get_treasury_yield_curve
Get the US Treasury nominal par yield curve for a specified business day, including all CMT rates from 1 month to 30 years and key spreads (2s10s, 3m10y, 5s30s). For non-publication days, it returns the available date range.
Instructions
The US Treasury par yield curve for any published business day — every constant-maturity rate from 1 month to 30 years — plus the spreads and the inversion flag, because the real question is whether the curve is inverted rather than what fourteen numbers are. 2s10s, 3m10y and 5s30s are computed for you. A tenor Treasury did not publish that day is null, never zero. Nominal CMT rates: not real yields and not zero-coupon spot rates.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | YYYY-MM-DD business day. Default: the latest published curve. A non-publication day returns the available range, not a nearest guess. |