Discount-rate benchmarks
What externally published nominal or real yield benchmark applies to each future-loss horizon at the valuation date?
The data that answers it
Ranked by fit · best firstTreasury publishes an official daily TIPS constant-maturity par real-yield curve with observation-date-pinned percent yields at 5, 7, 10, 20, and 30 years. These are real par-yield benchmarks, not inflation rates, breakevens, spot or zero-coupon rates, discount factors, or forecasts.
Treasury publishes an official daily nominal constant-maturity par-yield curve with observation-date-pinned percent yields at 1, 1.5, 2, 3, 4, and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. These are nominal par/bond-equivalent benchmark yields, not spot or zero-coupon rates, discount factors, APY, or forecasts.
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