One of the main instruments that works as financial information source to make decisions in projects and investments, is the term structure of interest rates, witch tries to measure the relation between the yield to maturity of financial assets, of the same credit quality and its respective maturity eriod, creating the yield curve or interest rate. This project’s objective is to get the term structure of interest rates, specifically for treasury tittles class b (TES B) and calculate the yield curve intervening cubic splines. However a methodology for an specific author won’t be followed, due to that some characteristics, and conditions in the set rent markets from other countries are very different to Colombian ones. That is why two models were planned with the main conditions of a spline function to calculate the yield curve of a treasury title sample (TES B) that has been negotiated recently in the Colombian market where can be confirmed the proposed methodology potential. This methodology can be extended in the same way to calculate the yield curves of the debt tittles with equal credit quality. Also it will be calculated from the graphic representation of the term structure of interest rates, theoretical value of the spot interest rates and forward interest rates that allow the market agents to make the correct decisions about the propitious time to assume the debt or postpone it.