macro

US Treasury curve as of a past date

The constant-maturity Treasury curve as it stood on, or last before, date. data is the point list in maturity order; meta carries the resolved observation_date, the two spreads and the served range.

observation_date is the newest date at or before date that carries at least 6 of the 11 tenors, which is why a weekend or holiday resolves to the prior session. It is a separate field from requested_date precisely so a consumer can see that.

PARTIAL CURVES ARE SERVED AS PARTIAL. The eleven tenors do not all exist for all time (DGS1MO begins 2001-07-31; DGS20 resumes 1993-10-01 after a six-year gap), and a date carries points ONLY for the tenors it actually has. Nothing is interpolated and no tenor is carried forward from a neighbouring day.

An empty table, or a date before meta.available_from, returns data: [] with meta.status = "no_data" — never a fabricated curve.

get/macro/yield-curve/history

Request

  • Base URL: https://kresmion.com/v1
  • URL: https://kresmion.com/v1/macro/yield-curve/history
  • Auth: HTTP bearer

Query parameters

datestring nullable

YYYY-MM-DD. Default: today.

Headers

authorizationstring nullable

Response

Successful Response

object required

Changes

No recorded changes to this operation across all 1 revision of this API.