ustreasurycurve 0.0.4

Pulls all available real and nominal yield curves from the US Treasury's website

USTreasuryCurve

This code pulls all the available nominal and real yield curves from the US Treasury's website into a Pandas dataframe. The nominal rates start on January 2, 1990 and the real rates begin on January 2, 2003. The US Treasury updates these yields daily.

Install package

pip install ustreasurycurve

Usage

import ustreasurycurve as ustcurve

#Pull in nominal US Treasury curve

ustcurve = ustcurve.nominalRates()

#Pull in real US Treasury curve

ustrcurve = ustcurve.realRates()