Yield Curve, 1990-2004

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    ,"R_10Y":4.18
  },
  {
     "date":"2004-11-23"
    ,"R_3M":2.19
    ,"R_6M":2.41
    ,"R_1Y":2.60
    ,"R_2Y":2.98
    ,"R_3Y":3.20
    ,"R_5Y":3.58
    ,"R_7Y":3.92
    ,"R_10Y":4.19
  },
  {
     "date":"2004-11-24"
    ,"R_3M":2.18
    ,"R_6M":2.40
    ,"R_1Y":2.60
    ,"R_2Y":3.01
    ,"R_3Y":3.23
    ,"R_5Y":3.61
    ,"R_7Y":3.93
    ,"R_10Y":4.20
  },
  {
     "date":"2004-11-26"
    ,"R_3M":2.21
    ,"R_6M":2.40
    ,"R_1Y":2.61
    ,"R_2Y":3.03
    ,"R_3Y":3.25
    ,"R_5Y":3.64
    ,"R_7Y":3.98
    ,"R_10Y":4.24
  },
  {
     "date":"2004-11-29"
    ,"R_3M":2.23
    ,"R_6M":2.46
    ,"R_1Y":2.66
    ,"R_2Y":3.07
    ,"R_3Y":3.31
    ,"R_5Y":3.72
    ,"R_7Y":4.06
    ,"R_10Y":4.34
  },
  {
     "date":"2004-11-30"
    ,"R_3M":2.23
    ,"R_6M":2.44
    ,"R_1Y":2.63
    ,"R_2Y":3.02
    ,"R_3Y":3.29
    ,"R_5Y":3.72
    ,"R_7Y":4.07
    ,"R_10Y":4.36
  },
  {
     "date":"2004-12-01"
    ,"R_3M":2.22
    ,"R_6M":2.40
    ,"R_1Y":2.60
    ,"R_2Y":3.01
    ,"R_3Y":3.28
    ,"R_5Y":3.72
    ,"R_7Y":4.08
    ,"R_10Y":4.38
  },
  {
     "date":"2004-12-02"
    ,"R_3M":2.22
    ,"R_6M":2.41
    ,"R_1Y":2.62
    ,"R_2Y":3.04
    ,"R_3Y":3.30
    ,"R_5Y":3.75
    ,"R_7Y":4.10
    ,"R_10Y":4.40
  },
  {
     "date":"2004-12-03"
    ,"R_3M":2.21
    ,"R_6M":2.39
    ,"R_1Y":2.58
    ,"R_2Y":2.94
    ,"R_3Y":3.19
    ,"R_5Y":3.61
    ,"R_7Y":3.96
    ,"R_10Y":4.27
  },
  {
     "date":"2004-12-06"
    ,"R_3M":2.25
    ,"R_6M":2.44
    ,"R_1Y":2.60
    ,"R_2Y":2.93
    ,"R_3Y":3.17
    ,"R_5Y":3.59
    ,"R_7Y":3.94
    ,"R_10Y":4.24
  },
  {
     "date":"2004-12-07"
    ,"R_3M":2.25
    ,"R_6M":2.43
    ,"R_1Y":2.60
    ,"R_2Y":2.95
    ,"R_3Y":3.19
    ,"R_5Y":3.60
    ,"R_7Y":3.94
    ,"R_10Y":4.23
  },
  {
     "date":"2004-12-08"
    ,"R_3M":2.24
    ,"R_6M":2.42
    ,"R_1Y":2.59
    ,"R_2Y":2.91
    ,"R_3Y":3.12
    ,"R_5Y":3.53
    ,"R_7Y":3.85
    ,"R_10Y":4.14
  },
  {
     "date":"2004-12-09"
    ,"R_3M":2.24
    ,"R_6M":2.42
    ,"R_1Y":2.59
    ,"R_2Y":2.93
    ,"R_3Y":3.15
    ,"R_5Y":3.54
    ,"R_7Y":3.87
    ,"R_10Y":4.19
  },
  {
     "date":"2004-12-10"
    ,"R_3M":2.25
    ,"R_6M":2.44
