US Treasury yields and rates today: yield curve, 10-year, spreads, T-bill rates, TIPS real yields.
Scored across 4 tools
The four tools map to distinct data products: bill rates (short-end discount/CE yields), real yields (TIPS + breakeven), the par yield curve for a single date, and a time series for one tenor. The only mild overlap is between treasury_yield_curve ('any date's' cross-section) and treasury_yield_history (a range for one tenor), but the descriptions make the cross-section vs. time-series split clear.
All four names follow a strict snake_case 'treasury_<subject>' pattern, with no mixed casing or verb/noun inconsistency. The prefix is uniform and each name reads naturally from the description.
Four tools is on the lean side but each covers a genuinely different Treasury data product, so nothing feels redundant or padded. A slightly richer set (e.g. a long-term rate or spread tool) would round it out, but the scope is well matched to the narrow domain.
The surface covers bills, the par curve, the real/TIPS curve with breakevens, and tenor history — enough for most rate-lookup workflows. Notable gaps remain: the curve's spreads/inversion flag are current-date only (no spread or inversion history), and history appears limited to a single nominal tenor, so real yields and breakeven history require workarounds.
Daily US Treasury bill rates for 4, 6, 8, 13, 17, 26 and 52 week bills: the bank discount rate and the coupon-equivalent yield (comparable to a savings or CD rate), with the change from the previous business day.
Inputs: date.
US Treasury real yield curve (TIPS) for 5, 7, 10, 20 and 30 years, the nominal yield for the same maturity, and the breakeven inflation rate the market implies (nominal minus real).
Inputs: date.
Today's (or any date's) US Treasury par yield curve: 1-month to 30-year yields including the 10-year and 2-year, the change from the previous business day and from a month earlier, and the 10y-2y and 10y-3m spreads with an inversion flag. Any date back to 1990.
Inputs: date.
History of one Treasury yield (e.g. 10y, 2y, 3m, 30y) between two dates: start, end, change, high, low and average, with a daily or sampled table. Up to 731 days per call, back to 1990.
Inputs: tenor (required), end, start.
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