Get Government Bond Yield

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

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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