear, LogCubic, NaturalCubic, Kruger, SplineCubic, and 12 more. See exactly how your method choice bends the curve at every point.
QuantLib powered
📊
Compare Curves Over Time
Plot curves from multiple dates side-by-side with basis point difference charts. Instantly visualize steepening, flattening, and parallel shifts.
delta analysis
⚡
Shock Analysis & KRD
Apply parallel shifts, wave shocks, and triangle (KRD) shocks across 9 key tenors. Standard methodology for key rate duration analysis.
parallel · wave · triangle
⚙️
Parameter Sensitivity
Compare two full parameter sets — interpolation, day count, compounding — on the same chart. Quantify the impact of every technical choice.
model validation
📥
Export to CSV & JSON
Download par, spot, and forward rate tables for any curve or scenario. Excel-ready CSV files and structured JSON summaries with one click.
CSV · JSON
Curve Construction

Three curves.
One bootstrap.

Every build produces the full curve set — par, spot, and forward — at any timestep and projection length you need.

01
Par Curve
Par Yield Curve
The yield on coupon bonds trading at par. Direct from Treasury data at standard tenors, interpolated across the full maturity spectrum.
02
Spot Curve
Zero-Coupon Curve
Zero-coupon rates bootstrapped from par rates using piecewise QuantLib interpolation. The foundation for discount factors and present value calculations.
03
Forward Curve
Forward Rate Curve
Expected future rates implied by the spot curve. Any forward tenor you need at every maturity — essential for ALM projection and scenario analysis.
Scenario Analysis

Three shock types.
Full rate coverage.

From parallel shifts to precise KRD triangle shocks — every methodology your ALM framework requires.

Parallel Shocks
Shift the entire spot curve up or down uniformly. Fan chart output shows the full range of rate environments from -300bps to +300bps.
Wave Shocks (KRD)
Ramp linearly from the prior KRD node to the target tenor, then hold flat. Applied independently across all 9 standard KRD tenors.
Triangle Shocks (KRD)
Triangle-shaped shock centered at the target tenor, tapering to zero at adjacent nodes. The standard methodology for computing key rate durations.
Parallel Shock Fan — Spot Curve
Pricing

Simple pricing.
Full access.

Every plan includes all features — curves, shocks, exports, and every interpolation method. 14-day free trial on both plans.

Monthly
$50
per month · billed monthly
  • Full curve bootstrapping — any date
  • 17 interpolation methods
  • Parallel, wave & triangle shocks
  • Multi-date & parameter comparison
  • CSV & JSON export
  • Cancel anytime
Start Free Trial →
SAVE 17%
Annual
$500
per year · ~$41.67/month
  • Everything in Monthly
  • ~$41.67/month billed annually
  • Priority support
  • 14-day free trial included
  • Cancel anytime
  •  
Start Free Trial →

No charge until your 14-day trial ends. Cancel before then and you won't be billed.

Get Started

Bootstrap your first curve
in under 60 seconds.

No setup. No Bloomberg. Just live Treasury data and production-grade curve analytics.

Try It Free — 14 Days →