Pulls all available daily real and nominal yield curves from the US Treasury's website
Project description
USTreasuryCurve
This code pulls in all available nominal and real yield curves from the US Treasury's website into a Pandas dataframe. You can specify a start and/or end date if you want. 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 all available US Treasury curve data
ustcurve = ustcurve.nominalRates()
Pull in nominal US Treasury curve between two dates
ustcurve = ustcurve.nominalRates('2010-06-30', '2022-06-30')
Pull in real US Treasury curve starting at a date
ustrcurve = ustcurve.realRates('2010-06-30')
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