http://www.smartmoney.com/onebond/index.cfm?story=yieldcurve
I'm still looking for another animation that would give me some 3D with GDP growth on the side wall to visualize the predictive strength of the inverted curve.
Also an animation that would have a "shadow" would be nice: at any instant in the film, superimpose the curve with the one you got from the implied forward rates (for accordingly shifted maturities) in the previous curves - this would tell you how smart the market was, historically, in guessing future rates...
If anybody knows of a good public repository of historical data, maybe I could build it with simple excel charts. Pierre