Yield Curve Chart

A yield-curve chart plots yield against maturity (in months) rather than against time. It uses TVL’s createYieldCurveChart renderer, which puts a numeric maturity axis on the horizontal, so the x-coordinates are durations, not timestamps. Use it when the x-axis is “how far out” rather than “when”.

The chart supports two series shapes: "line" (default) and "area". Other series types are rejected at construction time, so passing "histogram" or anything else raises a ValueError.

What are yield-curve charts useful for?

  • Treasury / sovereign curves: The canonical use. Render the on-the-run curve and watch its shape evolve from a normal upward slope to inversion.
  • Swap and forward curves: Any term structure indexed by maturity rather than time fits naturally on this chart.
  • Volatility term structure: Implied vol by tenor reads the same way as yield by tenor.
  • Cross-section snapshots: Anything indexed by “horizon” (forward returns, expected payout) where comparing across maturities matters more than time evolution.

Examples

A basic yield curve

tvl.data.yields() is an 11-tenor snapshot with columns Tenor and Yield. Tenor is the maturity in months (3, 6, 12, 24, … 480), the unit LWC’s yield-curve axis expects. Pass maturity="Tenor" and value="Yield", and set start_time_range=480 so the initial viewport actually contains the long-end tenors (the LWC default is 120 months, which would clip everything past 10y to the right margin).

A single line traces the data from the short end (3m) to the long end (40y). The x-axis tick formatter renders the tenor values as Xm / Xy durations.

Switch to an area rendering

series_type="area" swaps the line for a filled area. Pair it with top_color/bottom_color for a custom gradient, or leave the colors at their defaults.

The gradient fades down to transparent so the area looks like a “rising tide” shape. Color kwargs accept a Deephaven theme color (e.g. "positive", "accent-300"), a hex code, a named CSS color, or an rgb()/rgba() string. Theme colors adapt automatically when the user switches themes.

Customize color and width (line mode)

In line mode, color is the line CSS color and line_width is the integer pixel width (1-4, default 3). title names the series (see series titles).

The line is now red, one pixel wide, and labeled with its title.

Tune the maturity axis

Three integer parameters control the maturity axis. They are all expressed in months, regardless of how your maturity column is labeled.

  • base_resolution: the number of months represented by one base unit on the axis. Increase it to widen tick spacing on long-dated curves.
  • minimum_time_range: the smallest axis span the chart will ever zoom to (in months). Stops zoom from going below this.
  • start_time_range: the initial visible span in months.

The chart opens showing 40 years of curve and won’t zoom in past a 2-year window.

API Reference

A yield-curve chart has a numeric horizontal axis representing maturity in months and is rendered via the TVL createYieldCurveChart backend. Only Line and Area series are supported.

Returns: TvlChart A yield-curve chart with a single series.

Raises: ValueError -- If series_type is not "line" or "area".

ParametersTypeDefaultDescription
tableAnyDeephaven table with the yield-curve data.
maturitystr'Maturity'Column name for the x-axis (months, numeric).
valuestr'Yield'Column name for the y-axis (yield values).
series_typestr'line'"line" (default) or "area".
colorOptional[Color]NoneLine color (also used as the area's line color when line_color is not set).
line_widthOptional[LineWidth]NoneStroke width in pixels (1–4).
titleOptional[str]NoneSeries name. Labels the price-scale badge, the tracking tooltip, and any legend row, and identifies the series in press events. Without one the badge shows only the number; the tooltip, legend, and events fall back to the generated series_<n> id. A by= series is titled with its partition key.
line_colorOptional[Color]NoneArea-only: explicit line color (overrides color).
top_colorOptional[Color]NoneArea-only: top gradient fill color.
bottom_colorOptional[Color]NoneArea-only: bottom gradient fill color.
base_resolutionOptional[int]NoneYield-curve x-axis base resolution in seconds.
minimum_time_rangeOptional[int]NoneMinimum visible time range.
start_time_rangeOptional[int]NoneInitial visible time range.
background_colorOptional[Color]NoneChart background CSS color.
text_colorOptional[Color]NoneAxis / label text color.
crosshair_modeOptional[CrosshairMode]NoneCrosshair mode; see CrosshairMode.
watermark_textOptional[str]NoneSingle-line watermark text.