Get Government Bond Yield

Get the government bond yield (zero coupon, semi-annual compounding) for a given country and maturity.

New to the Excel Add-In? Install the add-in to start using this formula.

Formula

=BlueGamma.GOV_YIELD(country_code, maturity, [forward_start], [valuation_date])

Parameters

country_code	string	ISO 2-letter country code (e.g. US, DE, GB)
maturity	string	Maturity as a tenor (e.g. 5Y) or a date (e.g. 2026-12-31)
forward_start	string (optional)	Forward start tenor or date (e.g. 2Y, 2024-06-30). Defaults to now.
valuation_date	string (optional)	Valuation date (defaults to current date)

Returns

Government bond yield as a decimal (e.g. 0.0347 for 3.47%)

Example

=BlueGamma.GOV_YIELD("US", "10Y")
=BlueGamma.GOV_YIELD("DE", "5Y", "1Y", "2023-12-31")

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