USTreasuryCurve

This code pulls in the nominal and real yield curves from the US Treasury's website for a date range (inclusive) into a Pandas dataframe. 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 nominal US Treasury curve

ustcurve = ustcurve.nominalRates('2010-06-30', '2022-06-30')

Pull in real US Treasury curve

ustrcurve = ustcurve.realRates('2010-06-30', '2022-06-30')

Pull in nominal US Treasury curve using an unverified HTTPS request

ustcurve = ustcurve.nominalRates('2010-06-30', '2022-06-30', False)