Yield Curves, 1990-2018

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3.21,"R_10Y":3.73},{"date":"2010-01-31","R_3M":0.11,"R_6M":0.18,"R_1Y":0.35,"R_2Y":0.86,"R_3Y":1.4,"R_5Y":2.36,"R_7Y":3.12,"R_10Y":3.69},{"date":"2010-02-28","R_3M":0.15,"R_6M":0.23,"R_1Y":0.4,"R_2Y":0.96,"R_3Y":1.51,"R_5Y":2.43,"R_7Y":3.16,"R_10Y":3.73},{"date":"2010-03-31","R_3M":0.16,"R_6M":0.24,"R_1Y":0.45,"R_2Y":1.06,"R_3Y":1.64,"R_5Y":2.58,"R_7Y":3.28,"R_10Y":3.85},{"date":"2010-04-30","R_3M":0.16,"R_6M":0.22,"R_1Y":0.37,"R_2Y":0.83,"R_3Y":1.32,"R_5Y":2.18,"R_7Y":2.86,"R_10Y":3.42},{"date":"2010-05-31","R_3M":0.12,"R_6M":0.19,"R_1Y":0.32,"R_2Y":0.72,"R_3Y":1.17,"R_5Y":2,"R_7Y":2.66,"R_10Y":3.2},{"date":"2010-06-30","R_3M":0.16,"R_6M":0.2,"R_1Y":0.29,"R_2Y":0.62,"R_3Y":0.98,"R_5Y":1.76,"R_7Y":2.43,"R_10Y":3.01},{"date":"2010-07-31","R_3M":0.16,"R_6M":0.19,"R_1Y":0.26,"R_2Y":0.52,"R_3Y":0.78,"R_5Y":1.47,"R_7Y":2.1,"R_10Y":2.7},{"date":"2010-08-31","R_3M":0.15,"R_6M":0.19,"R_1Y":0.26,"R_2Y":0.48,"R_3Y":0.74,"R_5Y":1.41,"R_7Y":2.05,"R_10Y":2.65},{"date":"2010-09-30","R_3M":0.13,"R_6M":0.18,"R_1Y":0.23,"R_2Y":0.38,"R_3Y":0.57,"R_5Y":1.18,"R_7Y":1.85,"R_10Y":2.54},{"date":"2010-10-31","R_3M":0.14,"R_6M":0.18,"R_1Y":0.25,"R_2Y":0.45,"R_3Y":0.67,"R_5Y":1.35,"R_7Y":2.02,"R_10Y":2.76},{"date":"2010-11-30","R_3M":0.14,"R_6M":0.19,"R_1Y":0.29,"R_2Y":0.62,"R_3Y":0.99,"R_5Y":1.93,"R_7Y":2.66,"R_10Y":3.29},{"date":"2010-12-31","R_3M":0.15,"R_6M":0.18,"R_1Y":0.27,"R_2Y":0.61,"R_3Y":1.03,"R_5Y":1.99,"R_7Y":2.72,"R_10Y":3.39},{"date":"2011-01-31","R_3M":0.13,"R_6M":0.17,"R_1Y":0.29,"R_2Y":0.77,"R_3Y":1.28,"R_5Y":2.26,"R_7Y":2.96,"R_10Y":3.58},{"date":"2011-02-28","R_3M":0.1,"R_6M":0.16,"R_1Y":0.26,"R_2Y":0.7,"R_3Y":1.17,"R_5Y":2.11,"R_7Y":2.8,"R_10Y":3.41},{"date":"2011-03-31","R_3M":0.06,"R_6M":0.12,"R_1Y":0.25,"R_2Y":0.73,"R_3Y":1.21,"R_5Y":2.17,"R_7Y":2.84,"R_10Y":3.46},{"date":"2011-04-30","R_3M":0.04,"R_6M":0.09,"R_1Y":0.19,"R_2Y":0.56,"R_3Y":0.94,"R_5Y":1.84,"R_7Y":2.51,"R_10Y":3.17},{"date":"2011-05-31","R_3M":0.04,"R_6M":0.1,"R_1Y":0.18,"R_2Y":0.41,"R_3Y":0.71,"R_5Y":1.58,"R_7Y":2.29,"R_10Y":3},{"date":"2011-06-30","R_3M":0.04,"R_6M":0.08,"R_1Y":0.19,"R_2Y":0.41,"R_3Y":0.68,"R_5Y":1.54,"