Get Yield Curve Spreads
get_yield_curveReturns 2s10s (2-year vs 10-year) and 3m10y (3-month vs 10-year) Treasury yield curve spreads with inversion signal. An inverted yield curve (negative spread) historically precedes recessions. Source: FRED.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| DGS2 | Yes | 2-Year Treasury yield | |
| DGS10 | Yes | 10-Year Treasury yield | |
| as_of | Yes | Date of the most recent underlying data | |
| DGS1MO | Yes | 1-Month T-Bill rate | |
| signal | Yes | Curve shape signal: Fully inverted, Partially inverted, or Normal | |
| spread_2s10s | Yes | 10Y minus 2Y Treasury spread in percentage points | |
| spread_3m10y | Yes | 10Y minus 3-Month T-Bill spread in percentage points | |
| inverted_2s10s | Yes | Whether the 2s10s spread is negative (inverted) | |
| inverted_3m10y | Yes | Whether the 3m10y spread is negative (inverted) |