> For the complete documentation index, see [llms.txt](https://bluegamma.io/documentation/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://bluegamma.io/documentation/market-data-guides/overview-2/faqs.md).

# FAQs

#### What data sources do you use for U.S. Treasury yields?

We source U.S. Treasury yields from institutional-grade market data providers that aggregate **U.S. Treasury Constant Maturity rates** from secondary market trading.

**Data Characteristics:**

* Based on the most actively traded marketable Treasury securities
* Represents composite quotes from U.S. Government securities dealers
* Reflects actual secondary market prices
* **Maturities**: 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 20Y, 30Y
* Updated in real-time throughout trading hours

***

#### What methodology do you use to construct the yield curve?

Our yield curve construction follows industry-standard practices:

**1. Input Data**

* Bond yields (representing actual market yields)
* Deposit rates for the short end (< 1 year)

**2. Bootstrapping**

* Industry-standard bootstrapping methodology
* Converts market yields into a coherent zero-coupon curve
* Ensures no-arbitrage conditions

**3. Interpolation**

* **Method**: Piecewise log-cubic interpolation on discount factors

**4. Compounding Conventions**

* **Compounding**: Semi-annual (Compounded)
* **Day Count**: Actual/Actual ISMA
* **Calendar**: U.S. Government Bond Calendar
* **Settlement**: T+1 for bonds

**Output**: Zero-coupon yields with semi-annual compounding


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