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Yield Curve Animation with a d3.js brush as slider
Raw
README.md

Forked from Mike Bostock's brush as slider example, I use the brush/slider to drive an interactive exploration of the US Yield Curve. I think this is a much more helpful way of showing the data than the animated GIF from Treasury yield curve from the Volcker era through Greenspan, Bernanke, and Yellen.

Original Readme.md

By customizing the display of D3'��s [brush component](https://github.com/mbostock/d3/wiki/SVG-Controls), you can make a single-handle slider. Or, by using [custom resize handles](/mbostock/4349545), you can make a two-handled slider.
Raw
code.R
#install.packages("YieldCurve")
library(YieldCurve)
data(FedYieldCurve)
# copied and paste this into the index.html as json data
jsonlite::toJSON(data.frame(date=index(FedYieldCurve),FedYieldCurve))
#see post http://isomorphism.es/post/101890975168/treasury-yield-curve-from-the-volcker-era-through
maturities <- c(3/12,6/12,1,2,3,5,7,10)
howmany=NROW(FedYieldCurve)
require(animation)
saveGIF({
for (i in 1:howmany) {
plot(maturities, FedYieldCurve[i,], type="o",lwd=3, col="#333333", xlab="Maturities structure in years", ylab="Interest rates values",ylim=c(0,15) )
title(main=paste("Federal Reserve yield curve observed at", time(FedYieldCurve[i])))
grid()
}
},interval=.05,movie.name="yield curve evolution.gif", ani.width=300,ani.height=300)
Raw
index.html
<!DOCTYPE html>
<meta charset="utf-8">
<style>
.axis {
font: 10px sans-serif;
-webkit-user-select: none;
-moz-user-select: none;
user-select: none;
}
.axis .domain {
fill: none;
stroke: #000;
stroke-opacity: .3;
stroke-width: 5px;
stroke-linecap: round;
}
.plot.axis path {
stroke-width: 2px;
}
.axis .halo {
fill: none;
stroke: #ddd;
stroke-width: 8px;
stroke-linecap: round;
}
.slider .handle {
fill: #fff;
stroke: #000;
stroke-opacity: .5;
stroke-width: 1.25px;
cursor: crosshair;
}
.yieldcurve {
fill: none;
stroke: steelblue;
stroke-width: 1.5px;
}
</style>
<body>
<script src="http://d3js.org/d3.v3.min.js"></script>
<script>
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3.21,"R_10Y":3.73},{"date":"2010-01-31","R_3M":0.11,"R_6M":0.18,"R_1Y":0.35,"R_2Y":0.86,"R_3Y":1.4,"R_5Y":2.36,"R_7Y":3.12,"R_10Y":3.69},{"date":"2010-02-28","R_3M":0.15,"R_6M":0.23,"R_1Y":0.4,"R_2Y":0.96,"R_3Y":1.51,"R_5Y":2.43,"R_7Y":3.16,"R_10Y":3.73},{"date":"2010-03-31","R_3M":0.16,"R_6M":0.24,"R_1Y":0.45,"R_2Y":1.06,"R_3Y":1.64,"R_5Y":2.58,"R_7Y":3.28,"R_10Y":3.85},{"date":"2010-04-30","R_3M":0.16,"R_6M":0.22,"R_1Y":0.37,"R_2Y":0.83,"R_3Y":1.32,"R_5Y":2.18,"R_7Y":2.86,"R_10Y":3.42},{"date":"2010-05-31","R_3M":0.12,"R_6M":0.19,"R_1Y":0.32,"R_2Y":0.72,"R_3Y":1.17,"R_5Y":2,"R_7Y":2.66,"R_10Y":3.2},{"date":"2010-06-30","R_3M":0.16,"R_6M":0.2,"R_1Y":0.29,"R_2Y":0.62,"R_3Y":0.98,"R_5Y":1.76,"R_7Y":2.43,"R_10Y":3.01},{"date":"2010-07-31","R_3M":0.16,"R_6M":0.19,"R_1Y":0.26,"R_2Y":0.52,"R_3Y":0.78,"R_5Y":1.47,"R_7Y":2.1,"R_10Y":2.7},{"date":"2010-08-31","R_3M":0.15,"R_6M":0.19,"R_1Y":0.26,"R_2Y":0.48,"R_3Y":0.74,"R_5Y":1.41,"R_7Y":2.05,"R_10Y":2.65},{"date":"2010-09-30","R_3M":0.13,"R_6M":0.18,"R_1Y":0.23,"R_2Y":0.38,"R_3Y":0.57,"R_5Y":1.18,"R_