tcm
Treasury Constant Maturity.
Get data for 10-Year Treasury Constant Maturity Minus Selected Treasury Constant Maturity. 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.
Examples
from openbb import obb
obb.fixedincome.spreads.tcm(provider='fred')
obb.fixedincome.spreads.tcm(maturity='2y', provider='fred')
Parameters
- standard
- fred
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
maturity: Literal['3m', '2y']
Default: 3m
The maturity
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
maturity: Literal['3m', '2y']
Default: 3m
The maturity
Returns
results: list[TreasuryConstantMaturity]
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: date | str
The date of the data.
rate: float
TreasuryConstantMaturity Rate.
date: date | str
The date of the data.
rate: float
TreasuryConstantMaturity Rate.