ffrmc
Get 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.
Usage
ffrmc [-p {10_year,5_year,1_year,6_month,3_month}] [-s START_DATE] [-e END_DATE]
Parameters
Name | Parameter | Description | Default | Optional | Choices |
---|---|---|---|---|---|
parameter | -p --parameter | Selected Treasury Constant Maturity | 10_year | True | 10_year, 5_year, 1_year, 6_month, 3_month |
start_date | -s --start | Starting date (YYYY-MM-DD) of data | None | True | None |
end_date | -e --end | Ending date (YYYY-MM-DD) of data | None | True | None |