OPEN-SOURCE SCRIPT
更新済 Interest Rate Differential & Comparison
This indicator compares 10-year government bond yields and yield differentials for six major FX currency pairs.
Supported pairs:
• USDJPY — US10Y / JP10Y
• EURJPY — DE10Y / JP10Y
• GBPJPY — GB10Y / JP10Y
• AUDJPY — AU10Y / JP10Y
• CHFJPY — CH10Y / JP10Y
• EURUSD — DE10Y / US10Y
## Modes
Base
Displays the base currency's 10-year government bond yield.
Counter
Displays the counter currency's 10-year government bond yield.
Differential
Displays the difference between the base and counter yields.
Both
Displays both yields using their original values.
Shifted
Shifts the counter yield vertically by a fixed amount to make the movements of the two yields easier to compare visually.
The Shift value is for visualization only. It does not represent the actual interest-rate differential.
All-diffs
Displays the current 10-year yield differential for all supported currency pairs.
This mode is also useful when adjusting the pair-specific Shift values. You can view the current differential for all pairs while adjusting the Shift settings in the indicator's Inputs.
## Examples
Shifted mode:
All-diffs mode:
## Data
The indicator uses TradingView's 10-year government bond yield symbols:
US10Y, DE10Y, GB10Y, AU10Y, CH10Y and JP10Y.
Data availability and update frequency depend on the underlying TradingView symbols.
## Credits
Based on the open-source script "Interest Rate Differential" by wcapucci89.
This version substantially extends the original script with automatic FX pair detection, support for six currency pairs, shifted yield comparison, pair-specific Shift settings, and an all-pair differential view.
## Disclaimer
This indicator is intended for visual analysis and comparison of interest rates. It is not a trading signal and does not provide investment advice.
Supported pairs:
• USDJPY — US10Y / JP10Y
• EURJPY — DE10Y / JP10Y
• GBPJPY — GB10Y / JP10Y
• AUDJPY — AU10Y / JP10Y
• CHFJPY — CH10Y / JP10Y
• EURUSD — DE10Y / US10Y
## Modes
Base
Displays the base currency's 10-year government bond yield.
Counter
Displays the counter currency's 10-year government bond yield.
Differential
Displays the difference between the base and counter yields.
Both
Displays both yields using their original values.
Shifted
Shifts the counter yield vertically by a fixed amount to make the movements of the two yields easier to compare visually.
The Shift value is for visualization only. It does not represent the actual interest-rate differential.
All-diffs
Displays the current 10-year yield differential for all supported currency pairs.
This mode is also useful when adjusting the pair-specific Shift values. You can view the current differential for all pairs while adjusting the Shift settings in the indicator's Inputs.
## Examples
Shifted mode:
All-diffs mode:
## Data
The indicator uses TradingView's 10-year government bond yield symbols:
US10Y, DE10Y, GB10Y, AU10Y, CH10Y and JP10Y.
Data availability and update frequency depend on the underlying TradingView symbols.
## Credits
Based on the open-source script "Interest Rate Differential" by wcapucci89.
This version substantially extends the original script with automatic FX pair detection, support for six currency pairs, shifted yield comparison, pair-specific Shift settings, and an all-pair differential view.
## Disclaimer
This indicator is intended for visual analysis and comparison of interest rates. It is not a trading signal and does not provide investment advice.
リリースノート
Updated the publication chart to show Shifted mode as the primary example for comparing the two government bond yields.オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。