ART-706 · OpenChainGraph · TVM Primitive
v1.0.0

Yield Curve & G-Spread

Builds a par yield curve from the benchmark points you supply (at least 2, strictly increasing tenors; no live data), under a named, versioned interpolation: linear (linear@1) or monotone cubic Hermite with Fritsch–Carlson 1980 tangents (monotone_cubic_hermite@1). Reports the interpolated benchmark yield at the bond's maturity and the G-spread, (bond yield − benchmark yield) × 100, in basis points. A maturity outside the benchmark range is refused naming the range, never extrapolated, and every assumption is named in plain sentences.

Policy Mandate Export TVM Primitive analytics_mandate Proof deferred
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data: use synthetic or anonymised inputs only.
onclick="runCompute()">▶ Build Ladder
Result