U.S. Treasury Par Yield Curve
Retrieves the daily U.S. Treasury par yield curve rates as officially published by the U.S. Department of the Treasury, covering every maturity from 1 Month through 30 Year in a single dataset. This is the official, risk-free curve widely used as the discount curve for bond valuation and as the benchmark for credit spreads.
Also known as: the Treasury yield curve, the risk-free curve.
U.S. Treasury Par Yield Curve in Python
Install the Finance Toolkit with:
pip install financetoolkit -U
Then call get_treasury_rates as shown below.
from financetoolkit import FixedIncome
fixedincome = FixedIncome(
start_date='2024-01-01',
end_date='2024-01-15',
api_key='FINANCIAL_MODELING_PREP_KEY',
)
fixedincome.get_treasury_rates()
Which returns:
| Date | 1 Month | 3 Month | 1 Year | 2 Year | 10 Year | 30 Year |
|---|---|---|---|---|---|---|
| 2024-01-02 | 0.0555 | 0.0546 | 0.048 | 0.0433 | 0.0395 | 0.0408 |
| 2024-01-03 | 0.0554 | 0.0548 | 0.0481 | 0.0433 | 0.0391 | 0.0405 |
| 2024-01-04 | 0.0556 | 0.0548 | 0.0485 | 0.0438 | 0.0399 | 0.0413 |
| 2024-01-05 | 0.0554 | 0.0547 | 0.0484 | 0.044 | 0.0405 | 0.0421 |
Parameters
The function accepts the following parameters:
- rounding (int | None, optional): The number of decimals to round the results to. Defaults to None.
- growth (bool, optional): Whether to return the growth data or the actual data.
- lag (int, optional): The number of periods to lag the data by.
- standardize (bool, optional): Whether to standardize (Z-Score) the result. When combined with growth=True, standardizes the growth values instead of the raw values. Defaults to False.