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mcdallas / wallstreet

Real time stock and option data.
MIT License
1.33k stars 201 forks source link

risk free rate month2 missing #37

Closed SkydiverChonb closed 2 years ago

SkydiverChonb commented 3 years ago

hi, maybe the yield webpage has changed but on the treasury webpage there is a month 2 yield which seems to be missing in the blackandscholes.py / riskfree function. Therefore all yields after month 1 have the yield of the following month

mcdallas commented 2 years ago

fixed in https://github.com/mcdallas/wallstreet/pull/41