7 Chord Sovereign Credit Curves

Daily credit curves for sovereign and government issuers — emerging-market sovereigns, developed-market governments, and the U.S. Treasury — fitted from BondDroid composite prices. Each curve carries option-adjusted spreads, hazard rates, and yields across an 11-point tenor grid with slopes and fit diagnostics, tagged with country of risk and region. The dataset supports research on sovereign risk pricing, the sovereign-corporate spread relationship, and cross-country term-structure dynamics.