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mcdallas / wallstreet

Real time stock and option data.
MIT License
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Pull riskfree rates from the new Treasury XML feed #41

Closed mcdallas closed 2 years ago

mcdallas commented 2 years ago

The place where we used to pull rates is gone, there are a bunch of XML feeds in the treasury site https://home.treasury.gov/developer-notice-xml-changes

I used the Daily Treasury Par Yield Curve Rates at https://home.treasury.gov/sites/default/files/interest-rates/yield.xml

mcdallas commented 2 years ago

@Mr-Elysium @ishaantaylor mind taking a look?

Mr-Elysium commented 2 years ago

No problem