R_7Y":2.28,"R_10Y":3},{"date":"2011-07-31","R_3M":0.02,"R_6M":0.06,"R_1Y":0.11,"R_2Y":0.23,"R_3Y":0.38,"R_5Y":1.02,"R_7Y":1.63,"R_10Y":2.3},{"date":"2011-08-31","R_3M":0.01,"R_6M":0.04,"R_1Y":0.1,"R_2Y":0.21,"R_3Y":0.35,"R_5Y":0.9,"R_7Y":1.42,"R_10Y":1.98},{"date":"2011-09-30","R_3M":0.02,"R_6M":0.05,"R_1Y":0.11,"R_2Y":0.28,"R_3Y":0.47,"R_5Y":1.06,"R_7Y":1.62,"R_10Y":2.15},{"date":"2011-10-31","R_3M":0.01,"R_6M":0.05,"R_1Y":0.11,"R_2Y":0.25,"R_3Y":0.39,"R_5Y":0.91,"R_7Y":1.45,"R_10Y":2.01},{"date":"2011-11-30","R_3M":0.01,"R_6M":0.05,"R_1Y":0.12,"R_2Y":0.26,"R_3Y":0.39,"R_5Y":0.89,"R_7Y":1.43,"R_10Y":1.98},{"date":"2011-12-31","R_3M":0.03,"R_6M":0.07,"R_1Y":0.12,"R_2Y":0.24,"R_3Y":0.36,"R_5Y":0.84,"R_7Y":1.38,"R_10Y":1.97},{"date":"2012-01-31","R_3M":0.09,"R_6M":0.12,"R_1Y":0.16,"R_2Y":0.28,"R_3Y":0.38,"R_5Y":0.83,"R_7Y":1.37,"R_10Y":1.97},{"date":"2012-02-29","R_3M":0.08,"R_6M":0.14,"R_1Y":0.19,"R_2Y":0.34,"R_3Y":0.51,"R_5Y":1.02,"R_7Y":1.56,"R_10Y":2.17},{"date":"2012-03-31","R_3M":0.08,"R_6M":0.14,"R_1Y":0.18,"R_2Y":0.29,"R_3Y":0.43,"R_5Y":0.89,"R_7Y":1.43,"R_10Y":2.05},{"date":"2012-04-30","R_3M":0.09,"R_6M":0.15,"R_1Y":0.19,"R_2Y":0.29,"R_3Y":0.39,"R_5Y":0.76,"R_7Y":1.21,"R_10Y":1.8},{"date":"2012-05-31","R_3M":0.09,"R_6M":0.15,"R_1Y":0.19,"R_2Y":0.29,"R_3Y":0.39,"R_5Y":0.71,"R_7Y":1.08,"R_10Y":1.62},{"date":"2012-06-30","R_3M":0.1,"R_6M":0.15,"R_1Y":0.19,"R_2Y":0.25,"R_3Y":0.33,"R_5Y":0.62,"R_7Y":0.98,"R_10Y":1.53},{"date":"2012-07-31","R_3M":0.1,"R_6M":0.14,"R_1Y":0.18,"R_2Y":0.27,"R_3Y":0.37,"R_5Y":0.71,"R_7Y":1.14,"R_10Y":1.68},{"date":"2012-08-31","R_3M":0.11,"R_6M":0.14,"R_1Y":0.18,"R_2Y":0.26,"R_3Y":0.34,"R_5Y":0.67,"R_7Y":1.12,"R_10Y":1.72},{"date":"2012-09-30","R_3M":0.1,"R_6M":0.15,"R_1Y":0.18,"R_2Y":0.28,"R_3Y":0.37,"R_5Y":0.71,"R_7Y":1.15,"R_10Y":1.75},{"date":"2012-10-31","R_3M":0.09,"R_6M":0.14,"R_1Y":0.18,"R_2Y":0.27,"R_3Y":0.36,"R_5Y":0.67,"R_7Y":1.08,"R_10Y":1.65},{"date":"2012-11-30","R_3M":0.07,"R_6M":0.12,"R_1Y":0.16,"R_2Y":0.26,"R_3Y":0.35,"R_5Y":0.7,"R_7Y":1.13,"R_10Y":1.72}] 
*/

var margin = {top: 50, right: 50, bottom: 50, left: 50},
    width = 960 - margin.left - margin.right,
    height = 500 - margin.bottom - margin.top;
    
