treasury
Obtain any set of U.S. treasuries and plot them together. These can be a range of maturities for nominal, inflation-adjusted (on long term average of inflation adjusted) and secondary markets over a lengthy period. Note: 3-month and 10-year treasury yields for other countries are available via the command 'macro' and parameter 'M3YD' and 'Y10YD'. [Source: EconDB / FED]
Usage
treasury [-m MATURITY] [--show] [--freq {annually,monthly,weekly,daily}] [-t TYPE] [-s START_DATE] [-e END_DATE]
Parameters
| Name | Parameter | Description | Default | Optional | Choices |
|---|---|---|---|---|---|
| maturity | -m --maturity | The preferred maturity which is dependent on the type of the treasury | 10y | True | None |
| show_maturities | --show | Show the maturities available for every instrument. | False | True | None |
| frequency | --freq | The frequency, this can be annually, monthly, weekly or daily | monthly | True | annually, monthly, weekly, daily |
| type | -t --type | Choose from: nominal, inflation, average, secondary | nominal | True | None |
| start_date | -s --start | The start date of the data (format: YEAR-MONTH-DAY, i.e. 2010-12-31) | 1934-01-31 | True | None |
| end_date | -e --end | The end date of the data (format: YEAR-DAY-MONTH, i.e. 2021-06-02) | 2023-03-02 | True | None |
Examples
2022 Mar 15, 07:33 (🦋) /economy/ $ treasury -sm
Maturity options per instrument
┏━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Instrument ┃ Maturities ┃
┡━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ nominal │ 1m, 3m, 6m, 1y, 2y, 3y, 5y, 7y, 10y, 20y, 30y │
├────────────┼───────────────────────────────────────────────┤
│ inflation │ 5y, 7y, 10y, 20y, 30y │
├────────────┼───────────────────────────────────────────────┤
│ average │ Defined by function │
├────────────┼───────────────────────────────────────────────┤
│ secondary │ 4w, 3m, 6m, 1y │
└────────────┴───────────────────────────────────────────────┘