    ,"R_1Y":2.61
    ,"R_2Y":2.95
    ,"R_3Y":3.15
    ,"R_5Y":3.52
    ,"R_7Y":3.85
    ,"R_10Y":4.16
  },
  {
     "date":"2004-12-13"
    ,"R_3M":2.24
    ,"R_6M":2.50
    ,"R_1Y":2.66
    ,"R_2Y":2.98
    ,"R_3Y":3.18
    ,"R_5Y":3.54
    ,"R_7Y":3.85
    ,"R_10Y":4.16
  },
  {
     "date":"2004-12-14"
    ,"R_3M":2.21
    ,"R_6M":2.48
    ,"R_1Y":2.65
    ,"R_2Y":2.99
    ,"R_3Y":3.17
    ,"R_5Y":3.53
    ,"R_7Y":3.83
    ,"R_10Y":4.14
  },
  {
     "date":"2004-12-15"
    ,"R_3M":2.21
    ,"R_6M":2.47
    ,"R_1Y":2.64
    ,"R_2Y":2.97
    ,"R_3Y":3.14
    ,"R_5Y":3.48
    ,"R_7Y":3.78
    ,"R_10Y":4.09
  },
  {
     "date":"2004-12-16"
    ,"R_3M":2.20
    ,"R_6M":2.47
    ,"R_1Y":2.66
    ,"R_2Y":3.01
    ,"R_3Y":3.21
    ,"R_5Y":3.58
    ,"R_7Y":3.89
    ,"R_10Y":4.19
  },
  {
     "date":"2004-12-17"
    ,"R_3M":2.20
    ,"R_6M":2.48
    ,"R_1Y":2.67
    ,"R_2Y":3.03
    ,"R_3Y":3.22
    ,"R_5Y":3.59
    ,"R_7Y":3.91
    ,"R_10Y":4.21
  },
  {
     "date":"2004-12-20"
    ,"R_3M":2.22
    ,"R_6M":2.54
    ,"R_1Y":2.72
    ,"R_2Y":3.06
    ,"R_3Y":3.23
    ,"R_5Y":3.59
    ,"R_7Y":3.91
    ,"R_10Y":4.21
  },
  {
     "date":"2004-12-21"
    ,"R_3M":2.20
    ,"R_6M":2.54
    ,"R_1Y":2.72
    ,"R_2Y":3.05
    ,"R_3Y":3.22
    ,"R_5Y":3.57
    ,"R_7Y":3.89
    ,"R_10Y":4.18
  },
  {
     "date":"2004-12-22"
    ,"R_3M":2.18
    ,"R_6M":2.53
    ,"R_1Y":2.71
    ,"R_2Y":3.04
    ,"R_3Y":3.21
    ,"R_5Y":3.57
    ,"R_7Y":3.91
    ,"R_10Y":4.21
  },
  {
     "date":"2004-12-23"
    ,"R_3M":2.19
    ,"R_6M":2.54
    ,"R_1Y":2.70
    ,"R_2Y":3.02
    ,"R_3Y":3.21
    ,"R_5Y":3.58
    ,"R_7Y":3.92
    ,"R_10Y":4.23
  },
  {
     "date":"2004-12-27"
    ,"R_3M":2.26
    ,"R_6M":2.63
    ,"R_1Y":2.78
    ,"R_2Y":3.07
    ,"R_3Y":3.26
    ,"R_5Y":3.65
    ,"R_7Y":3.99
    ,"R_10Y":4.30
  },
  {
     "date":"2004-12-28"
    ,"R_3M":2.25
    ,"R_6M":2.62
    ,"R_1Y":2.77
    ,"R_2Y":3.08
    ,"R_3Y":3.27
    ,"R_5Y":3.66
    ,"R_7Y":4.00
    ,"R_10Y":4.31
  },
  {
     "date":"2004-12-29"
    ,"R_3M":2.22
    ,"R_6M":2.60
    ,"R_1Y":2.77
    ,"R_2Y":3.12
    ,"R_3Y":3.32
    ,"R_5Y":3.69
    ,"R_7Y":4.03
    ,"R_10Y":4.33
  }]

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