The Central Bank of Paraguay, through its Securities Superintendency, has published official corporate bond yield curves for Paraguay, creating a new reference tool for the local capital market. The release covers zero-coupon and par-yield curves differentiated by credit rating and currency, with maturities from six months to 10 years. The curves were built using the Nelson-Siegel-Svensson model, with methodological adjustments for a market with lower depth and liquidity. These include credit hierarchy constraints to preserve economic consistency across ratings and robust estimation techniques adapted to local market conditions. The curves are intended to provide an objective benchmark for fixed-income valuation, support processes aligned with International Financial Reporting Standard 9, and improve analysis and pricing of new corporate bond issues. They also give supervisors a more systematic and comparable information set for market monitoring. The central bank has also made available the full methodological document for the framework. In an initial phase, the curves will be updated monthly.