dailytreasuryrates 0.1.0

Daily Treasury Rates Downloader

Daily Treasury Rates Downloader

A simple command line tool for downloading or updating daily treasury rates.

Installation

To install run:

> pip install dailytreasuryrates

Usage

To create or update the file rates.csv with the latest treasury rate, run the following command:

> dailytreasuryrates rates.csv

This will look for the rates.csv file in the current folder and append it with new data downloaded from the US treasury site. You can also specify a fully qualitied path like C:\dataset\myrates.csv.

Output format

he output file is a csv file.

Date,1 Mo,2 Mo,3 Mo,4 Mo,6 Mo,1 Yr,2 Yr,3 Yr,5 Yr,7 Yr,10 Yr,20 Yr,30 Yr
1990-01-02,,,7.83,,7.89,7.81,7.87,7.9,7.87,7.98,7.94,,8.0
1990-01-03,,,7.89,,7.94,7.85,7.94,7.96,7.92,8.04,7.99,,8.04
...
2023-03-06,4.75,4.79,4.93,5.02,5.22,5.05,4.89,4.61,4.27,4.16,3.98,4.14,3.92
2023-03-07,4.8,4.88,5.04,5.12,5.32,5.22,5.0,4.66,4.31,4.17,3.97,4.11,3.88

The first columns contains the date in yyyy-mm-dd format.

Dates are sorted in ascending order.

Over time new tenors were added. E.g. in 1990 there was no 1 Month and 2 Month tennor, but now there is. These missing values have empty string in the csv file.