// set up our svg container
var svg = d3.select("body").append("svg")
    .attr("width", width + margin.left + margin.right)
    .attr("height", height + margin.top + margin.bottom)
  .append("g")
    .attr("transform", "translate(" + margin.left + "," + margin.top + ")")
    .attr("width", width )
    .attr("height", height)

//set up our plot area for the yield curve
// this will be separate from the time slider built above
var plot = svg.append("g")
    .attr("width", width )
    .attr("height", height - 20);
    
var yieldCurve = plot.append("path")
    .attr("class", "yieldcurve");

var curveX = d3.scale.linear()
                .domain([0,10])
                .range([0,width]);
var curveY = d3.scale.linear()
                .domain([0,20])
                .range([height - 50 , 0])

var curveXaxis = plot.append("g")
    .attr("class", "plot x axis")
    .attr("transform", "translate(0," + (+height - 50) + ")")
    .call(d3.svg.axis()
      .scale(curveX)
      .orient("bottom"))
      
var curveYaxis = plot.append("g")
    .attr("class", "plot y axis")
    //.attr("transform", "translate(0," + height + ")")
    .call(d3.svg.axis()
      .scale(curveY)
      .orient("left"))

var line = d3.svg.line()
    .x(function(d) { return curveX(d.maturity); })
    .y(function(d) { return curveY(d.yield); });

// setup our brush as slider for date selection
var x = d3.time.scale()
    .domain(d3.extent(data,function(d){return new Date(d.date)}))
    .range([0, width])
    .clamp(true);
    
var brush = d3.svg.brush()
    .x(x)
    .extent([x.domain()[0],x.domain()[0]])
    .on("brush", brushed)
    .on("brushend",brushended)

svg.append("g")
    .attr("class", "x axis")
    .attr("transform", "translate(0," + height + ")")
    .call(d3.svg.axis()
      .scale(x)
      .orient("bottom")
      .ticks(d3.time.years)
      .tickFormat(d3.time.format("%Y")))
  .select(".domain")
  .select(function() { return this.parentNode.appendChild(this.cloneNode(true)); })
    .attr("class", "halo")

var slider = svg.append("g")
    .attr("class", "slider")
    .call(brush)

slider.selectAll(".extent,.resize")
    .remove();

slider.select(".background")
    .attr("height", height);

var handle = slider.append("circle")
    .attr("class", "handle")
    .attr("transform", "translate(0," + height + ")")
    .attr("r", 9);

//update graph when first open
slider
  .call(brush.event)
  .transition() // gratuitous intro!
    .duration(10000)
    .call(brush.extent([x.domain()[1],x.domain()[1]]))
    .call(brush.event);

function brushed() {
  var value;
  
  if(typeof brush.extent() !== "undefined"){
    value = brush.extent()[0];
  
    if (d3.event.sourceEvent) { // not a programmatic event
      value = d3.time.day.offset(d3.time.month.round(x.invert(d3.mouse(this)[0])),-1);
      brush.extent([value, value]);
    }
  } else value = x.domain()[0];
    
  updateGraph( value );
  handle.attr("cx", x(value));

}

function brushended(){
  console.log("ended")
}
    
function updateGraph( value ){
  var curvedata = data.filter(function(d){return d3.time.format("%Y-%m")(new Date(d.date))== d3.time.format("%Y-%m")(value)})[0];
  
  var curvearray = [];
  
  Object.keys(curvedata).map(function(key){
    if(key !== "date"){
      curvearray.push({
        maturity : +key.replace(/(R_)([0-9]*)([M,Y])/,"$2") / +{M:12,Y:1}[key.replace(/(R_)([0-9])*([M,Y])/,"$3")] ,
        yield : curvedata[key]
      })
    }
  })
  
  yieldCurve.datum(curvearray)
    .attr("d", line)
}

</script>

Modified http://d3js.org/d3.v3.min.js to a secure url

https://d3js.org/d3.v3.min.js