7Y":1.85,"R_10Y":2.54},{"date":"2010-10-31","R_3M":0.14,"R_6M":0.18,"R_1Y":0.25,"R_2Y":0.45,"R_3Y":0.67,"R_5Y":1.35,"R_7Y":2.02,"R_10Y":2.76},{"date":"2010-11-30","R_3M":0.14,"R_6M":0.19,"R_1Y":0.29,"R_2Y":0.62,"R_3Y":0.99,"R_5Y":1.93,"R_7Y":2.66,"R_10Y":3.29},{"date":"2010-12-31","R_3M":0.15,"R_6M":0.18,"R_1Y":0.27,"R_2Y":0.61,"R_3Y":1.03,"R_5Y":1.99,"R_7Y":2.72,"R_10Y":3.39},{"date":"2011-01-31","R_3M":0.13,"R_6M":0.17,"R_1Y":0.29,"R_2Y":0.77,"R_3Y":1.28,"R_5Y":2.26,"R_7Y":2.96,"R_10Y":3.58},{"date":"2011-02-28","R_3M":0.1,"R_6M":0.16,"R_1Y":0.26,"R_2Y":0.7,"R_3Y":1.17,"R_5Y":2.11,"R_7Y":2.8,"R_10Y":3.41},{"date":"2011-03-31","R_3M":0.06,"R_6M":0.12,"R_1Y":0.25,"R_2Y":0.73,"R_3Y":1.21,"R_5Y":2.17,"R_7Y":2.84,"R_10Y":3.46},{"date":"2011-04-30","R_3M":0.04,"R_6M":0.09,"R_1Y":0.19,"R_2Y":0.56,"R_3Y":0.94,"R_5Y":1.84,"R_7Y":2.51,"R_10Y":3.17},{"date":"2011-05-31","R_3M":0.04,"R_6M":0.1,"R_1Y":0.18,"R_2Y":0.41,"R_3Y":0.71,"R_5Y":1.58,"R_7Y":2.29,"R_10Y":3},{"date":"2011-06-30","R_3M":0.04,"R_6M":0.08,"R_1Y":0.19,"R_2Y":0.41,"R_3Y":0.68,"R_5Y":1.54,"R_7Y":2.28,"R_10Y":3},{"date":"2011-07-31","R_3M":0.02,"R_6M":0.06,"R_1Y":0.11,"R_2Y":0.23,"R_3Y":0.38,"R_5Y":1.02,"R_7Y":1.63,"R_10Y":2.3},{"date":"2011-08-31","R_3M":0.01,"R_6M":0.04,"R_1Y":0.1,"R_2Y":0.21,"R_3Y":0.35,"R_5Y":0.9,"R_7Y":1.42,"R_10Y":1.98},{"date":"2011-09-30","R_3M":0.02,"R_6M":0.05,"R_1Y":0.11,"R_2Y":0.28,"R_3Y":0.47,"R_5Y":1.06,"R_7Y":1.62,"R_10Y":2.15},{"date":"2011-10-31","R_3M":0.01,"R_6M":0.05,"R_1Y":0.11,"R_2Y":0.25,"R_3Y":0.39,"R_5Y":0.91,"R_7Y":1.45,"R_10Y":2.01},{"date":"2011-11-30","R_3M":0.01,"R_6M":0.05,"R_1Y":0.12,"R_2Y":0.26,"R_3Y":0.39,"R_5Y":0.89,"R_7Y":1.43,"R_10Y":1.98},{"date":"2011-12-31","R_3M":0.03,"R_6M":0.07,"R_1Y":0.12,"R_2Y":0.24,"R_3Y":0.36,"R_5Y":0.84,"R_7Y":1.38,"R_10Y":1.97},{"date":"2012-01-31","R_3M":0.09,"R_6M":0.12,"R_1Y":0.16,"R_2Y":0.28,"R_3Y":0.38,"R_5Y":0.83,"R_7Y":1.37,"R_10Y":1.97},{"date":"2012-02-29","R_3M":0.08,"R_6M":0.14,"R_1Y":0.19,"R_2Y":0.34,"R_3Y":0.51,"R_5Y":1.02,"R_7Y":1.56,"R_10Y":2.17},{"date":"2012-03-31","R_3M":0.08,"R_6M":0.14,"R_1Y":0.18,"R_2Y":0.29,"R_3Y":0.43,"R_5Y":0.89,"R_7Y":1.43,"R_10Y":2.05},{"date":"2012-04-30","R_3M":0.09,"R_6M":0.15,"R_1Y":0.19,"R_2Y":0.29,"R_3Y":0.39,"R_5Y":0.76,"R_7Y":1.21,"R_10Y":1.8},{"date":"2012-05-31","R_3M":0.09,"R_6M":0.15,"R_1Y":0.19,"R_2Y":0.29,"R_3Y":0.39,"R_5Y":0.71,"R_7Y":1.08,"R_10Y":1.62},{"date":"2012-06-30","R_3M":0.1,"R_6M":0.15,"R_1Y":0.19,"R_2Y":0.25,"R_3Y":0.33,"R_5Y":0.62,"R_7Y":0.98,"R_10Y":1.53},{"date":"2012-07-31","R_3M":0.1,"R_6M":0.14,"R_1Y":0.18,"R_2Y":0.27,"R_3Y":0.37,"R_5Y":0.71,"R_7Y":1.14,"R_10Y":1.68},{"date":"2012-08-31","R_3M":0.11,"R_6M":0.14,"R_1Y":0.18,"R_2Y":0.26,"R_3Y":0.34,"R_5Y":0.67,"R_7Y":1.12,"R_10Y":1.72},{"date":"2012-09-30","R_3M":0.1,"R_6M":0.15,"R_1Y":0.18,"R_2Y":0.28,"R_3Y":0.37,"R_5Y":0.71,"R_7Y":1.15,"R_10Y":1.75},{"date":"2012-10-31","R_3M":0.09,"R_6M":0.14,"R_1Y":0.18,"R_2Y":0.27,"R_3Y":0.36,"R_5Y":0.67,"R_7Y":1.08,"R_10Y":1.65},{"date":"2012-11-30","R_3M":0.07,"R_6M":0.12,"R_1Y":0.16,"R_2Y":0.26,"R_3Y":0.35,"R_5Y":0.7,"R_7Y":1.13,"R_10Y":1.72}]
var margin = {top: 50, right: 50, bottom: 50, left: 50},
width = 960 - margin.left - margin.right,
