How to build a yield curve chart from US Treasury data

Where to get the data

The US Treasury publishes daily yield curve rates as a free CSV at treasury.gov. The file contains rates for 1-month through 30-year maturities across every trading day.

Building the curve

A yield curve plots interest rates (y-axis) against time to maturity (x-axis). The raw data gives you discrete points — 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 20Y, 30Y. To get a smooth curve between these points, you need interpolation.

The industry standard is monotone convex interpolation, which preserves the shape of the curve without introducing artificial oscillations. Quadesto implements this automatically.

The Quadesto approach

Upload the Treasury CSV. Quadesto detects it as yield curve data, applies monotone convex interpolation, and renders an interactive curve with observed points as scatter markers. One click, correct methodology.