tmc
Get 10-Year Treasury Constant Maturity Minus Selected Treasury Constant Maturity data. 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
tmc [-p {3_month,2_year}] [-s START_DATE] [-e END_DATE]
Parameters
Name | Parameter | Description | Default | Optional | Choices |
---|---|---|---|---|---|
parameter | -p --parameter | Selected treasury constant maturity to subtract | 3_month | True | 3_month, 2_year |
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 |