height = 500 - margin.bottom - margin.top;
// set up our svg container
var svg = d3.select("body").append("svg")
.attr("width", width + margin.left + margin.right)
.attr("height", height + margin.top + margin.bottom)
.append("g")
.attr("transform", "translate(" + margin.left + "," + margin.top + ")")
.attr("width", width )
.attr("height", height)
//set up our plot area for the yield curve
// this will be separate from the time slider built above
var plot = svg.append("g")
.attr("width", width )
.attr("height", height - 20);
var yieldCurve = plot.append("path")
.attr("class", "yieldcurve");
var curveX = d3.scale.linear()
.domain([0,10])
.range([0,width]);
var curveY = d3.scale.linear()
.domain([0,20])
.range([height - 50 , 0])
var curveXaxis = plot.append("g")
.attr("class", "plot x axis")
.attr("transform", "translate(0," + (+height - 50) + ")")
.call(d3.svg.axis()
.scale(curveX)
.orient("bottom"))
var curveYaxis = plot.append("g")
.attr("class", "plot y axis")
//.attr("transform", "translate(0," + height + ")")
.call(d3.svg.axis()
.scale(curveY)
.orient("left"))
var line = d3.svg.line()
.x(function(d) { return curveX(d.maturity); })
.y(function(d) { return curveY(d.yield); });
// setup our brush as slider for date selection
var x = d3.time.scale()
.domain(d3.extent(data,function(d){return new Date(d.date)}))
.range([0, width])
.clamp(true);
var brush = d3.svg.brush()
.x(x)
.extent([x.domain()[0],x.domain()[0]])
.on("brush", brushed)
.on("brushend",brushended)
svg.append("g")
.attr("class", "x axis")
.attr("transform", "translate(0," + height + ")")
.call(d3.svg.axis()
.scale(x)
.orient("bottom")
.ticks(d3.time.years)
.tickFormat(d3.time.format("%Y")))
.select(".domain")
.select(function() { return this.parentNode.appendChild(this.cloneNode(true)); })
.attr("class", "halo")
var slider = svg.append("g")
.attr("class", "slider")
.call(brush)
slider.selectAll(".extent,.resize")
.remove();
slider.select(".background")
.attr("height", height);
var handle = slider.append("circle")
.attr("class", "handle")
.attr("transform", "translate(0," + height + ")")
.attr("r", 9);
//update graph when first open
slider
.call(brush.event)
.transition() // gratuitous intro!
.duration(10000)
.call(brush.extent([x.domain()[1],x.domain()[1]]))
.call(brush.event);
function brushed() {
var value;
if(typeof brush.extent() !== "undefined"){
value = brush.extent()[0];
if (d3.event.sourceEvent) { // not a programmatic event
value = d3.time.day.offset(d3.time.month.round(x.invert(d3.mouse(this)[0])),-1);
brush.extent([value, value]);
}
} else value = x.domain()[0];
updateGraph( value );
handle.attr("cx", x(value));
}
function brushended(){
console.log("ended")
}
function updateGraph( value ){
var curvedata = data.filter(function(d){return d3.time.format("%Y-%m")(new Date(d.date))== d3.time.format("%Y-%m")(value)})[0];
var curvearray = [];
Object.keys(curvedata).map(function(key){
if(key !== "date"){
curvearray.push({
maturity : +key.replace(/(R_)([0-9]*)([M,Y])/,"$2") / +{M:12,Y:1}[key.replace(/(R_)([0-9])*([M,Y])/,"$3")] ,
yield : curvedata[key]
})
}
})
yieldCurve.datum(curvearray)
.attr("d", line)
}
</script>
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