macro

Summary

The data consists of a collection of financial metrics related to the yield curve, specifically including discount factors, zero-coupon rates, and forward rates. These items are updated weekly and have been valid since January 1, 1961, with a future start date set for June 7, 2025.

Example code

from finter.data import ContentFactory
cf = ContentFactory("common", 20200101, 20200201)
df = cf.get_df("disc_factors")

Metadata

valid from
delivery schedule
time zone
data frequency

19610101

15 22 * * *

1d

Item List

  • disc_factors: https://www.federalreserve.gov/data/yield-curve-tables/feds200628_1.html : updated weekly pit. disc_factors.

  • fwd_rates: https://www.federalreserve.gov/data/yield-curve-tables/feds200628_1.html : updated weekly pit. fwd_rates.

  • zeros: https://www.federalreserve.gov/data/yield-curve-tables/feds200628_1.html : updated weekly pit. zeros.

If you would like to use the data, please contact the admin.

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