tcm_effr
Select Treasury Constant Maturity.
Get data for Selected Treasury Constant Maturity Minus Federal Funds Rate Constant maturity is the theoretical value of a U.S. Treasury that is based on recent values of auctioned U.S. Treasuries. The value is obtained by the U.S. Treasury on a daily basis through interpolation of the Treasury yield curve which, in turn, is based on closing bid-yields of actively-traded Treasury securities.
Parameters
- standard
- fred
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
maturity: Literal['10y', '5y', '1y', '6m', '3m']
The maturity
• Default: 10y
• Optional: True
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
maturity: Literal['10y', '5y', '1y', '6m', '3m']
The maturity
• Default: 10y
• Optional: True
Returns
results: list[SelectedTreasuryConstantMaturity]
Serializable results.
provider: Optional[Literal['fred']]
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- fred
date: Union[date, str]
The date of the data.
rate: float
Selected Treasury Constant Maturity Rate.
date: Union[date, str]
The date of the data.
rate: float
Selected Treasury Constant Maturity Rate.