Yield Curve (Interest Rate Term Structure) — Seaborn

A yield curve plots interest rates (yields) of bonds against their maturities, from short-term (e.g., 1 month) to long-term (e.g., 30 years). It is one of the most iconic charts in macroeconomics and finance, used to assess market expectations for future interest rates, economic growth, and inflation. An inverted yield curve (where short-term rates exceed long-term rates) is a widely followed recession indicator. The plot should support displaying multiple curves (e.g., different dates) on the same axes to show how the term structure evolves over time.

Yield Curve (Interest Rate Term Structure) rendered with Seaborn

Python source (Seaborn)

""" anyplot.ai
line-yield-curve: Yield Curve (Interest Rate Term Structure)
Library: seaborn 0.13.2 | Python 3.13.13
Quality: 91/100 | Updated: 2026-06-10
"""

import os
import sys


# Prevent local files (matplotlib.py, etc.) from shadowing installed packages
_script_dir = os.path.dirname(os.path.abspath(__file__))
if _script_dir in sys.path:
    sys.path.remove(_script_dir)
if "" in sys.path:
    sys.path.remove("")
if "." in sys.path:
    sys.path.remove(".")

import matplotlib.pyplot as plt
import matplotlib.ticker as mticker
import numpy as np
import pandas as pd
import seaborn as sns


# Theme tokens — Imprint palette (see prompts/default-style-guide.md)
THEME = os.getenv("ANYPLOT_THEME", "light")
PAGE_BG = "#FAF8F1" if THEME == "light" else "#1A1A17"
ELEVATED_BG = "#FFFDF6" if THEME == "light" else "#242420"
INK = "#1A1A17" if THEME == "light" else "#F0EFE8"
INK_SOFT = "#4A4A44" if THEME == "light" else "#B8B7B0"

# Imprint categorical palette — hybrid-v3 sort, first series always #009E73
IMPRINT_PALETTE = ["#009E73", "#C475FD", "#4467A3", "#BD8233", "#AE3030", "#2ABCCD", "#954477", "#99B314"]
SEMANTIC_RED = "#AE3030"  # Imprint anchor — bad / loss / error

sns.set_theme(
    style="ticks",
    rc={
        "figure.facecolor": PAGE_BG,
        "axes.facecolor": PAGE_BG,
        "axes.edgecolor": INK_SOFT,
        "axes.labelcolor": INK,
        "text.color": INK,
        "xtick.color": INK_SOFT,
        "ytick.color": INK_SOFT,
        "grid.color": INK,
        "grid.alpha": 0.15,
        "legend.facecolor": ELEVATED_BG,
        "legend.edgecolor": INK_SOFT,
    },
)

# Data — U.S. Treasury yield curves on three dates
maturities = ["1M", "3M", "6M", "1Y", "2Y", "3Y", "5Y", "7Y", "10Y", "20Y", "30Y"]
maturity_years = [1 / 12, 0.25, 0.5, 1, 2, 3, 5, 7, 10, 20, 30]

curves = {
    "2021-07-15 (Normal)": [0.05, 0.05, 0.06, 0.09, 0.25, 0.46, 0.83, 1.13, 1.34, 1.86, 1.99],
    "2023-07-15 (Inverted)": [5.28, 5.40, 5.47, 5.40, 4.87, 4.55, 4.18, 4.07, 3.98, 4.22, 4.05],
    "2024-09-15 (Flat)": [4.96, 4.92, 4.72, 4.25, 3.60, 3.48, 3.44, 3.52, 3.65, 4.03, 4.01],
}

rows = []
for date_label, yields in curves.items():
    for m_label, m_years, y_pct in zip(maturities, maturity_years, yields, strict=True):
        rows.append({"Date": date_label, "maturity": m_label, "maturity_years": m_years, "yield_pct": y_pct})
df = pd.DataFrame(rows)

# Canvas — 3200×1800 px landscape (figsize=(8, 4.5) × dpi=400)
fig, ax = plt.subplots(figsize=(8, 4.5), dpi=400, facecolor=PAGE_BG)
ax.set_facecolor(PAGE_BG)

# Plot
sns.lineplot(
    data=df,
    x="maturity_years",
    y="yield_pct",
    hue="Date",
    style="Date",
    markers=True,
    dashes=False,
    palette=IMPRINT_PALETTE[:3],
    linewidth=2.5,
    markersize=8,
    ax=ax,
)

# Shade 2Y–10Y inversion zone (Imprint semantic-red: loss / danger)
inv_yields = np.array(curves["2023-07-15 (Inverted)"])
idx_2y = maturity_years.index(2)
idx_10y = maturity_years.index(10)
yield_2y = inv_yields[idx_2y]
yield_10y = inv_yields[idx_10y]
if yield_2y > yield_10y:
    ax.fill_between([2, 10], yield_10y, yield_2y, alpha=0.10, color=SEMANTIC_RED, zorder=0)
    ax.text(6, (yield_2y + yield_10y) / 2, "2Y–10Y Inversion", fontsize=9, color=SEMANTIC_RED, ha="center", va="center")

# Style
title = "U.S. Treasury Yield Curves · line-yield-curve · python · seaborn · anyplot.ai"
n = len(title)
title_fontsize = max(8, round(12 * 67 / n)) if n > 67 else 12
ax.set_title(title, fontsize=title_fontsize, fontweight="medium", color=INK)
ax.set_xlabel("Maturity", fontsize=10, color=INK)
ax.set_ylabel("Yield (%)", fontsize=10, color=INK)

ax.set_xscale("log")
ax.set_xticks(maturity_years)
ax.set_xticklabels(maturities, fontsize=8)
ax.xaxis.set_minor_locator(mticker.NullLocator())
ax.xaxis.set_minor_formatter(mticker.NullFormatter())
ax.tick_params(axis="y", labelsize=8)

ax.yaxis.grid(True, alpha=0.15, linewidth=0.8)

# Seaborn-idiomatic refinements
sns.despine(ax=ax)
handles, labels = ax.get_legend_handles_labels()
ax.legend(handles, labels, loc="center left", title="Date", fontsize=8, title_fontsize=9, frameon=False)

# Save — no bbox_inches='tight' (avoids canvas trimming from 3200×1800)
plt.savefig(f"plot-{THEME}.png", dpi=400, facecolor=PAGE_BG)

Part of Yield Curve (Interest Rate Term Structure) on anyplot.ai.

Yield Curve (Interest Rate Term Structure) — Seaborn

Python source (Seaborn)

Other implementations