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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