# Properly Data choosing

#### White Noise

##### New Member
Hello guys,

I have a problem about choosing the right data to my simulations. I need some data connected with:
1. Short rate changes for US government bond pricing calculations to use them in the Vasicek model to simulate and calibrate short rate paths in Vasicek dynamics formula.
2. I also need some data about US yield curve value changes to simulate and calibrate yield curve in Longstaff model.
But now i am a bit confused about the issue of interpretation the data which I had found. I found this webpage: Daily Treasury Yield Curve Rates. As I understand this data is connected with point number 2, so it is changing in the yield curve value. Am I right ? And the next question is where can I find some data about changing of short rates which I also need ?

Hope I understand this thing right and my question sounds reasonable. Thank you in advance for your time.

#### Ken Abbott

##### Managing Director
When you say "short rate" do you mean the front end of the UST yield curve of the instantaneous Vasicek short rate? If the former, the Federal Reserve H-15 is the ultimate source. There's historical data there, as well.

#### White Noise

##### New Member
But I have a question. As I understand there is a difference between risk-free rate data and yield curve rate data. Or am I wrong ? Because when I think about risk-free rate data r_t I want to use it to calculate a price of the zero-coupon bond at the time 0 - denote it as B(0,T). And then calculate the yield from the formula: $Y_T\;=\;\frac{-\ln(B(0,T))}T$.

My question is if the website you gave me and the website i pasted here (Daily Treasury Yield Curve Rates) is connected with yield curve values ? So with Y_T ? Or with the values of risk-free rate r_t which can be described in Vasicek Model by: $dr_t\;=\;a(b\;-\;r_t)dt\;+\;\sigma dW_t$

Maybe my question is stupid but I am a bit confused about that.

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#### StephenKim

##### Member
C++ Student
But I have a question. As I understand there is a difference between risk-free rate data and yield curve rate data. Or am I wrong ? Because when I think about risk-free rate data r_t I want to use it to calculate a price of the zero-coupon bond...
I think you’re over-complicating it.

The risk-free rate IS [taken from] the US Treasury yield curve.

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