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Finding Swiss Zero-Coupon Yield Curve Data from the SNB

Article Quant Q&A · Author: Jojo
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Summary

The document identifies a source for Swiss zero-coupon bond yield curve data: the Swiss National Bank’s data portal. The original question explains that the data is sought for research and that the asker could not access a Bloomberg terminal. The reply directs readers to the relevant SNB data series, making the exchange a practical pointer for locating Swiss fixed-income market data.

There is no explanation of how the curve is estimated, what maturities or conventions the series covers, or how to download and process observations. The exchange also offers no comparison with Bloomberg data or discussion of data quality, update frequency, and historical coverage. Researchers should therefore treat it as a data-location lead and inspect the SNB series metadata before using it in analysis. Its usefulness is mainly as a route to a public source, rather than as a lesson in yield curve construction or bond valuation.

Key ideas

  • The Swiss National Bank provides a public source for Swiss zero-coupon yield curve data.
  • The answer directs researchers to the relevant SNB data series.
  • The exchange does not describe curve construction, series conventions, coverage, or update frequency.
  • Users should review the source metadata before applying the data in fixed-income research.

Tags

Fixed income
Full text
# Swiss Zero-Coupon Bond Yield Curve Data


# Swiss Zero-Coupon Bond Yield Curve Data












I am trying to access the Swiss Zero-Coupon Yield Curve Data. I know that the Swiss National Bank provides this data, as noted on the 8th Page of this paper under Section 3.2. However, I am for the life of me unable to find it and was wondering if someone on here has possibly accessed it at some point.

My apologies for asking this sort of question again. However, I don't have access to a Bloomberg Terminal and hence cannot make use of their Zero-Coupon Yield Curve Data.

I have also contacted the Swiss National Bank about this but they have yet to respond and I don't know if they will.

Thank You

## Answer by Michael Boutros (score 4)

https://quant.stackexchange.com/a/20685

In case you're still looking:

https://data.snb.ch/en/topics/ziredev#!/cube/rendoblid

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.