Yield Curves
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GLC - Government liability curve
BLC - Commercial bank liability curve
Government liability yield curve
Daily Data (zip format)
Monthly Data (zip format)
| GLC | GLC | GLC | BLC |
| Nominal | Real | Inflation | Nominal |
| 1970 - latest | 1985 - latest | 1985 - latest | 1990 - latest |
(1mb) |
(5.8mb) |
(427k) |
(710k) |
Daily Data (xls format)
Monthly Data (xls format)
| GLC | GLC | GLC | BLC |
| Nominal | Real | Inflation | Nominal |
| 1970 - latest | 1985 - latest | 1985 - latest | 1990 - latest |
(11.8mb) |
(3.4mb) |
(1.1mb) |
(3.3mb) |
Related Links
- Option Implied Probability Density Functions
for Short-term Sterling Interest Rates - Bank of England Working Paper 126
New estimates of the UK real and nominal yield curves - Yield curve methodology
Bank of England Quarterly Bulletin Nov 1999 - Inflation Report
Latest edition of the Bank of England Inflation Report
External Links
- Winzip
Download the latest version here
