Number 2006-28: The U.S. Treasury Yield Curve: 1961 to the Present. Refet S. Gurkaynak, Brian Sack, and Jonathan H. Wright. This is accompanied by a history of yields and the parameters of a fitted smooth curve model.
Yahoo Finance currently displays treasury bond prices from ValuBond. http://bonds.yahoo.com/ But these are crap – you can easily verify the yields are out of date.
FINRA offers corporate and treasury bond prices through a web interface. I looked at a couple treasury prices and they appear to be 2 days old. http://cxa.marketwatch.com/finra/MarketData/
(The FINRA yield summary seems up to date for on the run issues – different from the H.15 which is constant maturity.)
That will be hard to impossible. Little of this is exchange-traded (i.e. public) and even if it were, exchanges are unlikely to give data away for free. Sales of data now comprise more than half of total revenue for a number of exchanges.
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国债价格历史记录通常是专有的（Tradeweb、Bloomberg、CRSP），但收益率历史记录是公开的。
例如：
http://www.federalreserve.gov/pubs/feds/2006/
第 2006-28 期：美国国债收益率曲线：1961 年至今。雷菲特·S·古尔凯纳克 (Refet S. Gurkaynak)、布莱恩·萨克 (Brian Sack) 和乔纳森·H·赖特 (Jonathan H. Wright)。这伴随着收益率的历史和拟合的平滑曲线模型的参数。
收益率和其他数据的另一个免费来源是美联储 H.15 出版物。 http://www.federalreserve.gov/releases/h15/update/
雅虎财经目前显示来自 ValuBond 的国债价格。 http://bonds.yahoo.com/ 但这些都是垃圾 - 你可以轻松验证收益率是否超出日期。
FINRA 通过网络界面提供公司债券和国债价格。我查看了几个国债价格，它们似乎是两天前的价格。 http://cxa.marketwatch.com/finra/MarketData/
（FINRA 收益率摘要似乎最新的运行问题 - 与恒定到期日的 H.15 不同。）
对于公司债券，TRACE 是您的朋友。转到此处：http://cxa.marketwatch.com/finra/BondCenter/TraceDownloads.aspx< /a>
Treasury bond price history is usually proprietary (Tradeweb, Bloomberg, CRSP), but yield history is published.
For example:
http://www.federalreserve.gov/pubs/feds/2006/
Number 2006-28: The U.S. Treasury Yield Curve: 1961 to the Present. Refet S. Gurkaynak, Brian Sack, and Jonathan H. Wright. This is accompanied by a history of yields and the parameters of a fitted smooth curve model.
Another free source of yields and other data is the Federal Reserve H.15 publication. http://www.federalreserve.gov/releases/h15/update/
Yahoo Finance currently displays treasury bond prices from ValuBond. http://bonds.yahoo.com/ But these are crap – you can easily verify the yields are out of date.
FINRA offers corporate and treasury bond prices through a web interface. I looked at a couple treasury prices and they appear to be 2 days old. http://cxa.marketwatch.com/finra/MarketData/
(The FINRA yield summary seems up to date for on the run issues – different from the H.15 which is constant maturity.)
For corporate bonds, TRACE is your friend. Go here: http://cxa.marketwatch.com/finra/BondCenter/TraceDownloads.aspx
这将是很难甚至是不可能的。其中很少是在交易所交易的（即公开的），即使是，交易所也不太可能免费提供数据。目前，数据销售占许多交易所总收入的一半以上。
That will be hard to impossible. Little of this is exchange-traded (i.e. public) and even if it were, exchanges are unlikely to give data away for free. Sales of data now comprise more than half of total revenue for a number of exchanges.
尝试彭博。
Try Bloomberg.