A yield curve is a representation of the relationship between market remuneration rates and the remaining time to maturity of debt securities. A yield curve can also be described as the term structure of interest rates.
Selection criteria and outlier detection are applied to raw data before the estimation. The estimation follows the Svensson methodology. More information available from the Technical Notes here: http://www.ecb.europa.eu/stats/money/yc/html/index.en.html
Prices and yields of government bonds are provided on a daily basis by EuroMTS, ratings are provided by Fitch Ratings.
Data is published daily
For information about the naming convention (series key dimensions and metadata), refer to the YC underlying DSD (ECB_FMD2) maintained by the ECB.
Done within ECB with automated quality assessment checks
Financial markets data - Yield Curve (YC)
European Central Bank (ECB)
Download the series catalogue containing a full list of series and associated metadata of the dataset YC in CSV format (zipped)