Descriptive yield-curve analytics
The term structure of US and Indian government rates, computed exactly and explained plainly.
Every number is produced by a deterministic, unit-tested compute layer. Narration is grounded strictly in those numbers — never advice, never a forecast.
US curve shape
normal
as of 2026-07-28
US 10Y–2Y spread
0.35 pp
as of 2026-07-28
India 10Y–short spread
1.52 pp
as of 2026-05-01
The US / India asymmetry
The US view is the full toolkit — an eleven-tenor curve, real yields and breakevens, official spreads, NBER recession shading, and the curve's principal components. The India view is a deliberately smaller companion: free data gives a 10-year benchmark and a short rate, so panels that need a full curve, an inflation-linked market, or official recession dates are shown as absent, each annotated with why. The contrast is the point.