Rates

Treasury yields: the curve, spreads, inversions and the discount rate the valuations use

The newest daily snapshot of the U.S. Treasury par yield curve (every maturity since 1990) and real (TIPS) curve (since 2003): each tenor's level, 1-week / 1-month / 1-year change and percentiles since 1990 and 2008; the curve today, a month and a year ago; 10Y−3M, 10Y−2Y and 30Y−10Y spreads with weekly history; every 10Y−3M inversion since 1990; rises of 100 bp or more in a year; the 10-year split into real yield and breakeven inflation; the covered universe's earnings yield against the 10-year; and the risk-free rate and equity risk premium the site's valuations use. Refreshed nightly after the Treasury close.

get/public/rates

Request

  • Base URL: https://api.sweetvaluelab.com
  • URL: https://api.sweetvaluelab.com/public/rates
  • Auth: none declared

Response

The rates bundle.

okboolean required
schema_versionstring required

Envelope contract version, currently "1". It changes only on a breaking change to this shape.

as_ofstring date required

The day the payload speaks for.

code_versionstring required

The build that produced the payload. With as_of it is what makes a figure reproducible.

dataobject nullable required

The payload, or null on failure.

Example response

{
  "schema_version": "1",
  "as_of": "2026-09-19",
  "error": {
    "code": "not_found"
  }
}

Changes

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