Where do you get the necessary data to plot the yield curve? How do you plot the data points? How do you interpret the yield curve? These are some questions that have been on my mind for quite a long time. I have been reading the financial blogosphere and was secretly hoping for someone to address this topic. I’ve waited and waited to no avail.
As I’m thinking of doing some mathematical modelling with bond data in the future, I decided to force myself to search for answers to my own questions.
First, head over to the Monetary Authority of Singapore (MAS) website. Scroll down to the bottom of the page.
Click on the link titled “SGS: Singapore Government Securities” (circled in red in the above screenshot). You will be brought to the Singapore Government Securities (SGS) page.
Once you are at the SGS page, click on the “Statistics” link (circled in red …