Level 3 — 1.3 Calculate yield curve data sets

TIPS yields SA factors Treasury yields Treasury yields TIPS yields Treasury yields Treasury yields download date SA yields SA yields SAO yields SAO yields spot yield curves spot yield curves breakeven inflation bid and ask spreads FedInvest prices (S1) Market quotes (S7) Ref CPI NSA and SA (S4) Bond holidays (S16) Yield curves (S13) Breakeven inflation (S14) Bid and ask spreads (S15) 1.3.1 Parse sources and calculate yields 1.3.2 Adjust for seasonality 1.3.3 Adjust for other effects 1.3.4 Fit spot yield curves 1.3.5 Calculate breakeven inflation 1.3.6 Calculate bid and ask spreads 1.3.7 Write yield curve data sets M14 ref-cpi.js M15 sa-yields.js M16 spot-curve.js M3 bond-math.js

Only 1.3.7 writes a data store. Every other flow ends at 1.3.7 and is gone when the run ends. 1.3.1 is the only process that reads a store; the others take their input from each other. It explodes at Level 4. Each flow is named by the one structure it holds, defined in Data Dictionary §6.0. Two structures passing between the same two processes are drawn as two flows. The amber circles are shared modules (SharedModules.md), not process steps of this diagram.